GAW.L vs. VOO
Compare and contrast key facts about Games Workshop Group plc (GAW.L) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GAW.L or VOO.
Key characteristics
GAW.L | VOO | |
---|---|---|
YTD Return | 4.89% | 11.61% |
1Y Return | 8.26% | 29.33% |
3Y Return (Ann) | 2.14% | 10.04% |
5Y Return (Ann) | 22.15% | 15.01% |
10Y Return (Ann) | 40.31% | 12.96% |
Sharpe Ratio | 0.28 | 2.66 |
Daily Std Dev | 29.18% | 11.60% |
Max Drawdown | -87.06% | -33.99% |
Current Drawdown | -9.97% | -0.19% |
Correlation
The correlation between GAW.L and VOO is 0.20, 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
GAW.L vs. VOO - Performance Comparison
In the year-to-date period, GAW.L achieves a 4.89% return, which is significantly lower than VOO's 11.61% return. Over the past 10 years, GAW.L has outperformed VOO with an annualized return of 40.31%, while VOO has yielded a comparatively lower 12.96% 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
GAW.L vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Games Workshop Group plc (GAW.L) and Vanguard S&P 500 ETF (VOO). 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
GAW.L vs. VOO - Dividend Comparison
GAW.L's dividend yield for the trailing twelve months is around 0.04%, less than VOO's 1.32% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Games Workshop Group plc | 0.04% | 0.05% | 0.04% | 0.02% | 0.02% | 0.03% | 0.04% | 0.05% | 0.06% | 0.06% | 0.07% | 0.06% |
Vanguard S&P 500 ETF | 1.32% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
GAW.L vs. VOO - Drawdown Comparison
The maximum GAW.L drawdown since its inception was -87.06%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GAW.L and VOO. For additional features, visit the drawdowns tool.
Volatility
GAW.L vs. VOO - Volatility Comparison
Games Workshop Group plc (GAW.L) has a higher volatility of 8.60% compared to Vanguard S&P 500 ETF (VOO) at 3.41%. This indicates that GAW.L's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.