COR.LS vs. VUSA.L
Compare and contrast key facts about Corticeira Amorim (COR.LS) 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: COR.LS or VUSA.L.
Key characteristics
COR.LS | VUSA.L | |
---|---|---|
YTD Return | 5.47% | 11.25% |
1Y Return | -2.17% | 27.91% |
3Y Return (Ann) | 0.66% | 13.95% |
5Y Return (Ann) | 1.04% | 15.43% |
10Y Return (Ann) | 16.38% | 16.45% |
Sharpe Ratio | -0.22 | 2.58 |
Daily Std Dev | 15.47% | 10.84% |
Max Drawdown | -75.58% | -25.47% |
Current Drawdown | -18.60% | -0.23% |
Correlation
The correlation between COR.LS and VUSA.L is 0.25, 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
COR.LS vs. VUSA.L - Performance Comparison
In the year-to-date period, COR.LS achieves a 5.47% return, which is significantly lower than VUSA.L's 11.25% return. Both investments have delivered pretty close results over the past 10 years, with COR.LS having a 16.38% annualized return and VUSA.L not far ahead at 16.45%. 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
COR.LS vs. VUSA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Corticeira Amorim (COR.LS) 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
COR.LS vs. VUSA.L - Dividend Comparison
COR.LS's dividend yield for the trailing twelve months is around 0.93%, less than VUSA.L's 1.42% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Corticeira Amorim | 0.93% | 3.17% | 3.33% | 2.39% | 1.59% | 2.39% | 3.00% | 2.52% | 2.82% | 6.47% | 6.29% | 7.24% |
Vanguard S&P 500 UCITS ETF | 1.42% | 1.56% | 1.73% | 1.45% | 1.83% | 1.90% | 2.26% | 2.09% | 2.10% | 2.65% | 2.44% | 2.55% |
Drawdowns
COR.LS vs. VUSA.L - Drawdown Comparison
The maximum COR.LS drawdown since its inception was -75.58%, 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 COR.LS and VUSA.L. For additional features, visit the drawdowns tool.
Volatility
COR.LS vs. VUSA.L - Volatility Comparison
Corticeira Amorim (COR.LS) and Vanguard S&P 500 UCITS ETF (VUSA.L) have volatilities of 4.60% and 4.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.