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BAYN.DE vs. VUSA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BAYN.DEVUSA.L
YTD Return-18.35%7.55%
1Y Return-51.99%24.32%
3Y Return (Ann)-17.81%11.75%
5Y Return (Ann)-12.16%14.48%
10Y Return (Ann)-9.07%16.03%
Sharpe Ratio-1.742.23
Daily Std Dev30.37%10.87%
Max Drawdown-80.99%-25.47%
Current Drawdown-73.72%-3.09%

Correlation

-0.50.00.51.00.5

The correlation between BAYN.DE and VUSA.L is 0.51, 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

BAYN.DE vs. VUSA.L - Performance Comparison

In the year-to-date period, BAYN.DE achieves a -18.35% return, which is significantly lower than VUSA.L's 7.55% return. Over the past 10 years, BAYN.DE has underperformed VUSA.L with an annualized return of -9.07%, while VUSA.L has yielded a comparatively higher 16.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%December2024FebruaryMarchAprilMay
-33.05%
399.87%
BAYN.DE
VUSA.L

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Bayer Aktiengesellschaft

Vanguard S&P 500 UCITS ETF

Risk-Adjusted Performance

BAYN.DE vs. VUSA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bayer Aktiengesellschaft (BAYN.DE) 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.


BAYN.DE
Sharpe ratio
The chart of Sharpe ratio for BAYN.DE, currently valued at -1.73, compared to the broader market-2.00-1.000.001.002.003.004.00-1.73
Sortino ratio
The chart of Sortino ratio for BAYN.DE, currently valued at -2.63, compared to the broader market-4.00-2.000.002.004.006.00-2.63
Omega ratio
The chart of Omega ratio for BAYN.DE, currently valued at 0.62, compared to the broader market0.501.001.500.62
Calmar ratio
The chart of Calmar ratio for BAYN.DE, currently valued at -0.72, compared to the broader market0.002.004.006.00-0.72
Martin ratio
The chart of Martin ratio for BAYN.DE, currently valued at -1.50, compared to the broader market-10.000.0010.0020.0030.00-1.50
VUSA.L
Sharpe ratio
The chart of Sharpe ratio for VUSA.L, currently valued at 2.06, compared to the broader market-2.00-1.000.001.002.003.004.002.06
Sortino ratio
The chart of Sortino ratio for VUSA.L, currently valued at 3.06, compared to the broader market-4.00-2.000.002.004.006.003.06
Omega ratio
The chart of Omega ratio for VUSA.L, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for VUSA.L, currently valued at 1.92, compared to the broader market0.002.004.006.001.92
Martin ratio
The chart of Martin ratio for VUSA.L, currently valued at 8.00, compared to the broader market-10.000.0010.0020.0030.008.00

BAYN.DE vs. VUSA.L - Sharpe Ratio Comparison

The current BAYN.DE Sharpe Ratio is -1.74, which is lower than the VUSA.L Sharpe Ratio of 2.23. The chart below compares the 12-month rolling Sharpe Ratio of BAYN.DE and VUSA.L.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-1.73
2.06
BAYN.DE
VUSA.L

Dividends

BAYN.DE vs. VUSA.L - Dividend Comparison

BAYN.DE's dividend yield for the trailing twelve months is around 0.40%, less than VUSA.L's 1.47% yield.


TTM20232022202120202019201820172016201520142013
BAYN.DE
Bayer Aktiengesellschaft
0.40%7.14%4.14%4.26%5.81%3.85%4.55%4.92%2.52%1.94%1.86%1.86%
VUSA.L
Vanguard S&P 500 UCITS ETF
1.47%1.56%1.73%1.45%1.83%1.90%2.26%2.09%2.10%2.65%2.44%2.55%

Drawdowns

BAYN.DE vs. VUSA.L - Drawdown Comparison

The maximum BAYN.DE drawdown since its inception was -80.99%, 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 BAYN.DE and VUSA.L. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-73.70%
-5.37%
BAYN.DE
VUSA.L

Volatility

BAYN.DE vs. VUSA.L - Volatility Comparison

Bayer Aktiengesellschaft (BAYN.DE) has a higher volatility of 8.16% compared to Vanguard S&P 500 UCITS ETF (VUSA.L) at 4.49%. This indicates that BAYN.DE'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.


0.00%5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
8.16%
4.49%
BAYN.DE
VUSA.L