HALO vs. VUSA.L
Compare and contrast key facts about Halozyme Therapeutics, Inc. (HALO) 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: HALO or VUSA.L.
Performance
HALO vs. VUSA.L - Performance Comparison
Returns By Period
In the year-to-date period, HALO achieves a 15.18% return, which is significantly lower than VUSA.L's 25.37% return. Over the past 10 years, HALO has outperformed VUSA.L with an annualized return of 17.51%, while VUSA.L has yielded a comparatively lower 15.71% annualized return.
HALO
15.18%
-19.08%
-5.34%
6.61%
17.46%
17.51%
VUSA.L
25.37%
4.01%
11.78%
30.17%
15.97%
15.71%
Key characteristics
| HALO | VUSA.L | |
|---|---|---|
| Sharpe Ratio | 0.19 | 2.69 |
| Sortino Ratio | 0.54 | 3.80 |
| Omega Ratio | 1.08 | 1.52 |
| Calmar Ratio | 0.18 | 4.79 |
| Martin Ratio | 0.77 | 18.85 |
| Ulcer Index | 9.99% | 1.60% |
| Daily Std Dev | 41.55% | 11.17% |
| Max Drawdown | -74.26% | -25.47% |
| Current Drawdown | -33.92% | -0.95% |
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Correlation
The correlation between HALO and VUSA.L is 0.26, 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.
Risk-Adjusted Performance
HALO vs. VUSA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Halozyme Therapeutics, Inc. (HALO) 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
HALO vs. VUSA.L - Dividend Comparison
HALO has not paid dividends to shareholders, while VUSA.L's dividend yield for the trailing twelve months is around 0.74%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HALO Halozyme Therapeutics, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
HALO vs. VUSA.L - Drawdown Comparison
The maximum HALO drawdown since its inception was -74.26%, 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 HALO and VUSA.L. For additional features, visit the drawdowns tool.
Volatility
HALO vs. VUSA.L - Volatility Comparison
Halozyme Therapeutics, Inc. (HALO) has a higher volatility of 24.62% compared to Vanguard S&P 500 UCITS ETF (VUSA.L) at 3.73%. This indicates that HALO'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.