ATST.L vs. VUAA.L
Compare and contrast key facts about Alliance Trust plc (ATST.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: ATST.L or VUAA.L.
Key characteristics
| ATST.L | VUAA.L | |
|---|---|---|
| YTD Return | 15.92% | 26.27% |
| 1Y Return | 23.74% | 37.24% |
| 3Y Return (Ann) | 8.32% | 9.97% |
| 5Y Return (Ann) | 11.71% | 15.65% |
| Sharpe Ratio | 1.97 | 2.99 |
| Sortino Ratio | 2.66 | 4.13 |
| Omega Ratio | 1.36 | 1.57 |
| Calmar Ratio | 2.95 | 4.46 |
| Martin Ratio | 8.04 | 19.26 |
| Ulcer Index | 2.95% | 1.79% |
| Daily Std Dev | 12.01% | 11.67% |
| Max Drawdown | -41.44% | -34.05% |
| Current Drawdown | 0.00% | -0.35% |
Correlation
The correlation between ATST.L and VUAA.L is 0.80, 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. VUAA.L - Performance Comparison
In the year-to-date period, ATST.L achieves a 15.92% return, which is significantly lower than VUAA.L's 26.27% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ATST.L vs. VUAA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alliance Trust plc (ATST.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.
Dividends
ATST.L vs. VUAA.L - Dividend Comparison
ATST.L's dividend yield for the trailing twelve months is around 2.04%, while VUAA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATST.L Alliance Trust plc | 2.04% | 2.24% | 2.51% | 1.63% | 1.59% | 1.65% | 1.48% | 1.76% | 2.02% | 1.76% | 0.02% | 1.66% |
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
ATST.L vs. VUAA.L - Drawdown Comparison
The maximum ATST.L drawdown since its inception was -41.44%, 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 ATST.L and VUAA.L. For additional features, visit the drawdowns tool.
Volatility
ATST.L vs. VUAA.L - Volatility Comparison
The current volatility for Alliance Trust plc (ATST.L) is 3.17%, while Vanguard S&P 500 UCITS ETF (VUAA.L) has a volatility of 3.79%. This indicates that ATST.L experiences smaller price fluctuations and is considered to be less risky than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.