HIVE vs. VUSA.AS
Compare and contrast key facts about HIVE Blockchain Technologies Ltd (HIVE) 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: HIVE or VUSA.AS.
Key characteristics
| HIVE | VUSA.AS | |
|---|---|---|
| YTD Return | 15.67% | 32.39% |
| 1Y Return | 83.86% | 38.50% |
| 3Y Return (Ann) | -37.75% | 12.52% |
| 5Y Return (Ann) | 54.47% | 16.22% |
| Sharpe Ratio | 0.72 | 3.19 |
| Sortino Ratio | 1.60 | 4.29 |
| Omega Ratio | 1.18 | 1.66 |
| Calmar Ratio | 0.74 | 4.59 |
| Martin Ratio | 1.64 | 20.53 |
| Ulcer Index | 40.98% | 1.86% |
| Daily Std Dev | 93.70% | 11.89% |
| Max Drawdown | -97.73% | -33.64% |
| Current Drawdown | -80.48% | 0.00% |
Correlation
The correlation between HIVE and VUSA.AS is 0.23, 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.
Performance
HIVE vs. VUSA.AS - Performance Comparison
In the year-to-date period, HIVE achieves a 15.67% return, which is significantly lower than VUSA.AS's 32.39% 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
HIVE vs. VUSA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HIVE Blockchain Technologies Ltd (HIVE) 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
HIVE vs. VUSA.AS - Dividend Comparison
HIVE has not paid dividends to shareholders, while VUSA.AS's dividend yield for the trailing twelve months is around 0.96%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HIVE HIVE Blockchain Technologies Ltd | 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.AS Vanguard S&P 500 UCITS ETF | 0.96% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
HIVE vs. VUSA.AS - Drawdown Comparison
The maximum HIVE drawdown since its inception was -97.73%, 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 HIVE and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
HIVE vs. VUSA.AS - Volatility Comparison
HIVE Blockchain Technologies Ltd (HIVE) has a higher volatility of 33.50% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.54%. This indicates that HIVE'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.