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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.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
102.01%
602.93%
FE
VOO

Key characteristics

Sharpe Ratio

FE:

0.98

VOO:

2.25

Sortino Ratio

FE:

1.47

VOO:

2.98

Omega Ratio

FE:

1.18

VOO:

1.42

Calmar Ratio

FE:

0.72

VOO:

3.31

Martin Ratio

FE:

3.99

VOO:

14.77

Ulcer Index

FE:

3.69%

VOO:

1.90%

Daily Std Dev

FE:

15.08%

VOO:

12.46%

Max Drawdown

FE:

-55.75%

VOO:

-33.99%

Current Drawdown

FE:

-9.74%

VOO:

-2.47%

Returns By Period

In the year-to-date period, FE achieves a 13.27% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, FE has underperformed VOO with an annualized return of 4.49%, while VOO has yielded a comparatively higher 13.08% annualized return.


FE

YTD

13.27%

1M

-4.65%

6M

6.12%

1Y

14.30%

5Y*

0.10%

10Y*

4.49%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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 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 0.98, compared to the broader market-4.00-2.000.002.000.982.25
The chart of Sortino ratio for FE, currently valued at 1.47, compared to the broader market-4.00-2.000.002.004.001.472.98
The chart of Omega ratio for FE, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.42
The chart of Calmar ratio for FE, currently valued at 0.72, compared to the broader market0.002.004.006.000.723.31
The chart of Martin ratio for FE, currently valued at 3.99, compared to the broader market-5.000.005.0010.0015.0020.0025.003.9914.77
FE
VOO

The current FE Sharpe Ratio is 0.98, which is lower than the VOO Sharpe Ratio of 2.25. 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.98
2.25
FE
VOO

Dividends

FE vs. VOO - Dividend Comparison

FE's dividend yield for the trailing twelve months is around 4.23%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
FE
FirstEnergy Corp.
4.23%4.31%3.72%3.75%5.10%3.13%3.83%4.70%4.65%4.54%3.69%6.67%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.74%
-2.47%
FE
VOO

Volatility

FE vs. VOO - Volatility Comparison

FirstEnergy Corp. (FE) has a higher volatility of 4.26% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that FE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.26%
3.75%
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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