PortfoliosLab logo
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.


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.

Loading data...

Key characteristics

Sharpe Ratio

WES:

0.58

VOO:

0.72

Sortino Ratio

WES:

0.89

VOO:

1.20

Omega Ratio

WES:

1.11

VOO:

1.18

Calmar Ratio

WES:

0.88

VOO:

0.81

Martin Ratio

WES:

2.28

VOO:

3.09

Ulcer Index

WES:

6.39%

VOO:

4.88%

Daily Std Dev

WES:

27.28%

VOO:

19.37%

Max Drawdown

WES:

-93.66%

VOO:

-33.99%

Current Drawdown

WES:

-3.21%

VOO:

-2.75%

Returns By Period

In the year-to-date period, WES achieves a 8.03% return, which is significantly higher than VOO's 1.73% return. Over the past 10 years, WES has underperformed VOO with an annualized return of 3.05%, while VOO has yielded a comparatively higher 12.86% annualized return.


WES

YTD

8.03%

1M

6.56%

6M

8.68%

1Y

14.17%

5Y*

49.59%

10Y*

3.05%

VOO

YTD

1.73%

1M

12.89%

6M

2.12%

1Y

13.74%

5Y*

16.87%

10Y*

12.86%

*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

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 7070
Overall Rank
The Sharpe Ratio Rank of WES is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of WES is 6262
Sortino Ratio Rank
The Omega Ratio Rank of WES is 5959
Omega Ratio Rank
The Calmar Ratio Rank of WES is 8181
Calmar Ratio Rank
The Martin Ratio Rank of WES is 7474
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7171
Overall Rank
The Sharpe Ratio Rank of VOO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7272
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 current WES Sharpe Ratio is 0.58, which is comparable to the VOO Sharpe Ratio of 0.72. 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.


Loading data...

Dividends

WES vs. VOO - Dividend Comparison

WES's dividend yield for the trailing twelve months is around 8.92%, more than VOO's 1.28% yield.


TTM20242023202220212020201920182017201620152014
WES
Western Midstream Partners, LP
8.92%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
1.28%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.


Loading data...

Volatility

WES vs. VOO - Volatility Comparison

Western Midstream Partners, LP (WES) has a higher volatility of 8.42% compared to Vanguard S&P 500 ETF (VOO) at 5.49%. This indicates that WES'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.


Loading data...