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CIB vs. VUAA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CIB and VUAA.L is 0.58, 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

CIB vs. VUAA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bancolombia S.A. (CIB) and Vanguard S&P 500 UCITS ETF (VUAA.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CIB:

1.80

VUAA.L:

0.72

Sortino Ratio

CIB:

2.52

VUAA.L:

1.06

Omega Ratio

CIB:

1.32

VUAA.L:

1.15

Calmar Ratio

CIB:

2.31

VUAA.L:

0.67

Martin Ratio

CIB:

7.24

VUAA.L:

2.65

Ulcer Index

CIB:

7.83%

VUAA.L:

4.68%

Daily Std Dev

CIB:

31.39%

VUAA.L:

17.32%

Max Drawdown

CIB:

-93.44%

VUAA.L:

-34.05%

Current Drawdown

CIB:

-3.39%

VUAA.L:

-5.02%

Returns By Period

In the year-to-date period, CIB achieves a 56.71% return, which is significantly higher than VUAA.L's -1.76% return.


CIB

YTD

56.71%

1M

8.39%

6M

56.70%

1Y

56.08%

5Y*

26.02%

10Y*

6.36%

VUAA.L

YTD

-1.76%

1M

10.55%

6M

-2.87%

1Y

12.49%

5Y*

16.81%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CIB vs. VUAA.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CIB
The Risk-Adjusted Performance Rank of CIB is 9393
Overall Rank
The Sharpe Ratio Rank of CIB is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of CIB is 9292
Sortino Ratio Rank
The Omega Ratio Rank of CIB is 9090
Omega Ratio Rank
The Calmar Ratio Rank of CIB is 9595
Calmar Ratio Rank
The Martin Ratio Rank of CIB is 9191
Martin Ratio Rank

VUAA.L
The Risk-Adjusted Performance Rank of VUAA.L is 7373
Overall Rank
The Sharpe Ratio Rank of VUAA.L is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of VUAA.L is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VUAA.L is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VUAA.L is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VUAA.L is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CIB vs. VUAA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bancolombia S.A. (CIB) and Vanguard S&P 500 UCITS ETF (VUAA.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.


The current CIB Sharpe Ratio is 1.80, which is higher than the VUAA.L Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of CIB and VUAA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

CIB vs. VUAA.L - Dividend Comparison

CIB's dividend yield for the trailing twelve months is around 17.14%, while VUAA.L has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CIB
Bancolombia S.A.
17.14%10.92%10.92%10.68%0.87%3.38%2.41%3.62%3.23%3.21%4.81%3.19%
VUAA.L
Vanguard S&P 500 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CIB vs. VUAA.L - Drawdown Comparison

The maximum CIB drawdown since its inception was -93.44%, which is greater than VUAA.L's maximum drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for CIB and VUAA.L. For additional features, visit the drawdowns tool.


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Volatility

CIB vs. VUAA.L - Volatility Comparison

The current volatility for Bancolombia S.A. (CIB) is 7.21%, while Vanguard S&P 500 UCITS ETF (VUAA.L) has a volatility of 8.41%. This indicates that CIB experiences smaller price fluctuations and is considered to be less risky than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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