EQR vs. VWUAX
Compare and contrast key facts about Equity Residential (EQR) and Vanguard U.S. Growth Fund Admiral Shares (VWUAX).
VWUAX is managed by Vanguard. It was launched on Aug 13, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EQR or VWUAX.
Key characteristics
| EQR | VWUAX | |
|---|---|---|
| YTD Return | 22.98% | 32.06% |
| 1Y Return | 40.32% | 45.26% |
| 3Y Return (Ann) | -1.75% | 3.02% |
| 5Y Return (Ann) | 0.55% | 17.02% |
| 10Y Return (Ann) | 5.71% | 14.97% |
| Sharpe Ratio | 2.00 | 2.45 |
| Sortino Ratio | 2.81 | 3.16 |
| Omega Ratio | 1.34 | 1.44 |
| Calmar Ratio | 1.03 | 1.77 |
| Martin Ratio | 13.21 | 14.36 |
| Ulcer Index | 2.98% | 3.16% |
| Daily Std Dev | 19.67% | 18.53% |
| Max Drawdown | -67.40% | -50.37% |
| Current Drawdown | -13.27% | 0.00% |
Correlation
The correlation between EQR and VWUAX is 0.45, 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.
Performance
EQR vs. VWUAX - Performance Comparison
In the year-to-date period, EQR achieves a 22.98% return, which is significantly lower than VWUAX's 32.06% return. Over the past 10 years, EQR has underperformed VWUAX with an annualized return of 5.71%, while VWUAX has yielded a comparatively higher 14.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EQR vs. VWUAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Equity Residential (EQR) and Vanguard U.S. Growth Fund Admiral Shares (VWUAX). 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
EQR vs. VWUAX - Dividend Comparison
EQR's dividend yield for the trailing twelve months is around 3.68%, more than VWUAX's 0.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQR Equity Residential | 3.68% | 4.34% | 4.24% | 2.67% | 4.07% | 2.81% | 3.27% | 3.16% | 20.22% | 2.71% | 2.78% | 3.57% |
VWUAX Vanguard U.S. Growth Fund Admiral Shares | 0.28% | 0.37% | 0.49% | 0.08% | 0.13% | 0.47% | 0.53% | 0.40% | 0.57% | 0.65% | 0.81% | 0.53% |
Drawdowns
EQR vs. VWUAX - Drawdown Comparison
The maximum EQR drawdown since its inception was -67.40%, which is greater than VWUAX's maximum drawdown of -50.37%. Use the drawdown chart below to compare losses from any high point for EQR and VWUAX. For additional features, visit the drawdowns tool.
Volatility
EQR vs. VWUAX - Volatility Comparison
Equity Residential (EQR) has a higher volatility of 7.95% compared to Vanguard U.S. Growth Fund Admiral Shares (VWUAX) at 5.24%. This indicates that EQR's price experiences larger fluctuations and is considered to be riskier than VWUAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.