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FTCH vs. VTWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTCH and VTWO is 0.46, 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.


-0.50.00.51.00.5

Performance

FTCH vs. VTWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Farfetch Limited (FTCH) and Vanguard Russell 2000 ETF (VTWO). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
-99.93%
42.94%
FTCH
VTWO

Key characteristics

Returns By Period


FTCH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VTWO

YTD

12.03%

1M

-5.06%

6M

11.62%

1Y

11.65%

5Y*

7.51%

10Y*

7.91%

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Risk-Adjusted Performance

FTCH vs. VTWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Farfetch Limited (FTCH) and Vanguard Russell 2000 ETF (VTWO). 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 FTCH, currently valued at -0.24, compared to the broader market-4.00-2.000.002.00-0.240.70
The chart of Sortino ratio for FTCH, currently valued at 0.90, compared to the broader market-4.00-2.000.002.004.000.901.12
The chart of Omega ratio for FTCH, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.13
The chart of Calmar ratio for FTCH, currently valued at -0.45, compared to the broader market0.002.004.006.00-0.450.77
The chart of Martin ratio for FTCH, currently valued at -0.57, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.573.69
FTCH
VTWO


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.24
0.70
FTCH
VTWO

Dividends

FTCH vs. VTWO - Dividend Comparison

FTCH has not paid dividends to shareholders, while VTWO's dividend yield for the trailing twelve months is around 0.83%.


TTM20232022202120202019201820172016201520142013
FTCH
Farfetch Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTWO
Vanguard Russell 2000 ETF
0.83%1.45%1.48%1.13%0.92%1.36%1.41%1.18%1.27%1.23%1.12%1.04%

Drawdowns

FTCH vs. VTWO - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-99.97%
-8.17%
FTCH
VTWO

Volatility

FTCH vs. VTWO - Volatility Comparison

The current volatility for Farfetch Limited (FTCH) is 0.00%, while Vanguard Russell 2000 ETF (VTWO) has a volatility of 6.17%. This indicates that FTCH experiences smaller price fluctuations and is considered to be less risky than VTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember0
6.17%
FTCH
VTWO
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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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