ADC vs. VWO
ADC (Agree Realty Corporation) is a stock, while VWO (Vanguard FTSE Emerging Markets ETF) is Emerging Markets Equities fund tracking the FTSE Emerging Index. Over the past 10 years, ADC returned 8.95%/yr vs 7.69%/yr for VWO. Their 0.31 correlation means their historical movements had little consistent relationship.
Performance
ADC vs. VWO - Performance Comparison
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Returns By Period
In the year-to-date period, ADC achieves a 9.41% return, which is significantly lower than VWO's 9.99% return. Over the past 10 years, ADC has outperformed VWO with an annualized return of 8.95%, while VWO has yielded a comparatively lower 7.69% annualized return.
ADC
- 1D
- -1.14%
- 1M
- -0.82%
- 6M
- 10.53%
- YTD
- 9.41%
- 1Y
- 8.82%
- 3Y*
- 10.80%
- 5Y*
- 5.03%
- 10Y*
- 8.95%
- ALL TIME*
- 11.90%
VWO
- 1D
- 0.53%
- 1M
- 0.03%
- 6M
- 4.14%
- YTD
- 9.99%
- 1Y
- 22.33%
- 3Y*
- 15.67%
- 5Y*
- 5.92%
- 10Y*
- 7.69%
- ALL TIME*
- 6.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $100.57M | $91.75M | $89.77M | |
| $402.91M | $469.57M | $503.00M |
ADC vs. VWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADC Agree Realty Corporation | 9.41% | 6.62% | 17.20% | -7.07% | 3.50% | 11.28% | -1.40% | 22.71% | 19.75% | 16.42% |
VWO Vanguard FTSE Emerging Markets ETF | 9.99% | 25.60% | 10.59% | 9.25% | -17.98% | 1.26% | 15.17% | 20.75% | -14.76% | 31.49% |
Correlation
The correlation between ADC and VWO is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.16 |
Correlation (3Y) Balances recent behavior with more history. | 0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.12 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2005 | 0.31 |
The correlation between ADC and VWO shifts across timeframes, from -0.16 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ADC vs. VWO — Risk / Return Rank
ADC
VWO
ADC vs. VWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Agree Realty Corporation (ADC) and Vanguard FTSE Emerging Markets ETF (VWO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ADC | VWO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.23 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 2.01 | -1.21 |
| Martin ratioReturn relative to average drawdown | 1.88 | 6.52 | -4.64 |
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Drawdowns
ADC vs. VWO - Drawdown Comparison
The maximum ADC drawdown since its inception was -70.25%, roughly equal to the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for ADC and VWO.
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Drawdown Indicators
| ADC | VWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.25% | -67.68% | -2.57% |
Max Drawdown (1Y)Largest decline over 1 year | -11.14% | -11.17% | +0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -16.28% | -17.37% | +1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -29.52% | -30.88% | +1.36% |
Max Drawdown (10Y)Largest decline over 10 years | -39.00% | -36.39% | -2.61% |
Current DrawdownCurrent decline from peak | -4.87% | -3.56% | -1.31% |
Average DrawdownAverage peak-to-trough decline | -9.61% | -15.73% | +6.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.70% | 3.43% | +1.27% |
Volatility
ADC vs. VWO - Volatility Comparison
Agree Realty Corporation (ADC) and Vanguard FTSE Emerging Markets ETF (VWO) have volatilities of 5.79% and 5.60%, 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.
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Volatility by Period
| ADC | VWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.79% | 5.60% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 13.09% | 15.08% | -1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.24% | 17.60% | -1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.89% | 17.56% | +1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 19.17% | +4.52% |
Dividends
ADC vs. VWO - Dividend Comparison
ADC's dividend yield for the trailing twelve months is around 4.10%, more than VWO's 2.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADC Agree Realty Corporation | 4.10% | 4.28% | 4.26% | 4.64% | 3.95% | 3.65% | 3.61% | 3.25% | 3.65% | 3.94% | 4.17% | 5.43% |
VWO Vanguard FTSE Emerging Markets ETF | 2.34% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
Frequently Asked Questions
ADC and VWO have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADC has higher volatility (5.79%) compared to VWO (5.60%). In terms of maximum drawdown, ADC dropped -70.25% vs VWO's -67.68%.
VWO currently has the higher Sharpe Ratio (1.28 vs 0.55), 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.
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