FWRG vs. VEVE.L
Compare and contrast key facts about First Watch Restaurant Group, Inc. (FWRG) and Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L).
VEVE.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 30, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FWRG or VEVE.L.
Key characteristics
| FWRG | VEVE.L | |
|---|---|---|
| YTD Return | 4.83% | 18.23% |
| 1Y Return | 26.17% | 25.35% |
| 3Y Return (Ann) | 0.94% | 8.99% |
| Sharpe Ratio | 0.57 | 2.54 |
| Sortino Ratio | 1.08 | 3.55 |
| Omega Ratio | 1.14 | 1.49 |
| Calmar Ratio | 0.52 | 4.06 |
| Martin Ratio | 0.98 | 17.70 |
| Ulcer Index | 25.16% | 1.42% |
| Daily Std Dev | 43.24% | 9.87% |
| Max Drawdown | -47.88% | -25.52% |
| Current Drawdown | -17.44% | 0.00% |
Correlation
The correlation between FWRG and VEVE.L is 0.31, 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.
Performance
FWRG vs. VEVE.L - Performance Comparison
In the year-to-date period, FWRG achieves a 4.83% return, which is significantly lower than VEVE.L's 18.23% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FWRG vs. VEVE.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Watch Restaurant Group, Inc. (FWRG) and Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.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.
Dividends
FWRG vs. VEVE.L - Dividend Comparison
FWRG has not paid dividends to shareholders, while VEVE.L's dividend yield for the trailing twelve months is around 1.18%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FWRG First Watch Restaurant Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | 1.18% | 1.72% | 1.98% | 1.45% | 1.64% | 1.96% | 2.24% | 1.93% | 1.85% | 2.04% | 0.29% |
Drawdowns
FWRG vs. VEVE.L - Drawdown Comparison
The maximum FWRG drawdown since its inception was -47.88%, which is greater than VEVE.L's maximum drawdown of -25.52%. Use the drawdown chart below to compare losses from any high point for FWRG and VEVE.L. For additional features, visit the drawdowns tool.
Volatility
FWRG vs. VEVE.L - Volatility Comparison
First Watch Restaurant Group, Inc. (FWRG) has a higher volatility of 17.42% compared to Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) at 2.89%. This indicates that FWRG's price experiences larger fluctuations and is considered to be riskier than VEVE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.