BAESY vs. VUSA.L
Compare and contrast key facts about BAE Systems PLC (BAESY) and Vanguard S&P 500 UCITS ETF (VUSA.L).
VUSA.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAESY or VUSA.L.
Correlation
The correlation between BAESY and VUSA.L is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BAESY vs. VUSA.L - Performance Comparison
Key characteristics
BAESY:
0.15
VUSA.L:
2.33
BAESY:
0.36
VUSA.L:
3.30
BAESY:
1.05
VUSA.L:
1.45
BAESY:
0.17
VUSA.L:
4.20
BAESY:
0.50
VUSA.L:
16.61
BAESY:
6.78%
VUSA.L:
1.59%
BAESY:
22.31%
VUSA.L:
11.31%
BAESY:
-54.57%
VUSA.L:
-25.47%
BAESY:
-20.57%
VUSA.L:
-1.66%
Returns By Period
Over the past 10 years, BAESY has underperformed VUSA.L with an annualized return of 11.50%, while VUSA.L has yielded a comparatively higher 15.59% annualized return.
BAESY
0.00%
-8.46%
-10.22%
3.42%
18.34%
11.50%
VUSA.L
26.50%
-0.90%
9.15%
26.50%
15.81%
15.59%
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Risk-Adjusted Performance
BAESY vs. VUSA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BAE Systems PLC (BAESY) and Vanguard S&P 500 UCITS ETF (VUSA.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
BAESY vs. VUSA.L - Dividend Comparison
BAESY's dividend yield for the trailing twelve months is around 2.79%, more than VUSA.L's 0.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
BAESY BAE Systems PLC | 2.79% | 2.45% | 3.16% | 4.45% | 7.23% | 3.75% | 5.11% | 3.49% | 3.94% | 4.36% | 4.62% |
VUSA.L Vanguard S&P 500 UCITS ETF | 0.49% | 1.25% | 1.41% | 1.05% | 1.46% | 1.48% | 1.70% | 1.60% | 1.55% | 1.73% | 1.50% |
Drawdowns
BAESY vs. VUSA.L - Drawdown Comparison
The maximum BAESY drawdown since its inception was -54.57%, which is greater than VUSA.L's maximum drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for BAESY and VUSA.L. For additional features, visit the drawdowns tool.
Volatility
BAESY vs. VUSA.L - Volatility Comparison
BAE Systems PLC (BAESY) has a higher volatility of 5.09% compared to Vanguard S&P 500 UCITS ETF (VUSA.L) at 2.82%. This indicates that BAESY's price experiences larger fluctuations and is considered to be riskier than VUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.