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SWN vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWN vs. VOO - Performance Comparison

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

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SWN vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWN
Southwestern Energy Company
0.00%0.00%8.55%11.97%25.54%56.38%23.14%-29.03%-38.89%-48.43%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period


SWN

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SWN vs. VOO — Risk / Return Rank

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

SWN

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
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.

SWN vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Southwestern Energy Company (SWN) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SWN vs. VOO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SWNVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

Correlation

The correlation between SWN and VOO is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SWN vs. VOO - Dividend Comparison

SWN has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20252024202320222021202020192018201720162015
SWN
Southwestern Energy Company
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

SWN vs. VOO - Drawdown Comparison


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Drawdown Indicators


SWNVOODifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

Max Drawdown (1Y)

Largest decline over 1 year

-11.98%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-6.29%

Average Drawdown

Average peak-to-trough decline

-3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

Volatility

SWN vs. VOO - Volatility Comparison


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Volatility by Period


SWNVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

Volatility (6M)

Calculated over the trailing 6-month period

9.44%

Volatility (1Y)

Calculated over the trailing 1-year period

18.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%