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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HE or VT.
Key characteristics
| HE | VT | |
|---|---|---|
| YTD Return | -30.58% | 3.96% |
| 1Y Return | -73.91% | 16.83% |
| 3Y Return (Ann) | -36.82% | 3.90% |
| 5Y Return (Ann) | -22.39% | 9.59% |
| 10Y Return (Ann) | -4.84% | 8.28% |
| Sharpe Ratio | -0.88 | 1.44 |
| Daily Std Dev | 84.10% | 11.60% |
| Max Drawdown | -79.51% | -50.27% |
| Current Drawdown | -78.80% | -3.58% |
Correlation
The correlation between HE and VT is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
HE vs. VT - Performance Comparison
In the year-to-date period, HE achieves a -30.58% return, which is significantly lower than VT's 3.96% return. Over the past 10 years, HE has underperformed VT with an annualized return of -4.84%, while VT has yielded a comparatively higher 8.28% 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
HE vs. VT - Risk-Adjusted Performance 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.
Dividends
HE vs. VT - Dividend Comparison
HE's dividend yield for the trailing twelve months is around 7.31%, more than VT's 2.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HE Hawaiian Electric Industries, Inc. | 7.31% | 7.61% | 3.35% | 3.28% | 3.73% | 2.73% | 3.39% | 3.43% | 3.75% | 4.28% | 3.70% | 4.76% |
VT Vanguard Total World Stock ETF | 2.14% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
HE vs. VT - Drawdown Comparison
The maximum HE drawdown since its inception was -79.51%, 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. For additional features, visit the drawdowns tool.
Volatility
HE vs. VT - Volatility Comparison
Hawaiian Electric Industries, Inc. (HE) has a higher volatility of 16.79% compared to Vanguard Total World Stock ETF (VT) at 3.72%. 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.