AV.L vs. VUAG.L
Compare and contrast key facts about Aviva plc (AV.L) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L).
VUAG.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. 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: AV.L or VUAG.L.
Key characteristics
| AV.L | VUAG.L | |
|---|---|---|
| YTD Return | 12.27% | 26.70% |
| 1Y Return | 18.57% | 32.12% |
| 3Y Return (Ann) | 8.97% | 11.97% |
| 5Y Return (Ann) | 6.72% | 15.81% |
| Sharpe Ratio | 1.15 | 0.95 |
| Sortino Ratio | 1.65 | 1.57 |
| Omega Ratio | 1.20 | 1.46 |
| Calmar Ratio | 2.03 | 1.55 |
| Martin Ratio | 5.90 | 3.13 |
| Ulcer Index | 3.03% | 10.05% |
| Daily Std Dev | 15.56% | 33.10% |
| Max Drawdown | -58.94% | -25.61% |
| Current Drawdown | -8.49% | 0.00% |
Correlation
The correlation between AV.L and VUAG.L is 0.50, 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.
Performance
AV.L vs. VUAG.L - Performance Comparison
In the year-to-date period, AV.L achieves a 12.27% return, which is significantly lower than VUAG.L's 26.70% 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
AV.L vs. VUAG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aviva plc (AV.L) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.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
AV.L vs. VUAG.L - Dividend Comparison
AV.L's dividend yield for the trailing twelve months is around 7.52%, while VUAG.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AV.L Aviva plc | 7.52% | 7.32% | 29.18% | 3.95% | 8.04% | 5.49% | 5.72% | 3.64% | 4.41% | 5.49% | 3.15% | 5.71% |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) 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
AV.L vs. VUAG.L - Drawdown Comparison
The maximum AV.L drawdown since its inception was -58.94%, which is greater than VUAG.L's maximum drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for AV.L and VUAG.L. For additional features, visit the drawdowns tool.
Volatility
AV.L vs. VUAG.L - Volatility Comparison
Aviva plc (AV.L) has a higher volatility of 5.67% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 3.30%. This indicates that AV.L's price experiences larger fluctuations and is considered to be riskier than VUAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.