PortfoliosLab logoPortfoliosLab logo
MEI vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MEI vs. VOO - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, MEI achieves a 101.57% return, which is significantly higher than VOO's 10.91% return. Over the past 10 years, MEI has underperformed VOO with an annualized return of -5.69%, while VOO has yielded a comparatively higher 15.56% annualized return.


MEI

1D
5.60%
1M
48.65%
YTD
101.57%
6M
54.02%
1Y
63.93%
3Y*
-30.58%
5Y*
-20.88%
10Y*
-5.69%

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)

MEI vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MEI
Methode Electronics, Inc.
101.57%-40.54%-45.95%-47.94%-8.48%29.92%-1.32%71.59%-41.22%-2.19%
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 MEI and VOO is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.45

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

0.50

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

0.54

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2010

0.56

The correlation between MEI and VOO shifts across timeframes, from 0.45 (3 years) to 0.56 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Methode Electronics, Inc.

Vanguard S&P 500 ETF

Return for Risk

MEI vs. VOO — Risk / Return Rank

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

MEI
MEI Risk / Return Rank: 6767
Overall Rank
MEI Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
MEI Sortino Ratio Rank: 6868
Sortino Ratio Rank
MEI Omega Ratio Rank: 7272
Omega Ratio Rank
MEI Calmar Ratio Rank: 6666
Calmar Ratio Rank
MEI Martin Ratio Rank: 6262
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.

MEI vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Methode Electronics, Inc. (MEI) 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.


MEIVOODifference
Sharpe ratioReturn per unit of total volatility

-1.61

Sortino ratioReturn per unit of downside risk

-1.67

Omega ratioGain probability vs. loss probability

1.24

1.43

-0.20

Calmar ratioReturn relative to maximum drawdown

1.28

3.16

-1.88

Martin ratioReturn relative to average drawdown

2.27

14.73

-12.45

MEI vs. VOO - Sharpe Ratio Comparison

The current MEI Sharpe Ratio is 0.78, which is lower than the VOO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of MEI 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.


Loading charts...

Sharpe Ratios by Period


MEIVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

2.39

-1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.83

-1.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

0.87

-0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.89

-0.69

Drawdowns

MEI vs. VOO - Drawdown Comparison

The maximum MEI drawdown since its inception was -88.77%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MEI and VOO.


Loading charts...

Drawdown Indicators


MEIVOODifference

Max Drawdown

Largest peak-to-trough decline

-88.77%

-33.99%

-54.78%

Max Drawdown (1Y)

Largest decline over 1 year

-50.19%

-8.90%

-41.29%

Max Drawdown (3Y)

Largest decline over 3 years

-87.80%

-18.69%

-69.11%

Max Drawdown (5Y)

Largest decline over 5 years

-88.77%

-24.52%

-64.25%

Max Drawdown (10Y)

Largest decline over 10 years

-88.77%

-33.99%

-54.78%

Current Drawdown

Current decline from peak

-70.43%

-0.70%

-69.73%

Average Drawdown

Average peak-to-trough decline

-32.07%

-3.69%

-28.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.22%

1.91%

+26.31%

Volatility

MEI vs. VOO - Volatility Comparison

Methode Electronics, Inc. (MEI) has a higher volatility of 48.51% compared to Vanguard S&P 500 ETF (VOO) at 2.84%. This indicates that MEI'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.


Loading charts...

Volatility by Period


MEIVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

48.51%

2.84%

+45.67%

Volatility (6M)

Calculated over the trailing 6-month period

65.32%

8.90%

+56.42%

Volatility (1Y)

Calculated over the trailing 1-year period

82.22%

11.80%

+70.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.02%

16.81%

+44.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.62%

18.01%

+32.61%

Dividends

MEI vs. VOO - Dividend Comparison

MEI's dividend yield for the trailing twelve months is around 1.67%, more than VOO's 1.03% yield.


PositionTTM20252024202320222021202020192018201720162015
MEI
Methode Electronics, Inc.
1.67%6.02%4.75%2.46%1.26%1.02%1.15%1.12%1.89%0.90%0.87%1.13%
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


MEI and VOO have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MEI has higher volatility (48.51%) compared to VOO (2.84%). In terms of maximum drawdown, MEI dropped -88.77% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (2.39 vs 0.78), 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.

Portfolio Optimizer

Find the right allocation for MEI and VOO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer