GALP.LS vs. VUSA.L
Compare and contrast key facts about Galp Energia SGPS S.A. (GALP.LS) and Vanguard S&P 500 UCITS ETF (VUSA.L).
VUSA.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. 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.L.
Key characteristics
| GALP.LS | VUSA.L | |
|---|---|---|
| YTD Return | 17.96% | 26.58% |
| 1Y Return | 13.86% | 32.14% |
| 3Y Return (Ann) | 24.63% | 12.19% |
| 5Y Return (Ann) | 4.66% | 16.17% |
| 10Y Return (Ann) | 7.47% | 15.93% |
| Sharpe Ratio | 0.55 | 2.82 |
| Sortino Ratio | 1.26 | 3.99 |
| Omega Ratio | 1.15 | 1.55 |
| Calmar Ratio | 0.71 | 5.00 |
| Martin Ratio | 1.96 | 19.71 |
| Ulcer Index | 8.58% | 1.59% |
| Daily Std Dev | 30.75% | 11.10% |
| Max Drawdown | -67.20% | -25.47% |
| Current Drawdown | -23.79% | 0.00% |
Correlation
The correlation between GALP.LS and VUSA.L is 0.37, 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.L - Performance Comparison
In the year-to-date period, GALP.LS achieves a 17.96% return, which is significantly lower than VUSA.L's 26.58% return. Over the past 10 years, GALP.LS has underperformed VUSA.L with an annualized return of 7.47%, while VUSA.L has yielded a comparatively higher 15.93% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
GALP.LS vs. VUSA.L - 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.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
GALP.LS vs. VUSA.L - Dividend Comparison
GALP.LS's dividend yield for the trailing twelve months is around 3.60%, more than VUSA.L's 0.74% 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.L Vanguard S&P 500 UCITS ETF | 0.74% | 1.25% | 1.41% | 1.05% | 1.46% | 1.48% | 1.70% | 1.60% | 1.55% | 1.73% | 1.50% | 1.62% |
Drawdowns
GALP.LS vs. VUSA.L - Drawdown Comparison
The maximum GALP.LS drawdown since its inception was -67.20%, which is greater than VUSA.L's maximum drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for GALP.LS and VUSA.L. For additional features, visit the drawdowns tool.
Volatility
GALP.LS vs. VUSA.L - 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.L) at 3.35%. This indicates that GALP.LS's price experiences larger fluctuations and is considered to be riskier than VUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.