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

Correlation

The correlation between VET and VOO is 0.39, 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.


-0.50.00.51.00.4

Performance

VET vs. VOO - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-5.44%
10.51%
VET
VOO

Key characteristics

Sharpe Ratio

VET:

-0.32

VOO:

1.89

Sortino Ratio

VET:

-0.25

VOO:

2.54

Omega Ratio

VET:

0.97

VOO:

1.35

Calmar Ratio

VET:

-0.14

VOO:

2.83

Martin Ratio

VET:

-0.63

VOO:

11.83

Ulcer Index

VET:

17.56%

VOO:

2.02%

Daily Std Dev

VET:

33.99%

VOO:

12.66%

Max Drawdown

VET:

-96.42%

VOO:

-33.99%

Current Drawdown

VET:

-78.63%

VOO:

-0.42%

Returns By Period

In the year-to-date period, VET achieves a -1.60% return, which is significantly lower than VOO's 4.17% return. Over the past 10 years, VET has underperformed VOO with an annualized return of -10.23%, while VOO has yielded a comparatively higher 13.26% annualized return.


VET

YTD

-1.60%

1M

-8.23%

6M

-5.45%

1Y

-11.69%

5Y*

-6.21%

10Y*

-10.23%

VOO

YTD

4.17%

1M

1.23%

6M

10.51%

1Y

24.45%

5Y*

14.68%

10Y*

13.26%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

VET vs. VOO — Risk-Adjusted Performance Rank

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

VET
The Risk-Adjusted Performance Rank of VET is 3131
Overall Rank
The Sharpe Ratio Rank of VET is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of VET is 2626
Sortino Ratio Rank
The Omega Ratio Rank of VET is 2727
Omega Ratio Rank
The Calmar Ratio Rank of VET is 3838
Calmar Ratio Rank
The Martin Ratio Rank of VET is 3333
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
Overall Rank
The Sharpe Ratio Rank of VOO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VET vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vermilion Energy Inc. (VET) 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 VET, currently valued at -0.32, compared to the broader market-2.000.002.00-0.321.89
The chart of Sortino ratio for VET, currently valued at -0.25, compared to the broader market-4.00-2.000.002.004.006.00-0.252.54
The chart of Omega ratio for VET, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.35
The chart of Calmar ratio for VET, currently valued at -0.14, compared to the broader market0.002.004.006.00-0.142.83
The chart of Martin ratio for VET, currently valued at -0.63, compared to the broader market-10.000.0010.0020.0030.00-0.6311.83
VET
VOO

The current VET Sharpe Ratio is -0.32, which is lower than the VOO Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of VET 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-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.32
1.89
VET
VOO

Dividends

VET vs. VOO - Dividend Comparison

VET's dividend yield for the trailing twelve months is around 3.80%, more than VOO's 1.19% yield.


TTM20242023202220212020201920182017201620152014
VET
Vermilion Energy Inc.
3.80%3.74%2.48%1.65%0.00%9.64%12.73%10.17%5.47%4.62%7.44%5.20%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

VET vs. VOO - Drawdown Comparison

The maximum VET drawdown since its inception was -96.42%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VET and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-78.63%
-0.42%
VET
VOO

Volatility

VET vs. VOO - Volatility Comparison

Vermilion Energy Inc. (VET) has a higher volatility of 9.31% compared to Vanguard S&P 500 ETF (VOO) at 2.94%. This indicates that VET'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%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
9.31%
2.94%
VET
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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