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ATST.L vs. VEUA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ATST.LVEUA.L
YTD Return7.82%5.93%
1Y Return20.39%11.91%
3Y Return (Ann)8.91%6.26%
Sharpe Ratio1.681.10
Daily Std Dev11.97%10.78%
Max Drawdown-41.44%-28.45%
Current Drawdown-5.66%-3.80%

Correlation

-0.50.00.51.00.9

The correlation between ATST.L and VEUA.L is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

ATST.L vs. VEUA.L - Performance Comparison

In the year-to-date period, ATST.L achieves a 7.82% return, which is significantly higher than VEUA.L's 5.93% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


30.00%40.00%50.00%60.00%70.00%2024FebruaryMarchAprilMayJune
63.93%
44.79%
ATST.L
VEUA.L

Compare stocks, funds, or ETFs

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


Alliance Trust plc

Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating

Risk-Adjusted Performance

ATST.L vs. VEUA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alliance Trust plc (ATST.L) and Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.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.


ATST.L
Sharpe ratio
The chart of Sharpe ratio for ATST.L, currently valued at 1.43, compared to the broader market-2.00-1.000.001.002.003.001.43
Sortino ratio
The chart of Sortino ratio for ATST.L, currently valued at 2.23, compared to the broader market-4.00-2.000.002.004.006.002.23
Omega ratio
The chart of Omega ratio for ATST.L, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for ATST.L, currently valued at 1.47, compared to the broader market0.002.004.006.001.47
Martin ratio
The chart of Martin ratio for ATST.L, currently valued at 5.82, compared to the broader market-10.000.0010.0020.005.82
VEUA.L
Sharpe ratio
The chart of Sharpe ratio for VEUA.L, currently valued at 0.86, compared to the broader market-2.00-1.000.001.002.003.000.86
Sortino ratio
The chart of Sortino ratio for VEUA.L, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.006.001.36
Omega ratio
The chart of Omega ratio for VEUA.L, currently valued at 1.15, compared to the broader market0.501.001.502.001.15
Calmar ratio
The chart of Calmar ratio for VEUA.L, currently valued at 0.84, compared to the broader market0.002.004.006.000.84
Martin ratio
The chart of Martin ratio for VEUA.L, currently valued at 2.69, compared to the broader market-10.000.0010.0020.002.69

ATST.L vs. VEUA.L - Sharpe Ratio Comparison

The current ATST.L Sharpe Ratio is 1.68, which is higher than the VEUA.L Sharpe Ratio of 1.10. The chart below compares the 12-month rolling Sharpe Ratio of ATST.L and VEUA.L.


Rolling 12-month Sharpe Ratio0.501.001.502.002.502024FebruaryMarchAprilMayJune
1.43
0.86
ATST.L
VEUA.L

Dividends

ATST.L vs. VEUA.L - Dividend Comparison

ATST.L's dividend yield for the trailing twelve months is around 0.02%, while VEUA.L has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ATST.L
Alliance Trust plc
0.02%0.02%0.03%0.02%0.02%0.02%0.01%0.02%0.02%0.02%0.00%0.02%
VEUA.L
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating
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

ATST.L vs. VEUA.L - Drawdown Comparison

The maximum ATST.L drawdown since its inception was -41.44%, which is greater than VEUA.L's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for ATST.L and VEUA.L. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-5.29%
-3.73%
ATST.L
VEUA.L

Volatility

ATST.L vs. VEUA.L - Volatility Comparison

Alliance Trust plc (ATST.L) and Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L) have volatilities of 3.50% and 3.55%, 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.


2.50%3.00%3.50%4.00%4.50%2024FebruaryMarchAprilMayJune
3.50%
3.55%
ATST.L
VEUA.L