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F3A.DE vs. VDPG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

F3A.DE vs. VDPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in First Solar Inc (F3A.DE) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

F3A.DE is traded in EUR, while VDPG.L is traded in GBP. To make them comparable, the VDPG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, F3A.DE achieves a 16.01% return, which is significantly lower than VDPG.L's 55.37% return.


F3A.DE

1D
-2.39%
1M
43.82%
YTD
16.01%
6M
18.00%
1Y
88.46%
3Y*
11.37%
5Y*
33.25%
10Y*
19.70%

VDPG.L

1D
-0.81%
1M
14.97%
YTD
55.37%
6M
61.37%
1Y
86.30%
3Y*
26.23%
5Y*
13.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

F3A.DE vs. VDPG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
F3A.DE
First Solar Inc
16.01%31.80%10.95%12.67%80.25%-4.34%59.68%-16.17%
VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc
55.37%23.76%1.63%6.29%-6.95%8.58%9.28%5.82%

Correlation

The correlation between F3A.DE and VDPG.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2019

0.33

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Return for Risk

F3A.DE vs. VDPG.L — Risk / Return Rank

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

F3A.DE
F3A.DE Risk / Return Rank: 8080
Overall Rank
F3A.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
F3A.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
F3A.DE Omega Ratio Rank: 8181
Omega Ratio Rank
F3A.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
F3A.DE Martin Ratio Rank: 7777
Martin Ratio Rank

VDPG.L
VDPG.L Risk / Return Rank: 9595
Overall Rank
VDPG.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VDPG.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
VDPG.L Omega Ratio Rank: 9696
Omega Ratio Rank
VDPG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
VDPG.L Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

F3A.DE vs. VDPG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Solar Inc (F3A.DE) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L). 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.


F3A.DEVDPG.LDifference
Sharpe ratioReturn per unit of total volatility

-2.45

Sortino ratioReturn per unit of downside risk

-2.83

Omega ratioGain probability vs. loss probability

1.31

1.74

-0.43

Calmar ratioReturn relative to maximum drawdown

2.72

6.63

-3.91

Martin ratioReturn relative to average drawdown

5.63

25.90

-20.27

F3A.DE vs. VDPG.L - Sharpe Ratio Comparison

The current F3A.DE Sharpe Ratio is 1.73, which is lower than the VDPG.L Sharpe Ratio of 4.18. The chart below compares the historical Sharpe Ratios of F3A.DE and VDPG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


F3A.DEVDPG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

4.18

-2.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.82

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.73

-0.49

Drawdowns

F3A.DE vs. VDPG.L - Drawdown Comparison

The maximum F3A.DE drawdown since its inception was -95.41%, which is greater than VDPG.L's maximum drawdown of -35.87%. Use the drawdown chart below to compare losses from any high point for F3A.DE and VDPG.L.


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Drawdown Indicators


F3A.DEVDPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-95.41%

-35.87%

-59.54%

Max Drawdown (1Y)

Largest decline over 1 year

-33.03%

-13.18%

-19.85%

Max Drawdown (3Y)

Largest decline over 3 years

-61.06%

-18.33%

-42.73%

Max Drawdown (5Y)

Largest decline over 5 years

-61.06%

-18.33%

-42.73%

Max Drawdown (10Y)

Largest decline over 10 years

-61.06%

Current Drawdown

Current decline from peak

-3.33%

-0.81%

-2.52%

Average Drawdown

Average peak-to-trough decline

-57.29%

-6.03%

-51.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.97%

3.38%

+12.59%

Volatility

F3A.DE vs. VDPG.L - Volatility Comparison

First Solar Inc (F3A.DE) has a higher volatility of 15.39% compared to Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) at 10.39%. This indicates that F3A.DE's price experiences larger fluctuations and is considered to be riskier than VDPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


F3A.DEVDPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.39%

10.39%

+5.00%

Volatility (6M)

Calculated over the trailing 6-month period

36.27%

18.21%

+18.06%

Volatility (1Y)

Calculated over the trailing 1-year period

51.96%

20.90%

+31.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.30%

16.67%

+35.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.32%

19.36%

+32.96%

Dividends

F3A.DE vs. VDPG.L - Dividend Comparison

Neither F3A.DE nor VDPG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


F3A.DE and VDPG.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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