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GNE vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GNE vs. VOO

Last updated Jun 4, 2026

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 9.90%/yr vs 15.56%/yr for VOO. At a 0.26 correlation, their price movements are largely independent.

Performance

GNE vs. VOO - Performance Comparison

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

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Returns By Period

In the year-to-date period, GNE achieves a -1.14% return, which is significantly lower than VOO's 10.91% return. Over the past 10 years, GNE has underperformed VOO with an annualized return of 9.90%, while VOO has yielded a comparatively higher 15.56% annualized return.

GNE

1D
-3.99%
1M
-4.35%
YTD
-1.14%
6M
-5.40%
1Y
-36.52%
3Y*
0.13%
5Y*
19.92%
10Y*
9.90%

VOO

1D
-0.70%
1M
5.04%
YTD
10.91%
6M
10.93%
1Y
28.04%
3Y*
22.44%
5Y*
13.90%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GNE vs. VOO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
GNE
Genie Energy Ltd.		-1.14%-9.91%-43.56%177.26%95.26%-21.65%-2.76%32.91%46.22%-20.42%
VOO
Vanguard S&P 500 ETF		10.91%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 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2011

0.26

Compare stocks, funds, or ETFs

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Genie Energy Ltd.

Vanguard S&P 500 ETF

Often compared with GNE:
GNE vs. NRGGNE vs. ^SP600GNE vs. PCYOGNE vs. NEEGNE vs. MRKGNE vs. OKEGNE vs. SPY
Often compared with VOO:
VOO vs. VTIVOO vs. QQQVOO vs. SCHDVOO vs. VTVOO vs. SPYVOO vs. FXAIXVOO vs. IVV

Return for Risk

GNE vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GNE
GNE Risk / Return Rank: 1212
Overall Rank
GNE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
GNE Sortino Ratio Rank: 88
Sortino Ratio Rank
GNE Omega Ratio Rank: 77
Omega Ratio Rank
GNE Calmar Ratio Rank: 1515
Calmar Ratio Rank
GNE Martin Ratio Rank: 2424
Martin Ratio Rank
VOO
VOO Risk / Return Rank: 7070
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7070
Sortino Ratio Rank
VOO Omega Ratio Rank: 7070
Omega Ratio Rank
VOO Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

GNEVOODifference
Sharpe ratioReturn per unit of total volatility
-0.98
2.39

-3.36

Sortino ratioReturn per unit of downside risk
-1.22
3.25

-4.47

Omega ratioGain probability vs. loss probability

0.83

1.43

-0.60

Calmar ratioReturn relative to maximum drawdown

-0.70

3.16

-3.86

Martin ratioReturn relative to average drawdown

-0.84

14.73

-15.56

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GNE vs. VOO - Sharpe Ratio Comparison

The current GNE Sharpe Ratio is -0.98, which is lower than the VOO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of GNE and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

GNEVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.98

2.39

-3.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.83

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.87

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.89

-0.76

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

GNEVOODifference

Max Drawdown

Largest peak-to-trough decline

-75.12%

-33.99%

-41.13%

Max Drawdown (1Y)

Largest decline over 1 year

-52.48%

-8.90%

-43.58%

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 Drawdown

Current decline from peak

-53.81%

-0.70%

-53.11%

Average Drawdown

Average peak-to-trough decline

-43.25%

-3.69%

-39.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.68%

1.91%

+41.77%

Volatility

GNE vs. VOO - Volatility Comparison

Genie Energy Ltd. (GNE) has a higher volatility of 10.21% compared to Vanguard S&P 500 ETF (VOO) at 2.84%. 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

GNEVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.21%

2.84%

+7.37%

Volatility (6M)

Calculated over the trailing 6-month period

21.71%

8.90%

+12.81%

Volatility (1Y)

Calculated over the trailing 1-year period

37.57%

11.80%

+25.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.24%

16.81%

+26.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.86%

18.01%

+26.85%

Dividends

GNE vs. VOO - Dividend Comparison

GNE's dividend yield for the trailing twelve months is around 2.23%, more than VOO's 1.03% yield.

PositionTTM20252024202320222021202020192018201720162015
GNE
Genie Energy Ltd.		2.23%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		1.03%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 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GNE has higher volatility (10.21%) compared to VOO (2.84%). In terms of maximum drawdown, GNE dropped -75.12% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (2.39 vs -0.98), 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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