GNE vs. VOO
GNE (Genie Energy Ltd.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, GNE returned 12.06%/yr vs 15.14%/yr for VOO. Their 0.26 correlation means their historical movements had little consistent relationship.
Performance
GNE vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, GNE achieves a 2.01% return, which is significantly lower than VOO's 10.16% return. Over the past 10 years, GNE has underperformed VOO with an annualized return of 12.06%, while VOO has yielded a comparatively higher 15.14% annualized return.
GNE
- 1D
- -1.49%
- 1M
- -4.86%
- 6M
- 2.09%
- YTD
- 2.01%
- 1Y
- -29.70%
- 3Y*
- 3.13%
- 5Y*
- 21.91%
- 10Y*
- 12.06%
- ALL TIME*
- 6.48%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $950.33K | $1.11M | $1.18M | |
| $3.82B | $3.78B | $5.44B |
GNE vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GNE Genie Energy Ltd. | 2.01% | -9.91% | -43.56% | 177.26% | 95.26% | -21.65% | -2.76% | 32.91% | 46.22% | -20.42% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between GNE and VOO is 0.22, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.22 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.21 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2011 | 0.26 |
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Return for Risk
GNE vs. VOO — Risk / Return Rank
GNE
VOO
GNE vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Genie Energy Ltd. (GNE) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GNE | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.41 | ||
| Sortino ratioReturn per unit of downside risk | -3.16 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.28 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 2.21 | -3.05 |
| Martin ratioReturn relative to average drawdown | -1.03 | 9.44 | -10.47 |
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Drawdowns
GNE vs. VOO - Drawdown Comparison
The maximum GNE drawdown since its inception was -75.12%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GNE and VOO.
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Drawdown Indicators
| GNE | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.12% | -33.99% | -41.13% |
Max Drawdown (1Y)Largest decline over 1 year | -36.02% | -8.90% | -27.12% |
Max Drawdown (3Y)Largest decline over 3 years | -55.52% | -18.69% | -36.83% |
Max Drawdown (5Y)Largest decline over 5 years | -55.52% | -24.52% | -31.00% |
Max Drawdown (10Y)Largest decline over 10 years | -57.65% | -33.99% | -23.66% |
Current DrawdownCurrent decline from peak | -52.33% | -1.38% | -50.95% |
Average DrawdownAverage peak-to-trough decline | -43.33% | -3.67% | -39.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.21% | 2.08% | +27.13% |
Volatility
GNE vs. VOO - Volatility Comparison
Genie Energy Ltd. (GNE) has a higher volatility of 6.13% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that GNE'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.
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Volatility by Period
| GNE | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.13% | 3.54% | +2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 19.98% | 10.10% | +9.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.65% | 12.82% | +21.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.68% | 16.93% | +25.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.69% | 18.01% | +26.68% |
Dividends
GNE vs. VOO - Dividend Comparison
GNE's dividend yield for the trailing twelve months is around 2.16%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GNE Genie Energy Ltd. | 2.16% | 2.18% | 1.92% | 1.07% | 3.72% | 1.44% | 4.58% | 3.88% | 4.98% | 6.88% | 4.17% | 1.08% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
GNE and VOO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GNE has higher volatility (6.13%) compared to VOO (3.54%). In terms of maximum drawdown, GNE dropped -75.12% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs -0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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