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ESLOY vs. VUSA.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ESLOY and VUSA.AS is 0.36, 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.


-0.50.00.51.00.4

Performance

ESLOY vs. VUSA.AS - Performance Comparison

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

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
30.01%
9.59%
ESLOY
VUSA.AS

Key characteristics

Sharpe Ratio

ESLOY:

2.74

VUSA.AS:

2.05

Sortino Ratio

ESLOY:

3.77

VUSA.AS:

2.81

Omega Ratio

ESLOY:

1.48

VUSA.AS:

1.41

Calmar Ratio

ESLOY:

5.22

VUSA.AS:

3.08

Martin Ratio

ESLOY:

15.49

VUSA.AS:

13.46

Ulcer Index

ESLOY:

3.39%

VUSA.AS:

1.90%

Daily Std Dev

ESLOY:

19.19%

VUSA.AS:

12.50%

Max Drawdown

ESLOY:

-48.78%

VUSA.AS:

-33.64%

Current Drawdown

ESLOY:

-0.29%

VUSA.AS:

-1.13%

Returns By Period

In the year-to-date period, ESLOY achieves a 27.48% return, which is significantly higher than VUSA.AS's 2.26% return. Over the past 10 years, ESLOY has underperformed VUSA.AS with an annualized return of 11.65%, while VUSA.AS has yielded a comparatively higher 13.53% annualized return.


ESLOY

YTD

27.48%

1M

17.72%

6M

30.01%

1Y

49.77%

5Y*

16.09%

10Y*

11.65%

VUSA.AS

YTD

2.26%

1M

0.57%

6M

15.96%

1Y

28.09%

5Y*

14.74%

10Y*

13.53%

*Annualized

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Risk-Adjusted Performance

ESLOY vs. VUSA.AS — Risk-Adjusted Performance Rank

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

ESLOY
The Risk-Adjusted Performance Rank of ESLOY is 9696
Overall Rank
The Sharpe Ratio Rank of ESLOY is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of ESLOY is 9595
Sortino Ratio Rank
The Omega Ratio Rank of ESLOY is 9494
Omega Ratio Rank
The Calmar Ratio Rank of ESLOY is 9898
Calmar Ratio Rank
The Martin Ratio Rank of ESLOY is 9696
Martin Ratio Rank

VUSA.AS
The Risk-Adjusted Performance Rank of VUSA.AS is 8585
Overall Rank
The Sharpe Ratio Rank of VUSA.AS is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSA.AS is 8383
Sortino Ratio Rank
The Omega Ratio Rank of VUSA.AS is 8686
Omega Ratio Rank
The Calmar Ratio Rank of VUSA.AS is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VUSA.AS is 8787
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.

ESLOY vs. VUSA.AS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Essilor International SA (ESLOY) 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 ESLOY, currently valued at 2.35, compared to the broader market-2.000.002.002.351.87
The chart of Sortino ratio for ESLOY, currently valued at 3.33, compared to the broader market-4.00-2.000.002.004.006.003.332.59
The chart of Omega ratio for ESLOY, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.35
The chart of Calmar ratio for ESLOY, currently valued at 4.46, compared to the broader market0.002.004.006.004.462.77
The chart of Martin ratio for ESLOY, currently valued at 13.10, compared to the broader market-10.000.0010.0020.0030.0013.1011.03
ESLOY
VUSA.AS

The current ESLOY Sharpe Ratio is 2.74, which is higher than the VUSA.AS Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of ESLOY 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 Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
2.35
1.87
ESLOY
VUSA.AS

Dividends

ESLOY vs. VUSA.AS - Dividend Comparison

ESLOY's dividend yield for the trailing twelve months is around 1.37%, more than VUSA.AS's 0.97% yield.


TTM20242023202220212020201920182017201620152014
ESLOY
Essilor International SA
1.37%1.75%1.76%1.46%0.62%0.90%1.49%1.49%1.15%1.12%0.88%1.17%
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

ESLOY vs. VUSA.AS - Drawdown Comparison

The maximum ESLOY drawdown since its inception was -48.78%, 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 ESLOY and VUSA.AS. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.29%
-0.37%
ESLOY
VUSA.AS

Volatility

ESLOY vs. VUSA.AS - Volatility Comparison

Essilor International SA (ESLOY) has a higher volatility of 6.49% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.48%. This indicates that ESLOY'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%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
6.49%
3.48%
ESLOY
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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