EDPFY vs. VUSA.AS
Compare and contrast key facts about EDP Energias de Portugal SA ADR (EDPFY) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. 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: EDPFY or VUSA.AS.
Key characteristics
| EDPFY | VUSA.AS | |
|---|---|---|
| YTD Return | -4.09% | 18.85% |
| 1Y Return | 6.41% | 21.86% |
| 3Y Return (Ann) | -2.81% | 11.58% |
| 5Y Return (Ann) | 9.57% | 14.51% |
| 10Y Return (Ann) | 6.31% | 14.14% |
| Sharpe Ratio | 0.36 | 2.05 |
| Daily Std Dev | 27.17% | 11.71% |
| Max Drawdown | -67.14% | -33.64% |
| Current Drawdown | -21.09% | -2.02% |
Correlation
The correlation between EDPFY and VUSA.AS is 0.29, 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
EDPFY vs. VUSA.AS - Performance Comparison
In the year-to-date period, EDPFY achieves a -4.09% return, which is significantly lower than VUSA.AS's 18.85% return. Over the past 10 years, EDPFY has underperformed VUSA.AS with an annualized return of 6.31%, while VUSA.AS has yielded a comparatively higher 14.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
EDPFY vs. VUSA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EDP Energias de Portugal SA ADR (EDPFY) 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.
Dividends
EDPFY vs. VUSA.AS - Dividend Comparison
EDPFY's dividend yield for the trailing twelve months is around 4.55%, more than VUSA.AS's 1.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDPFY EDP Energias de Portugal SA ADR | 4.55% | 4.17% | 4.21% | 4.14% | 5.07% | 4.99% | 6.90% | 6.13% | 6.99% | 5.84% | 6.66% | 6.73% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 1.07% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
EDPFY vs. VUSA.AS - Drawdown Comparison
The maximum EDPFY drawdown since its inception was -67.14%, 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 EDPFY and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
EDPFY vs. VUSA.AS - Volatility Comparison
EDP Energias de Portugal SA ADR (EDPFY) has a higher volatility of 4.97% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 4.28%. This indicates that EDPFY'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.