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AES vs. VNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AES and VNQ is 0.48, 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

AES vs. VNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The AES Corporation (AES) and Vanguard Real Estate ETF (VNQ). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%SeptemberOctoberNovemberDecember2025February
59.99%
343.52%
AES
VNQ

Key characteristics

Sharpe Ratio

AES:

-0.85

VNQ:

0.83

Sortino Ratio

AES:

-1.06

VNQ:

1.19

Omega Ratio

AES:

0.87

VNQ:

1.15

Calmar Ratio

AES:

-0.41

VNQ:

0.51

Martin Ratio

AES:

-1.26

VNQ:

2.81

Ulcer Index

AES:

25.70%

VNQ:

4.67%

Daily Std Dev

AES:

38.24%

VNQ:

15.83%

Max Drawdown

AES:

-98.65%

VNQ:

-73.07%

Current Drawdown

AES:

-77.78%

VNQ:

-11.06%

Returns By Period

In the year-to-date period, AES achieves a -16.41% return, which is significantly lower than VNQ's 2.87% return. Over the past 10 years, AES has underperformed VNQ with an annualized return of 1.81%, while VNQ has yielded a comparatively higher 5.15% annualized return.


AES

YTD

-16.41%

1M

-7.26%

6M

-39.87%

1Y

-30.71%

5Y*

-8.41%

10Y*

1.81%

VNQ

YTD

2.87%

1M

1.03%

6M

-1.56%

1Y

12.34%

5Y*

2.99%

10Y*

5.15%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


The AES Corporation

Vanguard Real Estate ETF

Risk-Adjusted Performance

AES vs. VNQ — Risk-Adjusted Performance Rank

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

AES
The Risk-Adjusted Performance Rank of AES is 1212
Overall Rank
The Sharpe Ratio Rank of AES is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of AES is 1010
Sortino Ratio Rank
The Omega Ratio Rank of AES is 1111
Omega Ratio Rank
The Calmar Ratio Rank of AES is 2222
Calmar Ratio Rank
The Martin Ratio Rank of AES is 1313
Martin Ratio Rank

VNQ
The Risk-Adjusted Performance Rank of VNQ is 3030
Overall Rank
The Sharpe Ratio Rank of VNQ is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQ is 3030
Sortino Ratio Rank
The Omega Ratio Rank of VNQ is 3232
Omega Ratio Rank
The Calmar Ratio Rank of VNQ is 2626
Calmar Ratio Rank
The Martin Ratio Rank of VNQ is 3232
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.

AES vs. VNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The AES Corporation (AES) and Vanguard Real Estate ETF (VNQ). 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.


The chart of Sharpe ratio for AES, currently valued at -0.85, compared to the broader market-2.000.002.00-0.850.83
The chart of Sortino ratio for AES, currently valued at -1.06, compared to the broader market-4.00-2.000.002.004.006.00-1.061.19
The chart of Omega ratio for AES, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.15
The chart of Calmar ratio for AES, currently valued at -0.52, compared to the broader market0.002.004.006.00-0.520.51
The chart of Martin ratio for AES, currently valued at -1.26, compared to the broader market-10.000.0010.0020.0030.00-1.262.81
AES
VNQ

The current AES Sharpe Ratio is -0.85, which is lower than the VNQ Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of AES and VNQ, 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 Ratio-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
-0.85
0.83
AES
VNQ

Dividends

AES vs. VNQ - Dividend Comparison

AES's dividend yield for the trailing twelve months is around 6.56%, more than VNQ's 3.75% yield.


TTM20242023202220212020201920182017201620152014
AES
The AES Corporation
6.56%5.38%3.45%2.20%2.49%2.43%2.75%3.60%4.43%3.79%4.18%1.45%
VNQ
Vanguard Real Estate ETF
3.75%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%

Drawdowns

AES vs. VNQ - Drawdown Comparison

The maximum AES drawdown since its inception was -98.65%, which is greater than VNQ's maximum drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for AES and VNQ. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025February
-60.48%
-11.06%
AES
VNQ

Volatility

AES vs. VNQ - Volatility Comparison

The AES Corporation (AES) has a higher volatility of 10.87% compared to Vanguard Real Estate ETF (VNQ) at 3.68%. This indicates that AES's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
10.87%
3.68%
AES
VNQ

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