GALP.LS vs. VUSA.AS
Compare and contrast key facts about Galp Energia SGPS S.A. (GALP.LS) 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 Index. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GALP.LS or VUSA.AS.
Key characteristics
| GALP.LS | VUSA.AS | |
|---|---|---|
| YTD Return | 17.96% | 32.96% |
| 1Y Return | 13.86% | 38.31% |
| 3Y Return (Ann) | 24.63% | 12.67% |
| 5Y Return (Ann) | 4.66% | 16.21% |
| 10Y Return (Ann) | 7.47% | 14.70% |
| Sharpe Ratio | 0.55 | 3.22 |
| Sortino Ratio | 1.26 | 4.33 |
| Omega Ratio | 1.15 | 1.67 |
| Calmar Ratio | 0.71 | 4.63 |
| Martin Ratio | 1.96 | 20.73 |
| Ulcer Index | 8.58% | 1.86% |
| Daily Std Dev | 30.75% | 11.88% |
| Max Drawdown | -67.20% | -33.64% |
| Current Drawdown | -23.79% | 0.00% |
Correlation
The correlation between GALP.LS and VUSA.AS is 0.38, 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
GALP.LS vs. VUSA.AS - Performance Comparison
In the year-to-date period, GALP.LS achieves a 17.96% return, which is significantly lower than VUSA.AS's 32.96% return. Over the past 10 years, GALP.LS has underperformed VUSA.AS with an annualized return of 7.47%, while VUSA.AS has yielded a comparatively higher 14.70% annualized 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
GALP.LS vs. VUSA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Galp Energia SGPS S.A. (GALP.LS) 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.
Dividends
GALP.LS vs. VUSA.AS - Dividend Comparison
GALP.LS's dividend yield for the trailing twelve months is around 3.60%, more than VUSA.AS's 0.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GALP.LS Galp Energia SGPS S.A. | 3.60% | 3.97% | 4.04% | 7.04% | 4.38% | 4.52% | 4.17% | 3.26% | 3.21% | 3.52% | 3.75% | 2.22% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 0.96% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
GALP.LS vs. VUSA.AS - Drawdown Comparison
The maximum GALP.LS drawdown since its inception was -67.20%, 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 GALP.LS and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
GALP.LS vs. VUSA.AS - Volatility Comparison
Galp Energia SGPS S.A. (GALP.LS) has a higher volatility of 7.47% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.54%. This indicates that GALP.LS'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.