CABK.MC vs. VUSA.AS
Compare and contrast key facts about Caixabank SA (CABK.MC) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. 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: CABK.MC or VUSA.AS.
Key characteristics
| CABK.MC | VUSA.AS | |
|---|---|---|
| YTD Return | 70.40% | 23.87% |
| 1Y Return | 66.29% | 31.65% |
| 3Y Return (Ann) | 39.83% | 10.25% |
| 5Y Return (Ann) | 20.63% | 14.76% |
| 10Y Return (Ann) | 7.66% | 13.89% |
| Sharpe Ratio | 2.65 | 2.72 |
| Sortino Ratio | 3.08 | 3.54 |
| Omega Ratio | 1.44 | 1.54 |
| Calmar Ratio | 4.52 | 3.67 |
| Martin Ratio | 12.75 | 16.42 |
| Ulcer Index | 5.04% | 1.86% |
| Daily Std Dev | 24.21% | 11.17% |
| Max Drawdown | -62.36% | -33.64% |
| Current Drawdown | 0.00% | -2.25% |
Correlation
The correlation between CABK.MC and VUSA.AS is 0.37, 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
CABK.MC vs. VUSA.AS - Performance Comparison
In the year-to-date period, CABK.MC achieves a 70.40% return, which is significantly higher than VUSA.AS's 23.87% return. Over the past 10 years, CABK.MC has underperformed VUSA.AS with an annualized return of 7.66%, while VUSA.AS has yielded a comparatively higher 13.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CABK.MC vs. VUSA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Caixabank SA (CABK.MC) and Vanguard S&P 500 UCITS ETF (VUSA.AS). 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
CABK.MC vs. VUSA.AS - Dividend Comparison
CABK.MC's dividend yield for the trailing twelve months is around 8.06%, more than VUSA.AS's 1.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CABK.MC Caixabank SA | 8.06% | 5.01% | 3.23% | 0.90% | 2.70% | 2.89% | 3.84% | 2.71% | 3.87% | 4.00% | 3.62% | 7.28% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 1.03% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
CABK.MC vs. VUSA.AS - Drawdown Comparison
The maximum CABK.MC drawdown since its inception was -62.36%, which is greater than VUSA.AS's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for CABK.MC and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
CABK.MC vs. VUSA.AS - Volatility Comparison
Caixabank SA (CABK.MC) has a higher volatility of 6.89% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 2.65%. This indicates that CABK.MC's price experiences larger fluctuations and is considered to be riskier than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.