EQNR vs. VXUS
EQNR (Equinor ASA) is a stock, while VXUS (Vanguard Total International Stock ETF) is Global Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 5 years, EQNR returned 18.26%/yr vs 8.32%/yr for VXUS. At a 0.41 correlation, their price movements are largely independent.
Performance
EQNR vs. VXUS - Performance Comparison
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Returns By Period
In the year-to-date period, EQNR achieves a 56.74% return, which is significantly higher than VXUS's 13.69% return.
EQNR
- 1D
- -1.55%
- 1M
- -4.52%
- YTD
- 56.74%
- 6M
- 60.62%
- 1Y
- 44.70%
- 3Y*
- 16.35%
- 5Y*
- 18.26%
- 10Y*
- —
VXUS
- 1D
- 0.40%
- 1M
- 0.71%
- YTD
- 13.69%
- 6M
- 15.52%
- 1Y
- 28.39%
- 3Y*
- 18.37%
- 5Y*
- 8.32%
- 10Y*
- 10.22%
EQNR vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EQNR Equinor ASA | 56.74% | 7.70% | -15.98% | -0.78% | 40.77% | 64.55% | -13.57% | -0.99% | -21.06% |
VXUS Vanguard Total International Stock ETF | 13.69% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 21.75% | -15.11% |
Correlation
The correlation between EQNR and VXUS is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since May 16, 2018 | 0.41 |
The correlation between EQNR and VXUS shifts across timeframes, from -0.13 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EQNR vs. VXUS — Risk / Return Rank
EQNR
VXUS
EQNR vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Equinor ASA (EQNR) and Vanguard Total International Stock ETF (VXUS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EQNR | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.33 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 2.53 | +0.01 |
| Martin ratioReturn relative to average drawdown | 4.31 | 9.72 | -5.42 |
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Drawdowns
EQNR vs. VXUS - Drawdown Comparison
The maximum EQNR drawdown since its inception was -66.77%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for EQNR and VXUS.
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Drawdown Indicators
| EQNR | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.77% | -35.97% | -30.80% |
Max Drawdown (1Y)Largest decline over 1 year | -17.72% | -11.27% | -6.45% |
Max Drawdown (3Y)Largest decline over 3 years | -27.58% | -13.58% | -14.00% |
Max Drawdown (5Y)Largest decline over 5 years | -35.50% | -29.44% | -6.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.97% | — |
Current DrawdownCurrent decline from peak | -13.80% | -1.47% | -12.33% |
Average DrawdownAverage peak-to-trough decline | -21.46% | -8.21% | -13.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.41% | 2.93% | +7.48% |
Volatility
EQNR vs. VXUS - Volatility Comparison
Equinor ASA (EQNR) has a higher volatility of 10.50% compared to Vanguard Total International Stock ETF (VXUS) at 6.71%. This indicates that EQNR's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EQNR | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.50% | 6.71% | +3.79% |
Volatility (6M)Calculated over the trailing 6-month period | 29.99% | 14.02% | +15.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.03% | 16.09% | +19.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.91% | 16.21% | +17.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.25% | 17.20% | +19.05% |
Dividends
EQNR vs. VXUS - Dividend Comparison
EQNR's dividend yield for the trailing twelve months is around 4.15%, more than VXUS's 2.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQNR Equinor ASA | 4.15% | 7.66% | 12.66% | 11.38% | 3.30% | 2.13% | 4.32% | 5.07% | 3.26% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.67% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Frequently Asked Questions
EQNR and VXUS have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EQNR has higher volatility (10.50%) compared to VXUS (6.71%). In terms of maximum drawdown, EQNR dropped -66.77% vs VXUS's -35.97%.
VXUS currently has the higher Sharpe Ratio (1.77 vs 1.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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