HESAY vs. VUSA.AS
Compare and contrast key facts about Hermes International SA (HESAY) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. 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: HESAY or VUSA.AS.
Key characteristics
| HESAY | VUSA.AS | |
|---|---|---|
| YTD Return | 1.49% | 18.85% |
| 1Y Return | 7.52% | 21.86% |
| 3Y Return (Ann) | 13.29% | 11.58% |
| 5Y Return (Ann) | 25.52% | 14.51% |
| 10Y Return (Ann) | 22.98% | 14.14% |
| Sharpe Ratio | 0.36 | 2.05 |
| Daily Std Dev | 25.53% | 11.71% |
| Max Drawdown | -45.94% | -33.64% |
| Current Drawdown | -17.96% | -2.02% |
Correlation
The correlation between HESAY and VUSA.AS 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
HESAY vs. VUSA.AS - Performance Comparison
In the year-to-date period, HESAY achieves a 1.49% return, which is significantly lower than VUSA.AS's 18.85% return. Over the past 10 years, HESAY has outperformed VUSA.AS with an annualized return of 22.98%, while VUSA.AS has yielded a comparatively lower 14.14% 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
HESAY vs. VUSA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hermes International SA (HESAY) and Vanguard S&P 500 UCITS ETF (VUSA.AS). 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
HESAY vs. VUSA.AS - Dividend Comparison
HESAY's dividend yield for the trailing twelve months is around 1.27%, more than VUSA.AS's 1.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HESAY Hermes International SA | 1.27% | 0.65% | 0.58% | 0.31% | 0.82% | 0.69% | 0.90% | 0.76% | 0.90% | 2.60% | 1.01% | 0.90% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 1.07% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
HESAY vs. VUSA.AS - Drawdown Comparison
The maximum HESAY drawdown since its inception was -45.94%, which is greater than VUSA.AS's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for HESAY and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
HESAY vs. VUSA.AS - Volatility Comparison
Hermes International SA (HESAY) has a higher volatility of 8.88% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 4.28%. This indicates that HESAY's price experiences larger fluctuations and is considered to be riskier than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.