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SMOG vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SMOG and VOO is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

SMOG vs. VOO - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
2.25%
7.93%
SMOG
VOO

Key characteristics

Sharpe Ratio

SMOG:

-0.27

VOO:

2.04

Sortino Ratio

SMOG:

-0.22

VOO:

2.72

Omega Ratio

SMOG:

0.97

VOO:

1.38

Calmar Ratio

SMOG:

-0.11

VOO:

3.02

Martin Ratio

SMOG:

-0.56

VOO:

13.60

Ulcer Index

SMOG:

10.09%

VOO:

1.88%

Daily Std Dev

SMOG:

21.33%

VOO:

12.52%

Max Drawdown

SMOG:

-84.39%

VOO:

-33.99%

Current Drawdown

SMOG:

-45.45%

VOO:

-3.52%

Returns By Period

In the year-to-date period, SMOG achieves a -8.72% return, which is significantly lower than VOO's 24.65% return. Over the past 10 years, SMOG has underperformed VOO with an annualized return of 7.32%, while VOO has yielded a comparatively higher 13.02% annualized return.


SMOG

YTD

-8.72%

1M

0.49%

6M

1.77%

1Y

-7.32%

5Y*

6.78%

10Y*

7.32%

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

Compare stocks, funds, or ETFs

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


SMOG vs. VOO - Expense Ratio Comparison

SMOG has a 0.63% expense ratio, which is higher than VOO's 0.03% expense ratio.


SMOG
VanEck Vectors Low Carbon Energy ETF
Expense ratio chart for SMOG: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SMOG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Low Carbon Energy ETF (SMOG) 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 SMOG, currently valued at -0.27, compared to the broader market0.002.004.00-0.272.04
The chart of Sortino ratio for SMOG, currently valued at -0.22, compared to the broader market-2.000.002.004.006.008.0010.00-0.222.72
The chart of Omega ratio for SMOG, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.971.38
The chart of Calmar ratio for SMOG, currently valued at -0.11, compared to the broader market0.005.0010.0015.00-0.113.02
The chart of Martin ratio for SMOG, currently valued at -0.56, compared to the broader market0.0020.0040.0060.0080.00100.00-0.5613.60
SMOG
VOO

The current SMOG Sharpe Ratio is -0.27, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of SMOG 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.27
2.04
SMOG
VOO

Dividends

SMOG vs. VOO - Dividend Comparison

SMOG has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
SMOG
VanEck Vectors Low Carbon Energy ETF
0.00%1.58%1.32%0.44%0.06%0.00%0.62%1.25%2.12%0.56%0.21%0.99%
VOO
Vanguard S&P 500 ETF
0.92%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SMOG vs. VOO - Drawdown Comparison

The maximum SMOG drawdown since its inception was -84.39%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SMOG and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-45.45%
-3.52%
SMOG
VOO

Volatility

SMOG vs. VOO - Volatility Comparison

VanEck Vectors Low Carbon Energy ETF (SMOG) has a higher volatility of 5.36% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. This indicates that SMOG'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%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.36%
3.58%
SMOG
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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