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0P6M.L vs. VIGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 0P6M.L and VIGIX is 0.32, 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.


-0.50.00.51.00.3

Performance

0P6M.L vs. VIGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Siemens AG Class N (0P6M.L) and Vanguard Growth Index Fund Institutional Shares (VIGIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.32%
12.50%
0P6M.L
VIGIX

Key characteristics

Sharpe Ratio

0P6M.L:

0.65

VIGIX:

2.06

Sortino Ratio

0P6M.L:

0.97

VIGIX:

2.66

Omega Ratio

0P6M.L:

1.13

VIGIX:

1.38

Calmar Ratio

0P6M.L:

0.82

VIGIX:

2.78

Martin Ratio

0P6M.L:

2.17

VIGIX:

10.87

Ulcer Index

0P6M.L:

7.04%

VIGIX:

3.31%

Daily Std Dev

0P6M.L:

23.60%

VIGIX:

17.46%

Max Drawdown

0P6M.L:

-67.82%

VIGIX:

-57.17%

Current Drawdown

0P6M.L:

-3.42%

VIGIX:

-1.71%

Returns By Period

In the year-to-date period, 0P6M.L achieves a 14.87% return, which is significantly lower than VIGIX's 35.87% return. Over the past 10 years, 0P6M.L has underperformed VIGIX with an annualized return of 11.85%, while VIGIX has yielded a comparatively higher 15.91% annualized return.


0P6M.L

YTD

14.87%

1M

6.70%

6M

11.65%

1Y

15.73%

5Y*

15.68%

10Y*

11.85%

VIGIX

YTD

35.87%

1M

4.02%

6M

14.08%

1Y

36.02%

5Y*

19.07%

10Y*

15.91%

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

0P6M.L vs. VIGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Siemens AG Class N (0P6M.L) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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 0P6M.L, currently valued at 0.54, compared to the broader market-4.00-2.000.002.000.542.29
The chart of Sortino ratio for 0P6M.L, currently valued at 0.86, compared to the broader market-4.00-2.000.002.004.000.862.91
The chart of Omega ratio for 0P6M.L, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.43
The chart of Calmar ratio for 0P6M.L, currently valued at 0.76, compared to the broader market0.002.004.006.000.763.06
The chart of Martin ratio for 0P6M.L, currently valued at 1.96, compared to the broader market0.0010.0020.001.9612.00
0P6M.L
VIGIX

The current 0P6M.L Sharpe Ratio is 0.65, which is lower than the VIGIX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of 0P6M.L and VIGIX, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.54
2.29
0P6M.L
VIGIX

Dividends

0P6M.L vs. VIGIX - Dividend Comparison

0P6M.L's dividend yield for the trailing twelve months is around 2.49%, more than VIGIX's 0.33% yield.


TTM20232022202120202019201820172016201520142013
0P6M.L
Siemens AG Class N
2.49%2.51%3.09%2.29%2.99%3.26%3.80%3.10%3.01%3.66%3.20%2.91%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.33%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%1.22%1.20%

Drawdowns

0P6M.L vs. VIGIX - Drawdown Comparison

The maximum 0P6M.L drawdown since its inception was -67.82%, which is greater than VIGIX's maximum drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for 0P6M.L and VIGIX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.37%
-1.71%
0P6M.L
VIGIX

Volatility

0P6M.L vs. VIGIX - Volatility Comparison

Siemens AG Class N (0P6M.L) and Vanguard Growth Index Fund Institutional Shares (VIGIX) have volatilities of 4.90% and 4.97%, 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%JulyAugustSeptemberOctoberNovemberDecember
4.90%
4.97%
0P6M.L
VIGIX
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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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