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ACKB.BR vs. VWCE.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ACKB.BRVWCE.DE
YTD Return6.02%14.59%
1Y Return13.14%23.38%
3Y Return (Ann)7.15%9.30%
Sharpe Ratio0.872.66
Daily Std Dev15.36%8.95%
Max Drawdown-67.40%-33.43%
Current Drawdown-1.97%-0.29%

Correlation

-0.50.00.51.00.6

The correlation between ACKB.BR and VWCE.DE is 0.61, 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.

Performance

ACKB.BR vs. VWCE.DE - Performance Comparison

In the year-to-date period, ACKB.BR achieves a 6.02% return, which is significantly lower than VWCE.DE's 14.59% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%30.00%40.00%50.00%60.00%70.00%2024FebruaryMarchAprilMayJune
30.47%
64.73%
ACKB.BR
VWCE.DE

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Ackermans & Van Haaren NV

Vanguard FTSE All-World UCITS ETF

Risk-Adjusted Performance

ACKB.BR vs. VWCE.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ackermans & Van Haaren NV (ACKB.BR) and Vanguard FTSE All-World UCITS ETF (VWCE.DE). 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.


ACKB.BR
Sharpe ratio
The chart of Sharpe ratio for ACKB.BR, currently valued at 0.60, compared to the broader market-2.00-1.000.001.002.003.000.61
Sortino ratio
The chart of Sortino ratio for ACKB.BR, currently valued at 0.89, compared to the broader market-4.00-2.000.002.004.006.000.89
Omega ratio
The chart of Omega ratio for ACKB.BR, currently valued at 1.12, compared to the broader market0.501.001.502.001.12
Calmar ratio
The chart of Calmar ratio for ACKB.BR, currently valued at 0.41, compared to the broader market0.002.004.006.000.41
Martin ratio
The chart of Martin ratio for ACKB.BR, currently valued at 1.43, compared to the broader market-5.000.005.0010.0015.0020.0025.001.43
VWCE.DE
Sharpe ratio
The chart of Sharpe ratio for VWCE.DE, currently valued at 2.04, compared to the broader market-2.00-1.000.001.002.003.002.04
Sortino ratio
The chart of Sortino ratio for VWCE.DE, currently valued at 3.03, compared to the broader market-4.00-2.000.002.004.006.003.03
Omega ratio
The chart of Omega ratio for VWCE.DE, currently valued at 1.37, compared to the broader market0.501.001.502.001.37
Calmar ratio
The chart of Calmar ratio for VWCE.DE, currently valued at 1.51, compared to the broader market0.002.004.006.001.51
Martin ratio
The chart of Martin ratio for VWCE.DE, currently valued at 6.53, compared to the broader market-5.000.005.0010.0015.0020.0025.006.53

ACKB.BR vs. VWCE.DE - Sharpe Ratio Comparison

The current ACKB.BR Sharpe Ratio is 0.87, which is lower than the VWCE.DE Sharpe Ratio of 2.66. The chart below compares the 12-month rolling Sharpe Ratio of ACKB.BR and VWCE.DE.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
0.61
2.04
ACKB.BR
VWCE.DE

Dividends

ACKB.BR vs. VWCE.DE - Dividend Comparison

ACKB.BR's dividend yield for the trailing twelve months is around 2.06%, while VWCE.DE has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ACKB.BR
Ackermans & Van Haaren NV
2.06%1.95%1.72%1.39%1.89%1.66%1.67%1.41%1.48%1.35%1.67%1.96%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ACKB.BR vs. VWCE.DE - Drawdown Comparison

The maximum ACKB.BR drawdown since its inception was -67.40%, which is greater than VWCE.DE's maximum drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for ACKB.BR and VWCE.DE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-7.94%
-0.72%
ACKB.BR
VWCE.DE

Volatility

ACKB.BR vs. VWCE.DE - Volatility Comparison

Ackermans & Van Haaren NV (ACKB.BR) has a higher volatility of 5.29% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 2.93%. This indicates that ACKB.BR's price experiences larger fluctuations and is considered to be riskier than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%2024FebruaryMarchAprilMayJune
5.29%
2.93%
ACKB.BR
VWCE.DE