PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BUD vs. VDC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUD and VDC is 0.54, 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.


-0.50.00.51.00.5

Performance

BUD vs. VDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Anheuser-Busch InBev SA/NV (BUD) and Vanguard Consumer Staples ETF (VDC). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
72.12%
443.40%
BUD
VDC

Key characteristics

Sharpe Ratio

BUD:

-0.92

VDC:

1.84

Sortino Ratio

BUD:

-1.22

VDC:

2.69

Omega Ratio

BUD:

0.85

VDC:

1.32

Calmar Ratio

BUD:

-0.34

VDC:

3.18

Martin Ratio

BUD:

-1.88

VDC:

11.04

Ulcer Index

BUD:

10.11%

VDC:

1.58%

Daily Std Dev

BUD:

20.57%

VDC:

9.47%

Max Drawdown

BUD:

-71.10%

VDC:

-34.24%

Current Drawdown

BUD:

-56.49%

VDC:

-3.85%

Returns By Period

In the year-to-date period, BUD achieves a -21.14% return, which is significantly lower than VDC's 14.62% return. Over the past 10 years, BUD has underperformed VDC with an annualized return of -6.27%, while VDC has yielded a comparatively higher 8.05% annualized return.


BUD

YTD

-21.14%

1M

-9.04%

6M

-14.98%

1Y

-19.91%

5Y*

-8.39%

10Y*

-6.27%

VDC

YTD

14.62%

1M

-1.31%

6M

5.95%

1Y

15.83%

5Y*

8.56%

10Y*

8.05%

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

BUD vs. VDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Anheuser-Busch InBev SA/NV (BUD) and Vanguard Consumer Staples ETF (VDC). 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.


Sharpe ratio
The chart of Sharpe ratio for BUD, currently valued at -0.92, compared to the broader market-4.00-2.000.002.00-0.921.84
The chart of Sortino ratio for BUD, currently valued at -1.22, compared to the broader market-4.00-2.000.002.004.00-1.222.69
The chart of Omega ratio for BUD, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.32
The chart of Calmar ratio for BUD, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.343.18
The chart of Martin ratio for BUD, currently valued at -1.88, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.8811.04
BUD
VDC

The current BUD Sharpe Ratio is -0.92, which is lower than the VDC Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of BUD and VDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.92
1.84
BUD
VDC

Dividends

BUD vs. VDC - Dividend Comparison

BUD's dividend yield for the trailing twelve months is around 1.75%, less than VDC's 2.31% yield.


TTM20232022202120202019201820172016201520142013
BUD
Anheuser-Busch InBev SA/NV
1.75%1.28%0.67%0.98%0.81%2.45%3.84%2.88%3.03%2.58%2.38%2.35%
VDC
Vanguard Consumer Staples ETF
2.31%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%2.21%

Drawdowns

BUD vs. VDC - Drawdown Comparison

The maximum BUD drawdown since its inception was -71.10%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for BUD and VDC. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-56.49%
-3.85%
BUD
VDC

Volatility

BUD vs. VDC - Volatility Comparison

Anheuser-Busch InBev SA/NV (BUD) has a higher volatility of 5.17% compared to Vanguard Consumer Staples ETF (VDC) at 2.91%. This indicates that BUD's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.17%
2.91%
BUD
VDC
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab