WTI vs. VOO

Last updated Jun 4, 2026

WTI (W&T Offshore, Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, WTI returned 7.38%/yr vs 15.56%/yr for VOO. At a 0.37 correlation, their price movements are largely independent.

Performance

WTI vs. VOO - Performance Comparison

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

Returns By Period

In the year-to-date period, WTI achieves a 147.39% return, which is significantly higher than VOO's 10.91% return. Over the past 10 years, WTI has underperformed VOO with an annualized return of 7.38%, while VOO has yielded a comparatively higher 15.56% annualized return.

WTI

• 1D: -0.25%
• 1M: -8.24%
• YTD: 147.39%
• 6M: 125.27%
• 1Y: 147.10%
• 3Y*: 1.53%
• 5Y*: -1.50%
• 10Y*: 7.38%

VOO

• 1D: -0.70%
• 1M: 5.04%
• YTD: 10.91%
• 6M: 10.93%
• 1Y: 28.04%
• 3Y*: 22.44%
• 5Y*: 13.90%
• 10Y*: 15.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WTI vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WTI W&T Offshore, Inc.	147.39%	0.62%	-48.17%	-41.41%	72.76%	48.85%	-60.97%	34.95%	24.47%	19.49%
VOO Vanguard S&P 500 ETF	10.91%	17.82%	24.98%	26.32%	-18.17%	28.79%	18.32%	31.37%	-4.50%	21.77%

Correlation

The correlation between WTI and VOO is -0.10, 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	-0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.23
Correlation (10Y) Calculated over the trailing 10-year period	0.30
Correlation (All Time) Calculated using the full available price history since Sep 10, 2010	0.37

The correlation between WTI and VOO shifts across timeframes, from -0.10 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.

Return for Risk

WTI vs. VOO — Risk / Return Rank

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

WTI

WTI Risk / Return Rank: 82
WTI Sharpe Ratio Rank: 85
WTI Sortino Ratio Rank: 82
WTI Omega Ratio Rank: 78
WTI Calmar Ratio Rank: 86
WTI Martin Ratio Rank: 81

VOO

VOO Risk / Return Rank: 70
VOO Sharpe Ratio Rank: 71
VOO Sortino Ratio Rank: 70
VOO Omega Ratio Rank: 70
VOO Calmar Ratio Rank: 62
VOO Martin Ratio Rank: 75

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.

WTI vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for W&T Offshore, Inc. (WTI) 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.

	WTI	VOO	Difference
Sharpe ratio: Return per unit of total volatility	1.76	2.39	-0.63
Sortino ratio: Return per unit of downside risk	2.49	3.25	-0.77
Omega ratio: Gain probability vs. loss probability	1.30	1.43	-0.14
Calmar ratio: Return relative to maximum drawdown	3.68	3.16	+0.52
Martin ratio: Return relative to average drawdown	7.08	14.73	-7.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WTI vs. VOO - Sharpe Ratio Comparison

The current WTI Sharpe Ratio is 1.76, which is comparable to the VOO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of WTI and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WTI	VOO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.76	2.39	-0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.02	0.83	-0.85
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.10	0.87	-0.77
Sharpe Ratio (All Time) Calculated using the full available price history	-0.08	0.89	-0.97

Drawdowns

WTI vs. VOO - Drawdown Comparison

The maximum WTI drawdown since its inception was -97.59%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WTI and VOO.

Drawdown Indicators

	WTI	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-97.59%	-33.99%	-63.60%
Max Drawdown (1Y) Largest decline over 1 year	-40.17%	-8.90%	-31.27%
Max Drawdown (3Y) Largest decline over 3 years	-74.31%	-18.69%	-55.62%
Max Drawdown (5Y) Largest decline over 5 years	-87.31%	-24.52%	-62.79%
Max Drawdown (10Y) Largest decline over 10 years	-88.92%	-33.99%	-54.93%
Current Drawdown Current decline from peak	-90.65%	-0.70%	-89.95%
Average Drawdown Average peak-to-trough decline	-74.07%	-3.69%	-70.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.86%	1.91%	+18.95%

Volatility

WTI vs. VOO - Volatility Comparison

W&T Offshore, Inc. (WTI) has a higher volatility of 24.03% compared to Vanguard S&P 500 ETF (VOO) at 2.84%. This indicates that WTI'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.

Volatility by Period

	WTI	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.03%	2.84%	+21.19%
Volatility (6M) Calculated over the trailing 6-month period	66.16%	8.90%	+57.26%
Volatility (1Y) Calculated over the trailing 1-year period	84.36%	11.80%	+72.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	68.88%	16.81%	+52.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	73.16%	18.01%	+55.15%

Dividends

WTI vs. VOO - Dividend Comparison

WTI's dividend yield for the trailing twelve months is around 1.00%, less than VOO's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VOO Vanguard S&P 500 ETF	1.03%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
WTI W&T Offshore, Inc.	1.00%	2.45%	2.41%	0.31%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WTI and VOO in my portfolio?

WTI and VOO have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WTI or VOO?

WTI has higher volatility (24.03%) compared to VOO (2.84%). In terms of maximum drawdown, WTI dropped -97.59% vs VOO's -33.99%.

Which has better risk-adjusted returns?

VOO currently has the higher Sharpe Ratio (2.39 vs 1.76), 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.