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DG.PA vs. VUSA.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DG.PA and VUSA.AS is 0.50, 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

DG.PA vs. VUSA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VINCI SA (DG.PA) and Vanguard S&P 500 UCITS ETF (VUSA.AS). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
-0.58%
14.05%
DG.PA
VUSA.AS

Key characteristics

Sharpe Ratio

DG.PA:

-0.30

VUSA.AS:

2.14

Sortino Ratio

DG.PA:

-0.28

VUSA.AS:

2.93

Omega Ratio

DG.PA:

0.96

VUSA.AS:

1.43

Calmar Ratio

DG.PA:

-0.36

VUSA.AS:

3.24

Martin Ratio

DG.PA:

-0.62

VUSA.AS:

14.13

Ulcer Index

DG.PA:

9.36%

VUSA.AS:

1.90%

Daily Std Dev

DG.PA:

19.06%

VUSA.AS:

12.48%

Max Drawdown

DG.PA:

-67.98%

VUSA.AS:

-33.64%

Current Drawdown

DG.PA:

-8.50%

VUSA.AS:

-0.98%

Returns By Period

In the year-to-date period, DG.PA achieves a 5.93% return, which is significantly higher than VUSA.AS's 2.15% return. Over the past 10 years, DG.PA has underperformed VUSA.AS with an annualized return of 11.24%, while VUSA.AS has yielded a comparatively higher 13.73% annualized return.


DG.PA

YTD

5.93%

1M

6.80%

6M

6.05%

1Y

-6.99%

5Y*

3.89%

10Y*

11.24%

VUSA.AS

YTD

2.15%

1M

1.20%

6M

21.66%

1Y

27.94%

5Y*

15.01%

10Y*

13.73%

*Annualized

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Risk-Adjusted Performance

DG.PA vs. VUSA.AS — Risk-Adjusted Performance Rank

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

DG.PA
The Risk-Adjusted Performance Rank of DG.PA is 2828
Overall Rank
The Sharpe Ratio Rank of DG.PA is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of DG.PA is 2525
Sortino Ratio Rank
The Omega Ratio Rank of DG.PA is 2525
Omega Ratio Rank
The Calmar Ratio Rank of DG.PA is 2525
Calmar Ratio Rank
The Martin Ratio Rank of DG.PA is 3434
Martin Ratio Rank

VUSA.AS
The Risk-Adjusted Performance Rank of VUSA.AS is 8787
Overall Rank
The Sharpe Ratio Rank of VUSA.AS is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSA.AS is 8686
Sortino Ratio Rank
The Omega Ratio Rank of VUSA.AS is 8989
Omega Ratio Rank
The Calmar Ratio Rank of VUSA.AS is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VUSA.AS is 8888
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.

DG.PA vs. VUSA.AS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VINCI SA (DG.PA) 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.


Sharpe ratio
The chart of Sharpe ratio for DG.PA, currently valued at -0.49, compared to the broader market-2.000.002.004.00-0.491.71
The chart of Sortino ratio for DG.PA, currently valued at -0.52, compared to the broader market-4.00-2.000.002.004.00-0.522.38
The chart of Omega ratio for DG.PA, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.32
The chart of Calmar ratio for DG.PA, currently valued at -0.53, compared to the broader market0.002.004.006.00-0.532.63
The chart of Martin ratio for DG.PA, currently valued at -0.96, compared to the broader market-10.000.0010.0020.0030.00-0.9610.47
DG.PA
VUSA.AS

The current DG.PA Sharpe Ratio is -0.30, which is lower than the VUSA.AS Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of DG.PA and VUSA.AS, 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-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.49
1.71
DG.PA
VUSA.AS

Dividends

DG.PA vs. VUSA.AS - Dividend Comparison

DG.PA's dividend yield for the trailing twelve months is around 4.26%, more than VUSA.AS's 0.97% yield.


TTM20242023202220212020201920182017201620152014
DG.PA
VINCI SA
4.26%4.51%3.56%3.48%2.90%3.07%2.74%3.49%2.54%2.94%3.03%3.89%
VUSA.AS
Vanguard S&P 500 UCITS ETF
0.97%0.99%1.26%1.45%1.02%1.43%1.46%1.74%1.64%1.66%1.76%1.45%

Drawdowns

DG.PA vs. VUSA.AS - Drawdown Comparison

The maximum DG.PA drawdown since its inception was -67.98%, 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 DG.PA and VUSA.AS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-13.99%
-2.40%
DG.PA
VUSA.AS

Volatility

DG.PA vs. VUSA.AS - Volatility Comparison

VINCI SA (DG.PA) has a higher volatility of 5.32% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 4.78%. This indicates that DG.PA'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.


2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
5.32%
4.78%
DG.PA
VUSA.AS
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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.

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