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HHPD.L vs. VIGAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HHPD.L vs. VIGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hon Hai Precision Industry Co Ltd ADR (HHPD.L) and Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HHPD.L achieves a 28.94% return, which is significantly higher than VIGAX's 9.74% return. Over the past 10 years, HHPD.L has underperformed VIGAX with an annualized return of 16.72%, while VIGAX has yielded a comparatively higher 18.24% annualized return.


HHPD.L

1D
-4.57%
1M
16.63%
YTD
28.94%
6M
25.33%
1Y
87.18%
3Y*
44.42%
5Y*
22.18%
10Y*
16.72%

VIGAX

1D
0.25%
1M
3.69%
YTD
9.74%
6M
8.45%
1Y
28.58%
3Y*
26.07%
5Y*
15.15%
10Y*
18.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HHPD.L vs. VIGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HHPD.L
Hon Hai Precision Industry Co Ltd ADR
28.94%34.22%70.81%9.16%-9.42%16.28%10.14%36.27%-38.72%28.21%
VIGAX
Vanguard Growth Index Fund Admiral Shares
9.74%19.43%32.67%46.76%-33.14%27.26%40.18%37.23%-3.35%27.80%

Correlation

The correlation between HHPD.L and VIGAX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since May 1, 2001

0.22

The correlation between HHPD.L and VIGAX shifts across timeframes, from 0.22 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HHPD.L vs. VIGAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HHPD.L
HHPD.L Risk / Return Rank: 8484
Overall Rank
HHPD.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
HHPD.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
HHPD.L Omega Ratio Rank: 8585
Omega Ratio Rank
HHPD.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
HHPD.L Martin Ratio Rank: 8080
Martin Ratio Rank

VIGAX
VIGAX Risk / Return Rank: 3232
Overall Rank
VIGAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
VIGAX Sortino Ratio Rank: 3535
Sortino Ratio Rank
VIGAX Omega Ratio Rank: 3636
Omega Ratio Rank
VIGAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VIGAX Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HHPD.L vs. VIGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hon Hai Precision Industry Co Ltd ADR (HHPD.L) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.


HHPD.LVIGAXDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.35

1.30

+0.05

Calmar ratioReturn relative to maximum drawdown

2.73

1.68

+1.05

Martin ratioReturn relative to average drawdown

6.53

5.92

+0.61

HHPD.L vs. VIGAX - Sharpe Ratio Comparison

The current HHPD.L Sharpe Ratio is 2.20, which is comparable to the VIGAX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of HHPD.L and VIGAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HHPD.LVIGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

1.75

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.68

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.85

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.48

-0.18

Drawdowns

HHPD.L vs. VIGAX - Drawdown Comparison

The maximum HHPD.L drawdown since its inception was -77.88%, which is greater than VIGAX's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for HHPD.L and VIGAX.


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Drawdown Indicators


HHPD.LVIGAXDifference

Max Drawdown

Largest peak-to-trough decline

-77.88%

-50.66%

-27.22%

Max Drawdown (1Y)

Largest decline over 1 year

-31.07%

-16.51%

-14.56%

Max Drawdown (3Y)

Largest decline over 3 years

-53.37%

-23.04%

-30.33%

Max Drawdown (5Y)

Largest decline over 5 years

-53.37%

-35.63%

-17.74%

Max Drawdown (10Y)

Largest decline over 10 years

-54.98%

-35.63%

-19.35%

Current Drawdown

Current decline from peak

-5.05%

-1.26%

-3.79%

Average Drawdown

Average peak-to-trough decline

-23.04%

-11.96%

-11.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.02%

4.69%

+8.33%

Volatility

HHPD.L vs. VIGAX - Volatility Comparison

Hon Hai Precision Industry Co Ltd ADR (HHPD.L) has a higher volatility of 14.73% compared to Vanguard Growth Index Fund Admiral Shares (VIGAX) at 3.89%. This indicates that HHPD.L's price experiences larger fluctuations and is considered to be riskier than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HHPD.LVIGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.73%

3.89%

+10.84%

Volatility (6M)

Calculated over the trailing 6-month period

28.58%

12.16%

+16.42%

Volatility (1Y)

Calculated over the trailing 1-year period

38.60%

15.91%

+22.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.76%

22.34%

+13.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.65%

21.58%

+13.07%

Dividends

HHPD.L vs. VIGAX - Dividend Comparison

HHPD.L's dividend yield for the trailing twelve months is around 1.47%, more than VIGAX's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
HHPD.L
Hon Hai Precision Industry Co Ltd ADR
1.47%1.89%5.04%3.46%3.78%2.78%3.15%2.95%5.13%3.44%3.96%3.40%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.36%0.40%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%

Frequently Asked Questions


HHPD.L and VIGAX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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