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AML.L vs. VWRA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AML.L vs. VWRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Aston Martin Lagonda Global Holdings plc (AML.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AML.L is traded in GBp, while VWRA.L is traded in USD. To make them comparable, the VWRA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, AML.L achieves a -33.03% return, which is significantly lower than VWRA.L's 12.01% return.


AML.L

1D
1.19%
1M
-4.66%
YTD
-33.03%
6M
-34.97%
1Y
-47.68%
3Y*
-45.82%
5Y*
-54.38%
10Y*

VWRA.L

1D
-0.11%
1M
3.78%
YTD
12.01%
6M
11.97%
1Y
29.69%
3Y*
18.04%
5Y*
12.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AML.L vs. VWRA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AML.L
Aston Martin Lagonda Global Holdings plc
-33.03%-40.38%-52.75%46.45%-88.61%-32.65%-80.68%-13.97%
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating
12.01%13.73%19.70%16.17%-8.37%19.58%12.78%0.12%

Correlation

The correlation between AML.L and VWRA.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2019

0.33

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Return for Risk

AML.L vs. VWRA.L — Risk / Return Rank

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

AML.L
AML.L Risk / Return Rank: 88
Overall Rank
AML.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
AML.L Sortino Ratio Rank: 88
Sortino Ratio Rank
AML.L Omega Ratio Rank: 99
Omega Ratio Rank
AML.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
AML.L Martin Ratio Rank: 77
Martin Ratio Rank

VWRA.L
VWRA.L Risk / Return Rank: 7272
Overall Rank
VWRA.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VWRA.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
VWRA.L Omega Ratio Rank: 7272
Omega Ratio Rank
VWRA.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
VWRA.L Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AML.L vs. VWRA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aston Martin Lagonda Global Holdings plc (AML.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.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.


AML.LVWRA.LDifference
Sharpe ratioReturn per unit of total volatility

-3.43

Sortino ratioReturn per unit of downside risk

-4.77

Omega ratioGain probability vs. loss probability

0.84

1.48

-0.63

Calmar ratioReturn relative to maximum drawdown

-0.80

4.29

-5.09

Martin ratioReturn relative to average drawdown

-1.43

16.52

-17.95

AML.L vs. VWRA.L - Sharpe Ratio Comparison

The current AML.L Sharpe Ratio is -0.91, which is lower than the VWRA.L Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of AML.L and VWRA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AML.LVWRA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.91

2.52

-3.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.78

0.88

-1.67

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.75

0.76

-1.51

Drawdowns

AML.L vs. VWRA.L - Drawdown Comparison

The maximum AML.L drawdown since its inception was -99.90%, which is greater than VWRA.L's maximum drawdown of -25.64%. Use the drawdown chart below to compare losses from any high point for AML.L and VWRA.L.


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Drawdown Indicators


AML.LVWRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.90%

-25.64%

-74.26%

Max Drawdown (1Y)

Largest decline over 1 year

-58.80%

-6.93%

-51.87%

Max Drawdown (3Y)

Largest decline over 3 years

-90.83%

-18.10%

-72.73%

Max Drawdown (5Y)

Largest decline over 5 years

-98.35%

-18.10%

-80.25%

Current Drawdown

Current decline from peak

-99.89%

-0.43%

-99.46%

Average Drawdown

Average peak-to-trough decline

-90.02%

-3.46%

-86.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.07%

1.80%

+31.27%

Volatility

AML.L vs. VWRA.L - Volatility Comparison

Aston Martin Lagonda Global Holdings plc (AML.L) has a higher volatility of 17.84% compared to Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) at 3.71%. This indicates that AML.L's price experiences larger fluctuations and is considered to be riskier than VWRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AML.LVWRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.84%

3.71%

+14.13%

Volatility (6M)

Calculated over the trailing 6-month period

37.85%

9.22%

+28.63%

Volatility (1Y)

Calculated over the trailing 1-year period

51.86%

11.81%

+40.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.63%

14.06%

+55.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.13%

16.04%

+62.09%

Dividends

AML.L vs. VWRA.L - Dividend Comparison

Neither AML.L nor VWRA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AML.L and VWRA.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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