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FE vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FE and VOO is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

FE vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FirstEnergy Corp. (FE) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
2.83%
9.59%
FE
VOO

Key characteristics

Sharpe Ratio

FE:

0.76

VOO:

2.21

Sortino Ratio

FE:

1.17

VOO:

2.92

Omega Ratio

FE:

1.14

VOO:

1.41

Calmar Ratio

FE:

0.57

VOO:

3.34

Martin Ratio

FE:

2.68

VOO:

14.07

Ulcer Index

FE:

4.29%

VOO:

2.01%

Daily Std Dev

FE:

15.17%

VOO:

12.80%

Max Drawdown

FE:

-55.75%

VOO:

-33.99%

Current Drawdown

FE:

-9.52%

VOO:

-1.36%

Returns By Period

In the year-to-date period, FE achieves a 0.28% return, which is significantly lower than VOO's 1.98% return. Over the past 10 years, FE has underperformed VOO with an annualized return of 3.92%, while VOO has yielded a comparatively higher 13.52% annualized return.


FE

YTD

0.28%

1M

1.86%

6M

2.84%

1Y

12.48%

5Y*

0.05%

10Y*

3.92%

VOO

YTD

1.98%

1M

2.24%

6M

9.59%

1Y

27.12%

5Y*

14.29%

10Y*

13.52%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FE vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FE
The Risk-Adjusted Performance Rank of FE is 6767
Overall Rank
The Sharpe Ratio Rank of FE is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of FE is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FE is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FE is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FE is 7171
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FirstEnergy Corp. (FE) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for FE, currently valued at 0.76, compared to the broader market-2.000.002.004.000.762.21
The chart of Sortino ratio for FE, currently valued at 1.17, compared to the broader market-4.00-2.000.002.004.001.172.92
The chart of Omega ratio for FE, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.41
The chart of Calmar ratio for FE, currently valued at 0.57, compared to the broader market0.002.004.006.000.573.34
The chart of Martin ratio for FE, currently valued at 2.68, compared to the broader market-10.000.0010.0020.0030.002.6814.07
FE
VOO

The current FE Sharpe Ratio is 0.76, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of FE and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.76
2.21
FE
VOO

Dividends

FE vs. VOO - Dividend Comparison

FE's dividend yield for the trailing twelve months is around 4.22%, more than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
FE
FirstEnergy Corp.
4.22%4.24%4.31%3.72%3.75%5.10%3.13%3.83%4.70%4.65%4.54%3.69%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FE vs. VOO - Drawdown Comparison

The maximum FE drawdown since its inception was -55.75%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FE and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.52%
-1.36%
FE
VOO

Volatility

FE vs. VOO - Volatility Comparison

FirstEnergy Corp. (FE) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.99% and 5.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
4.99%
5.05%
FE
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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