FER.MC vs. VUSA.AS
Compare and contrast key facts about Ferrovial (FER.MC) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500. It was launched on May 14, 2019.
Performance
FER.MC vs. VUSA.AS - Performance Comparison
Loading graphics...
FER.MC vs. VUSA.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FER.MC Ferrovial | 4.19% | 38.28% | 25.41% | 38.06% | -9.09% | 23.84% | -14.60% | 56.25% | -3.30% | 14.87% |
VUSA.AS Vanguard S&P 500 UCITS ETF | -2.86% | 3.90% | 33.86% | 22.12% | -14.18% | 40.36% | 7.72% | 32.99% | -0.37% | 6.68% |
Returns By Period
In the year-to-date period, FER.MC achieves a 4.19% return, which is significantly higher than VUSA.AS's -2.86% return. Over the past 10 years, FER.MC has outperformed VUSA.AS with an annualized return of 14.56%, while VUSA.AS has yielded a comparatively lower 13.66% annualized return.
FER.MC
- 1D
- 4.04%
- 1M
- -7.36%
- YTD
- 4.19%
- 6M
- 18.33%
- 1Y
- 40.21%
- 3Y*
- 31.10%
- 5Y*
- 23.02%
- 10Y*
- 14.56%
VUSA.AS
- 1D
- 1.64%
- 1M
- -3.04%
- YTD
- -2.86%
- 6M
- 0.02%
- 1Y
- 10.01%
- 3Y*
- 16.06%
- 5Y*
- 12.10%
- 10Y*
- 13.66%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FER.MC vs. VUSA.AS — Risk / Return Rank
FER.MC
VUSA.AS
FER.MC vs. VUSA.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ferrovial (FER.MC) 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.
| FER.MC | VUSA.AS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.87 | 0.58 | +1.29 |
Sortino ratioReturn per unit of downside risk | 2.47 | 0.89 | +1.58 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.13 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 3.16 | 3.06 | +0.11 |
Martin ratioReturn relative to average drawdown | 12.24 | 10.55 | +1.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FER.MC | VUSA.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 0.58 | +1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.08 | 0.79 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.84 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.87 | -0.39 |
Correlation
The correlation between FER.MC and VUSA.AS is 0.43, 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.
Dividends
FER.MC vs. VUSA.AS - Dividend Comparison
FER.MC's dividend yield for the trailing twelve months is around 1.29%, more than VUSA.AS's 0.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FER.MC Ferrovial | 1.29% | 1.34% | 1.78% | 1.97% | 2.29% | 1.48% | 1.84% | 2.16% | 3.30% | 3.08% | 3.43% | 2.70% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 0.99% | 0.97% | 0.99% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% |
Drawdowns
FER.MC vs. VUSA.AS - Drawdown Comparison
The maximum FER.MC drawdown since its inception was -75.67%, 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 FER.MC and VUSA.AS.
Loading graphics...
Drawdown Indicators
| FER.MC | VUSA.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.67% | -33.64% | -42.03% |
Max Drawdown (1Y)Largest decline over 1 year | -15.39% | -13.39% | -2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -17.10% | -23.24% | +6.14% |
Max Drawdown (10Y)Largest decline over 10 years | -42.56% | -33.64% | -8.92% |
Current DrawdownCurrent decline from peak | -8.71% | -5.24% | -3.47% |
Average DrawdownAverage peak-to-trough decline | -15.45% | -4.11% | -11.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 2.07% | +1.91% |
Volatility
FER.MC vs. VUSA.AS - Volatility Comparison
Ferrovial (FER.MC) has a higher volatility of 7.96% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.69%. This indicates that FER.MC'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.
Loading graphics...
Volatility by Period
| FER.MC | VUSA.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.96% | 3.69% | +4.27% |
Volatility (6M)Calculated over the trailing 6-month period | 15.10% | 8.49% | +6.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.20% | 17.03% | +4.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.96% | 15.14% | +5.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.57% | 16.05% | +7.52% |