DHI vs. VUG
Compare and contrast key facts about D.R. Horton, Inc. (DHI) and Vanguard Growth ETF (VUG).
VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DHI or VUG.
Performance
DHI vs. VUG - Performance Comparison
Returns By Period
In the year-to-date period, DHI achieves a 7.38% return, which is significantly lower than VUG's 30.43% return. Over the past 10 years, DHI has outperformed VUG with an annualized return of 21.66%, while VUG has yielded a comparatively lower 15.50% annualized return.
DHI
7.38%
-10.06%
13.79%
28.48%
25.90%
21.66%
VUG
30.43%
2.58%
15.17%
35.89%
19.11%
15.50%
Key characteristics
| DHI | VUG | |
|---|---|---|
| Sharpe Ratio | 0.88 | 2.17 |
| Sortino Ratio | 1.38 | 2.83 |
| Omega Ratio | 1.18 | 1.40 |
| Calmar Ratio | 1.59 | 2.82 |
| Martin Ratio | 3.44 | 11.11 |
| Ulcer Index | 8.37% | 3.29% |
| Daily Std Dev | 32.82% | 16.83% |
| Max Drawdown | -88.85% | -50.68% |
| Current Drawdown | -17.67% | -1.19% |
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Correlation
The correlation between DHI and VUG is 0.53, 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.
Risk-Adjusted Performance
DHI vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for D.R. Horton, Inc. (DHI) and Vanguard Growth ETF (VUG). 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
DHI vs. VUG - Dividend Comparison
DHI's dividend yield for the trailing twelve months is around 0.80%, more than VUG's 0.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHI D.R. Horton, Inc. | 0.80% | 0.69% | 1.04% | 0.76% | 1.05% | 1.18% | 1.51% | 0.83% | 1.24% | 0.84% | 0.80% | 0.67% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
DHI vs. VUG - Drawdown Comparison
The maximum DHI drawdown since its inception was -88.85%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for DHI and VUG. For additional features, visit the drawdowns tool.
Volatility
DHI vs. VUG - Volatility Comparison
D.R. Horton, Inc. (DHI) has a higher volatility of 10.08% compared to Vanguard Growth ETF (VUG) at 5.29%. This indicates that DHI's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.