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CSGS vs. VUAA.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CSGS and VUAA.DE is 0.60, 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.

CSGS vs. VUAA.DE

Last updated May 30, 2025

Compare and contrast key facts about CSG Systems International, Inc. (CSGS) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE).

VUAA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSGS or VUAA.DE.

Performance

CSGS vs. VUAA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CSG Systems International, Inc. (CSGS) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CSGS:

2.07

VUAA.DE:

0.41

Sortino Ratio

CSGS:

3.31

VUAA.DE:

0.72

Omega Ratio

CSGS:

1.39

VUAA.DE:

1.11

Calmar Ratio

CSGS:

1.61

VUAA.DE:

0.36

Martin Ratio

CSGS:

10.86

VUAA.DE:

1.16

Ulcer Index

CSGS:

5.45%

VUAA.DE:

7.30%

Daily Std Dev

CSGS:

27.96%

VUAA.DE:

18.79%

Max Drawdown

CSGS:

-88.60%

VUAA.DE:

-33.67%

Current Drawdown

CSGS:

-1.20%

VUAA.DE:

-11.42%

Returns By Period

In the year-to-date period, CSGS achieves a 28.99% return, which is significantly higher than VUAA.DE's -7.84% return.

CSGS

YTD

28.99%

1M

8.45%

6M

21.45%

1Y

57.44%

3Y*

4.46%

5Y*

9.06%

10Y*

9.65%

VUAA.DE

YTD

-7.84%

1M

7.25%

6M

-8.33%

1Y

7.73%

3Y*

11.62%

5Y*

15.34%

10Y*

N/A

*Annualized

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CSG Systems International, Inc.

Vanguard S&P 500 UCITS USD Acc ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CSGS vs. VUAA.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CSGS
The Risk-Adjusted Performance Rank of CSGS is 9494
Overall Rank
The Sharpe Ratio Rank of CSGS is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of CSGS is 9696
Sortino Ratio Rank
The Omega Ratio Rank of CSGS is 9393
Omega Ratio Rank
The Calmar Ratio Rank of CSGS is 9090
Calmar Ratio Rank
The Martin Ratio Rank of CSGS is 9595
Martin Ratio Rank
VUAA.DE
The Risk-Adjusted Performance Rank of VUAA.DE is 3939
Overall Rank
The Sharpe Ratio Rank of VUAA.DE is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VUAA.DE is 3939
Sortino Ratio Rank
The Omega Ratio Rank of VUAA.DE is 4242
Omega Ratio Rank
The Calmar Ratio Rank of VUAA.DE is 4040
Calmar Ratio Rank
The Martin Ratio Rank of VUAA.DE is 3636
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.

CSGS vs. VUAA.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CSG Systems International, Inc. (CSGS) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). 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 CSGS Sharpe Ratio is 2.07, which is higher than the VUAA.DE Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of CSGS and VUAA.DE, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CSGS vs. VUAA.DE - Dividend Comparison

CSGS's dividend yield for the trailing twelve months is around 1.86%, while VUAA.DE has not paid dividends to shareholders.

TTM20242023202220212020201920182017201620152014
CSGS
CSG Systems International, Inc.		1.86%2.35%2.10%1.85%1.74%2.09%1.72%2.64%1.81%1.53%1.95%2.49%
VUAA.DE
Vanguard S&P 500 UCITS USD Acc 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

CSGS vs. VUAA.DE - Drawdown Comparison

The maximum CSGS drawdown since its inception was -88.60%, which is greater than VUAA.DE's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for CSGS and VUAA.DE.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CSGS vs. VUAA.DE - Volatility Comparison

CSG Systems International, Inc. (CSGS) has a higher volatility of 8.52% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 5.86%. This indicates that CSGS's price experiences larger fluctuations and is considered to be riskier than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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