PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ADYEN.AS vs. VUSA.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ADYEN.AS and VUSA.AS is 0.52, 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.


-0.50.00.51.00.5

Performance

ADYEN.AS vs. VUSA.AS - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
34.80%
10.48%
ADYEN.AS
VUSA.AS

Key characteristics

Sharpe Ratio

ADYEN.AS:

0.62

VUSA.AS:

2.23

Sortino Ratio

ADYEN.AS:

1.10

VUSA.AS:

3.06

Omega Ratio

ADYEN.AS:

1.16

VUSA.AS:

1.45

Calmar Ratio

ADYEN.AS:

0.38

VUSA.AS:

3.36

Martin Ratio

ADYEN.AS:

1.39

VUSA.AS:

14.71

Ulcer Index

ADYEN.AS:

17.29%

VUSA.AS:

1.90%

Daily Std Dev

ADYEN.AS:

38.67%

VUSA.AS:

12.50%

Max Drawdown

ADYEN.AS:

-77.19%

VUSA.AS:

-33.64%

Current Drawdown

ADYEN.AS:

-33.48%

VUSA.AS:

-0.94%

Returns By Period

In the year-to-date period, ADYEN.AS achieves a 28.04% return, which is significantly higher than VUSA.AS's 2.22% return.


ADYEN.AS

YTD

28.04%

1M

25.55%

6M

41.71%

1Y

24.53%

5Y*

15.50%

10Y*

N/A

VUSA.AS

YTD

2.22%

1M

1.05%

6M

16.15%

1Y

26.38%

5Y*

14.48%

10Y*

13.64%

*Annualized

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

ADYEN.AS vs. VUSA.AS — Risk-Adjusted Performance Rank

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

ADYEN.AS
The Risk-Adjusted Performance Rank of ADYEN.AS is 6363
Overall Rank
The Sharpe Ratio Rank of ADYEN.AS is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of ADYEN.AS is 6161
Sortino Ratio Rank
The Omega Ratio Rank of ADYEN.AS is 6464
Omega Ratio Rank
The Calmar Ratio Rank of ADYEN.AS is 6262
Calmar Ratio Rank
The Martin Ratio Rank of ADYEN.AS is 6161
Martin Ratio Rank

VUSA.AS
The Risk-Adjusted Performance Rank of VUSA.AS is 8787
Overall Rank
The Sharpe Ratio Rank of VUSA.AS is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSA.AS is 8686
Sortino Ratio Rank
The Omega Ratio Rank of VUSA.AS is 8989
Omega Ratio Rank
The Calmar Ratio Rank of VUSA.AS is 8686
Calmar Ratio Rank
The Martin Ratio Rank of VUSA.AS is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ADYEN.AS vs. VUSA.AS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adyen N.V. (ADYEN.AS) 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 ADYEN.AS, currently valued at 0.51, compared to the broader market-2.000.002.004.000.512.06
The chart of Sortino ratio for ADYEN.AS, currently valued at 0.98, compared to the broader market-6.00-4.00-2.000.002.004.006.000.982.84
The chart of Omega ratio for ADYEN.AS, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.38
The chart of Calmar ratio for ADYEN.AS, currently valued at 0.31, compared to the broader market0.002.004.006.000.313.08
The chart of Martin ratio for ADYEN.AS, currently valued at 1.17, compared to the broader market-10.000.0010.0020.0030.001.1712.36
ADYEN.AS
VUSA.AS

The current ADYEN.AS Sharpe Ratio is 0.62, which is lower than the VUSA.AS Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of ADYEN.AS 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.51
2.06
ADYEN.AS
VUSA.AS

Dividends

ADYEN.AS vs. VUSA.AS - Dividend Comparison

ADYEN.AS has not paid dividends to shareholders, while VUSA.AS's dividend yield for the trailing twelve months is around 0.97%.


TTM20242023202220212020201920182017201620152014
ADYEN.AS
Adyen N.V.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUSA.AS
Vanguard S&P 500 UCITS ETF
0.97%0.99%1.26%1.45%1.02%1.43%1.46%1.74%1.64%1.66%1.76%1.45%

Drawdowns

ADYEN.AS vs. VUSA.AS - Drawdown Comparison

The maximum ADYEN.AS drawdown since its inception was -77.19%, 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 ADYEN.AS and VUSA.AS. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-40.63%
0
ADYEN.AS
VUSA.AS

Volatility

ADYEN.AS vs. VUSA.AS - Volatility Comparison

Adyen N.V. (ADYEN.AS) has a higher volatility of 15.64% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.60%. This indicates that ADYEN.AS'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.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
15.64%
3.60%
ADYEN.AS
VUSA.AS
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab