FRHC vs. VYM

In the year-to-date period, FRHC achieves a 37.94% return, which is significantly higher than VYM's 2.73% return.

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This table presents a comparison of risk-adjusted performance metrics for Freedom Holding Corp. (FRHC) and Vanguard High Dividend Yield ETF (VYM). 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.

The current FRHC Sharpe Ratio is 3.77, which is higher than the VYM Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of FRHC and VYM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FRHC has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.83%.

The maximum FRHC drawdown since its inception was -45.93%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for FRHC and VYM. For additional features, visit the drawdowns tool.

Freedom Holding Corp. (FRHC) has a higher volatility of 8.34% compared to Vanguard High Dividend Yield ETF (VYM) at 4.42%. This indicates that FRHC's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.