PortfoliosLab logo
AVDL vs. VASGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVDL and VASGX is 0.95, 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

AVDL vs. VASGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avadel Pharmaceuticals plc (AVDL) and Vanguard LifeStrategy Growth Fund (VASGX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

AVDL:

95.19%

VASGX:

14.13%

Max Drawdown

AVDL:

-4.42%

VASGX:

-51.16%

Current Drawdown

AVDL:

-0.84%

VASGX:

-5.40%

Returns By Period


AVDL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VASGX

YTD

1.65%

1M

5.72%

6M

-4.12%

1Y

4.77%

5Y*

9.16%

10Y*

6.33%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

AVDL vs. VASGX — Risk-Adjusted Performance Rank

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

AVDL
The Risk-Adjusted Performance Rank of AVDL is 1313
Overall Rank
The Sharpe Ratio Rank of AVDL is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDL is 1313
Sortino Ratio Rank
The Omega Ratio Rank of AVDL is 1111
Omega Ratio Rank
The Calmar Ratio Rank of AVDL is 1616
Calmar Ratio Rank
The Martin Ratio Rank of AVDL is 1010
Martin Ratio Rank

VASGX
The Risk-Adjusted Performance Rank of VASGX is 4747
Overall Rank
The Sharpe Ratio Rank of VASGX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of VASGX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of VASGX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of VASGX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of VASGX is 4646
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.

AVDL vs. VASGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avadel Pharmaceuticals plc (AVDL) and Vanguard LifeStrategy Growth Fund (VASGX). 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.



Loading data...

Dividends

AVDL vs. VASGX - Dividend Comparison

AVDL has not paid dividends to shareholders, while VASGX's dividend yield for the trailing twelve months is around 2.40%.


TTM20242023202220212020201920182017201620152014
AVDL
Avadel Pharmaceuticals plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VASGX
Vanguard LifeStrategy Growth Fund
2.40%2.44%2.34%2.10%1.87%1.68%2.32%2.56%2.09%2.22%2.20%2.10%

Drawdowns

AVDL vs. VASGX - Drawdown Comparison

The maximum AVDL drawdown since its inception was -4.42%, smaller than the maximum VASGX drawdown of -51.16%. Use the drawdown chart below to compare losses from any high point for AVDL and VASGX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

AVDL vs. VASGX - Volatility Comparison


Loading data...