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EUNL.DE vs. RBOT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EUNL.DE and RBOT is 0.23, 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.


-0.50.00.51.00.2

Performance

EUNL.DE vs. RBOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) and Vicarious Surgical Inc. (RBOT). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
6.49%
63.39%
EUNL.DE
RBOT

Key characteristics

Sharpe Ratio

EUNL.DE:

2.37

RBOT:

-0.08

Sortino Ratio

EUNL.DE:

3.21

RBOT:

0.99

Omega Ratio

EUNL.DE:

1.48

RBOT:

1.11

Calmar Ratio

EUNL.DE:

3.25

RBOT:

-0.11

Martin Ratio

EUNL.DE:

15.42

RBOT:

-0.21

Ulcer Index

EUNL.DE:

1.71%

RBOT:

51.84%

Daily Std Dev

EUNL.DE:

11.10%

RBOT:

139.13%

Max Drawdown

EUNL.DE:

-33.63%

RBOT:

-98.84%

Current Drawdown

EUNL.DE:

-2.23%

RBOT:

-97.29%

Returns By Period

In the year-to-date period, EUNL.DE achieves a 26.43% return, which is significantly higher than RBOT's 10.44% return.


EUNL.DE

YTD

26.43%

1M

-0.86%

6M

9.54%

1Y

26.75%

5Y*

12.69%

10Y*

11.65%

RBOT

YTD

10.44%

1M

5.74%

6M

63.75%

1Y

-11.07%

5Y*

N/A

10Y*

N/A

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

EUNL.DE vs. RBOT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) and Vicarious Surgical Inc. (RBOT). 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 EUNL.DE, currently valued at 1.91, compared to the broader market0.002.004.001.91-0.01
The chart of Sortino ratio for EUNL.DE, currently valued at 2.68, compared to the broader market-2.000.002.004.006.008.0010.002.681.11
The chart of Omega ratio for EUNL.DE, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.13
The chart of Calmar ratio for EUNL.DE, currently valued at 2.72, compared to the broader market0.005.0010.0015.002.72-0.01
The chart of Martin ratio for EUNL.DE, currently valued at 11.57, compared to the broader market0.0020.0040.0060.0080.00100.0011.57-0.03
EUNL.DE
RBOT

The current EUNL.DE Sharpe Ratio is 2.37, which is higher than the RBOT Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of EUNL.DE and RBOT, 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.91
-0.01
EUNL.DE
RBOT

Dividends

EUNL.DE vs. RBOT - Dividend Comparison

Neither EUNL.DE nor RBOT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EUNL.DE vs. RBOT - Drawdown Comparison

The maximum EUNL.DE drawdown since its inception was -33.63%, smaller than the maximum RBOT drawdown of -98.84%. Use the drawdown chart below to compare losses from any high point for EUNL.DE and RBOT. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.42%
-97.29%
EUNL.DE
RBOT

Volatility

EUNL.DE vs. RBOT - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) is 2.57%, while Vicarious Surgical Inc. (RBOT) has a volatility of 36.04%. This indicates that EUNL.DE experiences smaller price fluctuations and is considered to be less risky than RBOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
2.57%
36.04%
EUNL.DE
RBOT
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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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