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1TY.DE vs. VUSA.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 1TY.DE and VUSA.AS is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

1TY.DE vs. VUSA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prosus N.V (1TY.DE) and Vanguard S&P 500 UCITS ETF (VUSA.AS). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
3.24%
95.86%
1TY.DE
VUSA.AS

Key characteristics

Sharpe Ratio

1TY.DE:

1.15

VUSA.AS:

2.95

Sortino Ratio

1TY.DE:

1.67

VUSA.AS:

3.97

Omega Ratio

1TY.DE:

1.23

VUSA.AS:

1.60

Calmar Ratio

1TY.DE:

0.71

VUSA.AS:

4.30

Martin Ratio

1TY.DE:

4.34

VUSA.AS:

19.16

Ulcer Index

1TY.DE:

7.94%

VUSA.AS:

1.86%

Daily Std Dev

1TY.DE:

29.66%

VUSA.AS:

12.04%

Max Drawdown

1TY.DE:

-62.99%

VUSA.AS:

-33.64%

Current Drawdown

1TY.DE:

-18.65%

VUSA.AS:

-0.12%

Returns By Period

In the year-to-date period, 1TY.DE achieves a 49.04% return, which is significantly higher than VUSA.AS's 35.21% return.


1TY.DE

YTD

49.04%

1M

4.50%

6M

19.86%

1Y

35.14%

5Y (annualized)

N/A

10Y (annualized)

N/A

VUSA.AS

YTD

35.21%

1M

3.20%

6M

16.85%

1Y

36.61%

5Y (annualized)

16.50%

10Y (annualized)

14.73%

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Risk-Adjusted Performance

1TY.DE vs. VUSA.AS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prosus N.V (1TY.DE) and Vanguard S&P 500 UCITS ETF (VUSA.AS). 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 1TY.DE, currently valued at 1.03, compared to the broader market-4.00-2.000.002.004.001.032.95
The chart of Sortino ratio for 1TY.DE, currently valued at 1.54, compared to the broader market-4.00-2.000.002.004.001.544.04
The chart of Omega ratio for 1TY.DE, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.57
The chart of Calmar ratio for 1TY.DE, currently valued at 0.60, compared to the broader market0.002.004.006.000.604.20
The chart of Martin ratio for 1TY.DE, currently valued at 3.88, compared to the broader market0.0010.0020.0030.003.8818.44
1TY.DE
VUSA.AS

The current 1TY.DE Sharpe Ratio is 1.15, which is lower than the VUSA.AS Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of 1TY.DE and VUSA.AS, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.03
2.95
1TY.DE
VUSA.AS

Dividends

1TY.DE vs. VUSA.AS - Dividend Comparison

1TY.DE's dividend yield for the trailing twelve months is around 0.25%, less than VUSA.AS's 0.94% yield.


TTM20232022202120202019201820172016201520142013
1TY.DE
Prosus N.V
0.25%0.26%0.22%0.20%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUSA.AS
Vanguard S&P 500 UCITS ETF
0.94%1.26%1.45%1.02%1.43%1.46%1.74%1.64%1.66%1.76%1.45%1.19%

Drawdowns

1TY.DE vs. VUSA.AS - Drawdown Comparison

The maximum 1TY.DE drawdown since its inception was -62.99%, which is greater than VUSA.AS's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for 1TY.DE and VUSA.AS. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.81%
-0.12%
1TY.DE
VUSA.AS

Volatility

1TY.DE vs. VUSA.AS - Volatility Comparison

Prosus N.V (1TY.DE) has a higher volatility of 5.75% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 2.32%. This indicates that 1TY.DE's price experiences larger fluctuations and is considered to be riskier than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.75%
2.32%
1TY.DE
VUSA.AS
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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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