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

Correlation

The correlation between WES 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.


-0.50.00.51.0
Correlation: 0.3

Performance

WES vs. VOO - Performance Comparison

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

200.00%250.00%300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
208.31%
384.27%
WES
VOO

Key characteristics

Sharpe Ratio

WES:

0.74

VOO:

0.57

Sortino Ratio

WES:

1.13

VOO:

0.92

Omega Ratio

WES:

1.14

VOO:

1.13

Calmar Ratio

WES:

1.21

VOO:

0.58

Martin Ratio

WES:

3.37

VOO:

2.42

Ulcer Index

WES:

5.98%

VOO:

4.51%

Daily Std Dev

WES:

27.24%

VOO:

19.17%

Max Drawdown

WES:

-93.66%

VOO:

-33.99%

Current Drawdown

WES:

-6.69%

VOO:

-10.56%

Returns By Period

In the year-to-date period, WES achieves a 4.14% return, which is significantly higher than VOO's -6.43% return. Over the past 10 years, WES has underperformed VOO with an annualized return of 2.55%, while VOO has yielded a comparatively higher 12.02% annualized return.


WES

YTD

4.14%

1M

-4.90%

6M

6.06%

1Y

19.39%

5Y*

53.19%

10Y*

2.55%

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*Annualized

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Risk-Adjusted Performance

WES vs. VOO — Risk-Adjusted Performance Rank

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

WES
The Risk-Adjusted Performance Rank of WES is 7777
Overall Rank
The Sharpe Ratio Rank of WES is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of WES is 7070
Sortino Ratio Rank
The Omega Ratio Rank of WES is 6767
Omega Ratio Rank
The Calmar Ratio Rank of WES is 8787
Calmar Ratio Rank
The Martin Ratio Rank of WES is 8181
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
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.

WES vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Midstream Partners, LP (WES) 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.


The chart of Sharpe ratio for WES, currently valued at 0.74, compared to the broader market-2.00-1.000.001.002.003.00
WES: 0.74
VOO: 0.57
The chart of Sortino ratio for WES, currently valued at 1.13, compared to the broader market-6.00-4.00-2.000.002.004.00
WES: 1.13
VOO: 0.92
The chart of Omega ratio for WES, currently valued at 1.14, compared to the broader market0.501.001.502.00
WES: 1.14
VOO: 1.13
The chart of Calmar ratio for WES, currently valued at 1.21, compared to the broader market0.001.002.003.004.005.00
WES: 1.21
VOO: 0.58
The chart of Martin ratio for WES, currently valued at 3.37, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
WES: 3.37
VOO: 2.42

The current WES Sharpe Ratio is 0.74, which is higher than the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of WES 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.74
0.57
WES
VOO

Dividends

WES vs. VOO - Dividend Comparison

WES's dividend yield for the trailing twelve months is around 8.94%, more than VOO's 1.39% yield.


TTM20242023202220212020201920182017201620152014
WES
Western Midstream Partners, LP
8.94%8.33%8.52%6.80%5.69%11.25%12.45%8.28%5.44%4.04%3.86%1.73%
VOO
Vanguard S&P 500 ETF
1.39%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

WES vs. VOO - Drawdown Comparison

The maximum WES drawdown since its inception was -93.66%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WES and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.69%
-10.56%
WES
VOO

Volatility

WES vs. VOO - Volatility Comparison

Western Midstream Partners, LP (WES) and Vanguard S&P 500 ETF (VOO) have volatilities of 14.03% and 13.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.03%
13.97%
WES
VOO