BAESY vs. VUAG.L
BAESY (BAE Systems PLC) is a stock, while VUAG.L (Vanguard S&P 500 UCITS ETF (USD) Accumulating) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, BAESY returned 30.61%/yr vs 13.21%/yr for VUAG.L. At a 0.25 correlation, their price movements are largely independent.
Performance
BAESY vs. VUAG.L - Performance Comparison
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Different Trading Currencies
BAESY is traded in USD, while VUAG.L is traded in GBP. To make them comparable, the VUAG.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, BAESY achieves a 11.25% return, which is significantly higher than VUAG.L's 8.30% return.
BAESY
- 1D
- -4.00%
- 1M
- -1.83%
- YTD
- 11.25%
- 6M
- 13.51%
- 1Y
- 0.44%
- 3Y*
- 30.63%
- 5Y*
- 30.61%
- 10Y*
- 18.72%
VUAG.L
- 1D
- 1.32%
- 1M
- 0.25%
- YTD
- 8.30%
- 6M
- 9.40%
- 1Y
- 24.14%
- 3Y*
- 20.66%
- 5Y*
- 13.21%
- 10Y*
- —
BAESY vs. VUAG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BAESY BAE Systems PLC | 11.25% | 65.51% | 1.23% | 40.91% | 46.40% | 14.56% | -3.43% | 29.02% |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 8.30% | 17.61% | 25.21% | 25.96% | -18.62% | 29.78% | 19.79% | -10.64% |
Correlation
The correlation between BAESY and VUAG.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since May 14, 2019 | 0.25 |
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Return for Risk
BAESY vs. VUAG.L — Risk / Return Rank
BAESY
VUAG.L
BAESY vs. VUAG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BAE Systems PLC (BAESY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BAESY | VUAG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.09 | ||
| Sortino ratioReturn per unit of downside risk | -2.78 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.37 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.02 | 2.77 | -2.75 |
| Martin ratioReturn relative to average drawdown | 0.04 | 11.64 | -11.60 |
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Drawdowns
BAESY vs. VUAG.L - Drawdown Comparison
The maximum BAESY drawdown since its inception was -59.20%, which is greater than VUAG.L's maximum drawdown of -37.82%. Use the drawdown chart below to compare losses from any high point for BAESY and VUAG.L.
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Drawdown Indicators
| BAESY | VUAG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.20% | -37.82% | -21.38% |
Max Drawdown (1Y)Largest decline over 1 year | -23.59% | -8.69% | -14.90% |
Max Drawdown (3Y)Largest decline over 3 years | -23.59% | -18.69% | -4.90% |
Max Drawdown (5Y)Largest decline over 5 years | -23.59% | -25.18% | +1.59% |
Max Drawdown (10Y)Largest decline over 10 years | -42.13% | — | — |
Current DrawdownCurrent decline from peak | -16.92% | -2.33% | -14.59% |
Average DrawdownAverage peak-to-trough decline | -19.32% | -7.07% | -12.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.17% | 2.07% | +8.10% |
Volatility
BAESY vs. VUAG.L - Volatility Comparison
BAE Systems PLC (BAESY) has a higher volatility of 10.68% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 3.28%. This indicates that BAESY'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.
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Volatility by Period
| BAESY | VUAG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.68% | 3.28% | +7.40% |
Volatility (6M)Calculated over the trailing 6-month period | 25.10% | 8.38% | +16.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.92% | 11.44% | +20.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.12% | 15.69% | +12.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.90% | 19.17% | +8.73% |
Dividends
BAESY vs. VUAG.L - Dividend Comparison
BAESY's dividend yield for the trailing twelve months is around 1.90%, while VUAG.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAESY BAE Systems PLC | 1.90% | 1.90% | 2.79% | 2.40% | 3.09% | 4.46% | 7.05% | 3.66% | 4.93% | 5.71% | 6.26% | 4.38% |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BAESY and VUAG.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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