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VOO vs. EQNR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOO vs. EQNR - Performance Comparison

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

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Returns By Period

In the year-to-date period, VOO achieves a 9.08% return, which is significantly lower than EQNR's 56.74% return.


VOO

1D
0.55%
1M
-0.07%
YTD
9.08%
6M
9.44%
1Y
24.36%
3Y*
20.95%
5Y*
13.43%
10Y*
15.50%

EQNR

1D
-1.55%
1M
-4.52%
YTD
56.74%
6M
60.62%
1Y
44.70%
3Y*
16.35%
5Y*
18.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOO vs. EQNR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VOO
Vanguard S&P 500 ETF
9.08%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-6.36%
EQNR
Equinor ASA
56.74%7.70%-15.98%-0.78%40.77%64.55%-13.57%-0.99%-21.06%

Correlation

The correlation between VOO and EQNR is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.25

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

0.04

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

0.15

Correlation (All Time)
Calculated using the full available price history since May 16, 2018

0.30

The correlation between VOO and EQNR shifts across timeframes, from -0.25 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VOO vs. EQNR — Risk / Return Rank

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

VOO
VOO Risk / Return Rank: 7070
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6969
Sortino Ratio Rank
VOO Omega Ratio Rank: 7171
Omega Ratio Rank
VOO Calmar Ratio Rank: 6363
Calmar Ratio Rank
VOO Martin Ratio Rank: 7676
Martin Ratio Rank

EQNR
EQNR Risk / Return Rank: 7676
Overall Rank
EQNR Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EQNR Sortino Ratio Rank: 7373
Sortino Ratio Rank
EQNR Omega Ratio Rank: 7272
Omega Ratio Rank
EQNR Calmar Ratio Rank: 8181
Calmar Ratio Rank
EQNR Martin Ratio Rank: 7474
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.

VOO vs. EQNR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and Equinor ASA (EQNR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VOOEQNRDifference
Sharpe ratioReturn per unit of total volatility

+0.75

Sortino ratioReturn per unit of downside risk

+0.94

Omega ratioGain probability vs. loss probability

1.36

1.23

+0.14

Calmar ratioReturn relative to maximum drawdown

2.75

2.54

+0.21

Martin ratioReturn relative to average drawdown

12.42

4.31

+8.12

VOO vs. EQNR - Sharpe Ratio Comparison

The current VOO Sharpe Ratio is 1.99, which is higher than the EQNR Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of VOO and EQNR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VOO vs. EQNR - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum EQNR drawdown of -66.77%. Use the drawdown chart below to compare losses from any high point for VOO and EQNR.


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Drawdown Indicators


VOOEQNRDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-66.77%

+32.78%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-17.72%

+8.82%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

-27.58%

+8.89%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-35.50%

+10.98%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-2.34%

-13.80%

+11.46%

Average Drawdown

Average peak-to-trough decline

-3.68%

-21.46%

+17.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

10.41%

-8.44%

Volatility

VOO vs. EQNR - Volatility Comparison

The current volatility for Vanguard S&P 500 ETF (VOO) is 4.34%, while Equinor ASA (EQNR) has a volatility of 10.50%. This indicates that VOO experiences smaller price fluctuations and is considered to be less risky than EQNR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOOEQNRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

10.50%

-6.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

29.99%

-20.41%

Volatility (1Y)

Calculated over the trailing 1-year period

12.27%

36.03%

-23.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

33.91%

-17.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

36.25%

-18.22%

Dividends

VOO vs. EQNR - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.05%, less than EQNR's 4.15% yield.


PositionTTM20252024202320222021202020192018201720162015
EQNR
Equinor ASA
4.15%7.66%12.66%11.38%3.30%2.13%4.32%5.07%3.26%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.05%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


VOO and EQNR have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EQNR has higher volatility (10.50%) compared to VOO (4.34%). In terms of maximum drawdown, VOO dropped -33.99% vs EQNR's -66.77%.

VOO currently has the higher Sharpe Ratio (1.99 vs 1.25), 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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