HE vs. VT
Compare and contrast key facts about Hawaiian Electric Industries, Inc. (HE) and Vanguard Total World Stock ETF (VT).
VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Performance
HE vs. VT - Performance Comparison
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HE vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HE Hawaiian Electric Industries, Inc. | 20.65% | 26.41% | -31.43% | -64.58% | 4.31% | 21.27% | -21.90% | 31.91% | 4.97% | 13.42% |
VT Vanguard Total World Stock ETF | -1.71% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Returns By Period
In the year-to-date period, HE achieves a 20.65% return, which is significantly higher than VT's -1.71% return. Over the past 10 years, HE has underperformed VT with an annualized return of -5.04%, while VT has yielded a comparatively higher 11.53% annualized return.
HE
- 1D
- 0.61%
- 1M
- -4.20%
- YTD
- 20.65%
- 6M
- 34.42%
- 1Y
- 35.53%
- 3Y*
- -26.31%
- 5Y*
- -18.14%
- 10Y*
- -5.04%
VT
- 1D
- 3.08%
- 1M
- -6.22%
- YTD
- -1.71%
- 6M
- 1.42%
- 1Y
- 21.53%
- 3Y*
- 16.86%
- 5Y*
- 9.22%
- 10Y*
- 11.53%
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Return for Risk
HE vs. VT — Risk / Return Rank
HE
VT
HE vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hawaiian Electric Industries, Inc. (HE) and Vanguard Total World Stock ETF (VT). 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.
| HE | VT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.25 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.84 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.27 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 1.83 | +0.06 |
Martin ratioReturn relative to average drawdown | 4.14 | 8.51 | -4.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HE | VT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.25 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | 0.58 | -0.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.12 | 0.67 | -0.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.40 | -0.20 |
Correlation
The correlation between HE and VT is 0.38, 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.
Dividends
HE vs. VT - Dividend Comparison
HE has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.82%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HE Hawaiian Electric Industries, Inc. | 0.00% | 0.00% | 0.00% | 7.61% | 3.35% | 3.28% | 3.73% | 2.73% | 3.39% | 3.43% | 3.75% | 4.28% |
VT Vanguard Total World Stock ETF | 1.82% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Drawdowns
HE vs. VT - Drawdown Comparison
The maximum HE drawdown since its inception was -83.34%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for HE and VT.
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Drawdown Indicators
| HE | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.34% | -50.27% | -33.07% |
Max Drawdown (1Y)Largest decline over 1 year | -17.68% | -11.84% | -5.84% |
Max Drawdown (5Y)Largest decline over 5 years | -81.39% | -26.38% | -55.01% |
Max Drawdown (10Y)Largest decline over 10 years | -83.34% | -34.24% | -49.10% |
Current DrawdownCurrent decline from peak | -68.06% | -6.89% | -61.17% |
Average DrawdownAverage peak-to-trough decline | -13.94% | -7.08% | -6.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.08% | 2.55% | +5.53% |
Volatility
HE vs. VT - Volatility Comparison
Hawaiian Electric Industries, Inc. (HE) has a higher volatility of 8.28% compared to Vanguard Total World Stock ETF (VT) at 6.33%. This indicates that HE's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HE | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.28% | 6.33% | +1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 25.45% | 9.95% | +15.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.25% | 17.24% | +17.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.26% | 15.98% | +37.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.67% | 17.20% | +24.47% |