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AHT.L vs. VUAA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AHT.L and VUAA.L is 0.58, 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.

AHT.L vs. VUAA.L

Last updated May 30, 2025

Compare and contrast key facts about Ashtead Group plc (AHT.L) and Vanguard S&P 500 UCITS ETF (VUAA.L).

VUAA.L is a passively managed fund by Vanguard Group (Ireland) Limited that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AHT.L or VUAA.L.

Performance

AHT.L vs. VUAA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ashtead Group plc (AHT.L) and Vanguard S&P 500 UCITS ETF (VUAA.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AHT.L:

-0.70

VUAA.L:

0.75

Sortino Ratio

AHT.L:

-0.85

VUAA.L:

1.15

Omega Ratio

AHT.L:

0.89

VUAA.L:

1.17

Calmar Ratio

AHT.L:

-0.54

VUAA.L:

0.74

Martin Ratio

AHT.L:

-1.17

VUAA.L:

2.88

Ulcer Index

AHT.L:

19.76%

VUAA.L:

4.74%

Daily Std Dev

AHT.L:

31.75%

VUAA.L:

17.44%

Max Drawdown

AHT.L:

-98.94%

VUAA.L:

-34.05%

Current Drawdown

AHT.L:

-32.42%

VUAA.L:

-3.31%

Returns By Period

In the year-to-date period, AHT.L achieves a -12.88% return, which is significantly lower than VUAA.L's 0.02% return.

AHT.L

YTD

-12.88%

1M

7.69%

6M

-31.48%

1Y

-22.42%

3Y*

2.11%

5Y*

14.01%

10Y*

15.88%

VUAA.L

YTD

0.02%

1M

7.04%

6M

-1.26%

1Y

13.22%

3Y*

13.59%

5Y*

15.84%

10Y*

N/A

*Annualized

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Ashtead Group plc

Vanguard S&P 500 UCITS ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AHT.L vs. VUAA.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AHT.L
The Risk-Adjusted Performance Rank of AHT.L is 1515
Overall Rank
The Sharpe Ratio Rank of AHT.L is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of AHT.L is 1414
Sortino Ratio Rank
The Omega Ratio Rank of AHT.L is 1414
Omega Ratio Rank
The Calmar Ratio Rank of AHT.L is 1616
Calmar Ratio Rank
The Martin Ratio Rank of AHT.L is 1818
Martin Ratio Rank
VUAA.L
The Risk-Adjusted Performance Rank of VUAA.L is 6868
Overall Rank
The Sharpe Ratio Rank of VUAA.L is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of VUAA.L is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VUAA.L is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VUAA.L is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VUAA.L is 6868
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.

AHT.L vs. VUAA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ashtead Group plc (AHT.L) and Vanguard S&P 500 UCITS ETF (VUAA.L). 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 current AHT.L Sharpe Ratio is -0.70, which is lower than the VUAA.L Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of AHT.L and VUAA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AHT.L vs. VUAA.L - Dividend Comparison

AHT.L's dividend yield for the trailing twelve months is around 2.25%, while VUAA.L has not paid dividends to shareholders.

TTM20242023202220212020201920182017201620152014
AHT.L
Ashtead Group plc		2.25%1.62%1.45%1.41%0.71%1.18%1.66%2.02%1.38%1.42%1.36%1.00%
VUAA.L
Vanguard S&P 500 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

AHT.L vs. VUAA.L - Drawdown Comparison

The maximum AHT.L drawdown since its inception was -98.94%, which is greater than VUAA.L's maximum drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for AHT.L and VUAA.L.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AHT.L vs. VUAA.L - Volatility Comparison

Ashtead Group plc (AHT.L) has a higher volatility of 8.27% compared to Vanguard S&P 500 UCITS ETF (VUAA.L) at 4.66%. This indicates that AHT.L's price experiences larger fluctuations and is considered to be riskier than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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