HOEGF vs. VUAA.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Höegh Autoliners ASA (HOEGF) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE).

VUAA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019.

Performance

HOEGF vs. VUAA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Höegh Autoliners ASA (HOEGF) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). The values are adjusted to include any dividend payments, if applicable.

HOEGF vs. VUAA.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
HOEGF Höegh Autoliners ASA	47.15%	21.46%	63.48%	152.27%	99.45%	-3.23%
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF	-4.23%	18.18%	24.76%	26.39%	-19.02%	3.40%

Different Trading Currencies

HOEGF is traded in USD, while VUAA.DE is traded in EUR. To make them comparable, the VUAA.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HOEGF achieves a 47.15% return, which is significantly higher than VUAA.DE's -4.23% return.

HOEGF

• 1D: 0.00%
• 1M: -0.60%
• YTD: 47.15%
• 6M: 30.97%
• 1Y: 116.73%
• 3Y*: 76.00%
• 5Y*: —
• 10Y*: —

VUAA.DE

• 1D: 2.11%
• 1M: -3.89%
• YTD: -4.23%
• 6M: -1.09%
• 1Y: 18.41%
• 3Y*: 18.71%
• 5Y*: 11.75%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

HOEGF vs. VUAA.DE — Risk / Return Rank

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

HOEGF

HOEGF Risk / Return Rank: 90
HOEGF Sharpe Ratio Rank: 94
HOEGF Sortino Ratio Rank: 91
HOEGF Omega Ratio Rank: 92
HOEGF Calmar Ratio Rank: 88
HOEGF Martin Ratio Rank: 85

VUAA.DE

VUAA.DE Risk / Return Rank: 36
VUAA.DE Sharpe Ratio Rank: 30
VUAA.DE Sortino Ratio Rank: 29
VUAA.DE Omega Ratio Rank: 31
VUAA.DE Calmar Ratio Rank: 45
VUAA.DE Martin Ratio Rank: 45

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.

HOEGF vs. VUAA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Höegh Autoliners ASA (HOEGF) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). 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.

	HOEGF	VUAA.DE	Difference
Sharpe ratio Return per unit of total volatility	2.51	1.09	+1.42
Sortino ratio Return per unit of downside risk	3.00	1.59	+1.41
Omega ratio Gain probability vs. loss probability	1.45	1.23	+0.22
Calmar ratio Return relative to maximum drawdown	3.61	1.92	+1.69
Martin ratio Return relative to average drawdown	8.45	8.26	+0.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HOEGF vs. VUAA.DE - Sharpe Ratio Comparison

The current HOEGF Sharpe Ratio is 2.51, which is higher than the VUAA.DE Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of HOEGF and VUAA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HOEGF	VUAA.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.51	1.09	+1.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.69	0.71	+0.98

Correlation

The correlation between HOEGF and VUAA.DE is 0.03, 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

HOEGF vs. VUAA.DE - Dividend Comparison

HOEGF's dividend yield for the trailing twelve months is around 5.83%, while VUAA.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022
HOEGF Höegh Autoliners ASA	5.83%	18.43%	44.08%	13.80%	2.39%
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

HOEGF vs. VUAA.DE - Drawdown Comparison

The maximum HOEGF drawdown since its inception was -41.98%, which is greater than VUAA.DE's maximum drawdown of -34.15%. Use the drawdown chart below to compare losses from any high point for HOEGF and VUAA.DE.

Drawdown Indicators

	HOEGF	VUAA.DE	Difference
Max Drawdown Largest peak-to-trough decline	-41.98%	-33.67%	-8.31%
Max Drawdown (1Y) Largest decline over 1 year	-30.63%	-13.45%	-17.18%
Max Drawdown (5Y) Largest decline over 5 years	—	-23.33%	—
Current Drawdown Current decline from peak	-0.94%	-5.19%	+4.25%
Average Drawdown Average peak-to-trough decline	-8.26%	-5.18%	-3.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.08%	2.31%	+10.77%

Volatility

HOEGF vs. VUAA.DE - Volatility Comparison

Höegh Autoliners ASA (HOEGF) has a higher volatility of 17.94% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 4.45%. This indicates that HOEGF's price experiences larger fluctuations and is considered to be riskier than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HOEGF	VUAA.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.94%	4.45%	+13.49%
Volatility (6M) Calculated over the trailing 6-month period	29.67%	8.77%	+20.90%
Volatility (1Y) Calculated over the trailing 1-year period	46.90%	16.89%	+30.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.46%	15.90%	+34.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.46%	18.54%	+31.92%