GRNB vs. STAG
Compare and contrast key facts about VanEck Vectors Green Bond ETF (GRNB) and STAG Industrial, Inc. (STAG).
GRNB is a passively managed fund by VanEck that tracks the performance of the S&P Green Bond Select Index. It was launched on Mar 3, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GRNB or STAG.
Key characteristics
| GRNB | STAG | |
|---|---|---|
| YTD Return | 3.95% | -2.12% |
| 1Y Return | 9.46% | 11.50% |
| 3Y Return (Ann) | -0.70% | -0.26% |
| 5Y Return (Ann) | 0.82% | 8.94% |
| Sharpe Ratio | 2.15 | 0.64 |
| Sortino Ratio | 3.31 | 1.08 |
| Omega Ratio | 1.40 | 1.12 |
| Calmar Ratio | 0.75 | 0.56 |
| Martin Ratio | 11.44 | 2.16 |
| Ulcer Index | 0.84% | 5.96% |
| Daily Std Dev | 4.48% | 19.97% |
| Max Drawdown | -18.07% | -45.08% |
| Current Drawdown | -4.27% | -12.74% |
Correlation
The correlation between GRNB and STAG is 0.19, 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
GRNB vs. STAG - Performance Comparison
In the year-to-date period, GRNB achieves a 3.95% return, which is significantly higher than STAG's -2.12% 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
GRNB vs. STAG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Green Bond ETF (GRNB) and STAG Industrial, Inc. (STAG). 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
GRNB vs. STAG - Dividend Comparison
GRNB's dividend yield for the trailing twelve months is around 3.71%, less than STAG's 3.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GRNB VanEck Vectors Green Bond ETF | 3.71% | 3.18% | 2.61% | 1.98% | 2.24% | 1.80% | 1.22% | 1.10% | 0.00% | 0.00% | 0.00% | 0.00% |
STAG STAG Industrial, Inc. | 3.98% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% | 5.27% | 5.89% |
Drawdowns
GRNB vs. STAG - Drawdown Comparison
The maximum GRNB drawdown since its inception was -18.07%, smaller than the maximum STAG drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for GRNB and STAG. For additional features, visit the drawdowns tool.
Volatility
GRNB vs. STAG - Volatility Comparison
The current volatility for VanEck Vectors Green Bond ETF (GRNB) is 1.04%, while STAG Industrial, Inc. (STAG) has a volatility of 6.89%. This indicates that GRNB experiences smaller price fluctuations and is considered to be less risky than STAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.