MEI vs. VOO
MEI (Methode Electronics, Inc.) 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, MEI returned -5.69%/yr vs 15.56%/yr for VOO. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
MEI vs. VOO - Performance Comparison
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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%
MEI vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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Return for Risk
MEI vs. VOO — Risk / Return Rank
MEI
VOO
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.
| MEI | VOO | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MEI | VOO | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| MEI | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -70.43% | -0.70% | -69.73% |
Average DrawdownAverage peak-to-trough decline | -32.07% | -3.69% | -28.38% |
Ulcer IndexDepth 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.
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Volatility by Period
| MEI | VOO | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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