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GLP vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GLP and VUG is 0.24, 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.


-0.50.00.51.00.2

Performance

GLP vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global Partners LP (GLP) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
31.95%
10.62%
GLP
VUG

Key characteristics

Sharpe Ratio

GLP:

0.84

VUG:

1.95

Sortino Ratio

GLP:

1.32

VUG:

2.55

Omega Ratio

GLP:

1.16

VUG:

1.35

Calmar Ratio

GLP:

1.26

VUG:

2.65

Martin Ratio

GLP:

3.04

VUG:

10.13

Ulcer Index

GLP:

10.00%

VUG:

3.40%

Daily Std Dev

GLP:

36.24%

VUG:

17.69%

Max Drawdown

GLP:

-81.17%

VUG:

-50.68%

Current Drawdown

GLP:

-7.36%

VUG:

-2.73%

Returns By Period

In the year-to-date period, GLP achieves a 13.56% return, which is significantly higher than VUG's 1.33% return. Over the past 10 years, GLP has underperformed VUG with an annualized return of 14.83%, while VUG has yielded a comparatively higher 15.92% annualized return.


GLP

YTD

13.56%

1M

10.42%

6M

31.95%

1Y

28.60%

5Y*

34.64%

10Y*

14.83%

VUG

YTD

1.33%

1M

-0.32%

6M

10.62%

1Y

30.63%

5Y*

17.53%

10Y*

15.92%

*Annualized

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Risk-Adjusted Performance

GLP vs. VUG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GLP
The Risk-Adjusted Performance Rank of GLP is 7272
Overall Rank
The Sharpe Ratio Rank of GLP is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of GLP is 6767
Sortino Ratio Rank
The Omega Ratio Rank of GLP is 6464
Omega Ratio Rank
The Calmar Ratio Rank of GLP is 8383
Calmar Ratio Rank
The Martin Ratio Rank of GLP is 7373
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 7373
Overall Rank
The Sharpe Ratio Rank of VUG is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GLP vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global Partners LP (GLP) and Vanguard Growth ETF (VUG). 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 GLP, currently valued at 0.84, compared to the broader market-2.000.002.004.000.841.95
The chart of Sortino ratio for GLP, currently valued at 1.32, compared to the broader market-4.00-2.000.002.004.006.001.322.55
The chart of Omega ratio for GLP, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.35
The chart of Calmar ratio for GLP, currently valued at 1.26, compared to the broader market0.002.004.006.001.262.65
The chart of Martin ratio for GLP, currently valued at 3.04, compared to the broader market-10.000.0010.0020.0030.003.0410.13
GLP
VUG

The current GLP Sharpe Ratio is 0.84, which is lower than the VUG Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of GLP and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.84
1.95
GLP
VUG

Dividends

GLP vs. VUG - Dividend Comparison

GLP's dividend yield for the trailing twelve months is around 5.41%, more than VUG's 0.46% yield.


TTM20242023202220212020201920182017201620152014
GLP
Global Partners LP
5.41%6.14%9.92%6.93%9.68%11.30%10.14%11.51%11.09%9.52%15.57%7.67%
VUG
Vanguard Growth ETF
0.46%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

GLP vs. VUG - Drawdown Comparison

The maximum GLP drawdown since its inception was -81.17%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for GLP and VUG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.36%
-2.73%
GLP
VUG

Volatility

GLP vs. VUG - Volatility Comparison

Global Partners LP (GLP) has a higher volatility of 13.63% compared to Vanguard Growth ETF (VUG) at 6.36%. This indicates that GLP's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
13.63%
6.36%
GLP
VUG
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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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