HSBC vs. VGT
Compare and contrast key facts about HSBC Holdings plc (HSBC) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HSBC or VGT.
Performance
HSBC vs. VGT - Performance Comparison
Returns By Period
In the year-to-date period, HSBC achieves a 23.35% return, which is significantly lower than VGT's 25.60% return. Over the past 10 years, HSBC has underperformed VGT with an annualized return of 4.79%, while VGT has yielded a comparatively higher 20.55% annualized return.
HSBC
23.35%
4.98%
7.49%
29.61%
9.38%
4.79%
VGT
25.60%
0.19%
12.45%
33.54%
22.06%
20.55%
Key characteristics
| HSBC | VGT | |
|---|---|---|
| Sharpe Ratio | 1.44 | 1.60 |
| Sortino Ratio | 1.77 | 2.12 |
| Omega Ratio | 1.27 | 1.29 |
| Calmar Ratio | 1.74 | 2.21 |
| Martin Ratio | 8.50 | 7.93 |
| Ulcer Index | 3.70% | 4.24% |
| Daily Std Dev | 21.89% | 21.03% |
| Max Drawdown | -74.47% | -54.63% |
| Current Drawdown | -0.87% | -3.33% |
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Correlation
The correlation between HSBC and VGT is 0.49, 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.
Risk-Adjusted Performance
HSBC vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC Holdings plc (HSBC) and Vanguard Information Technology ETF (VGT). 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
HSBC vs. VGT - Dividend Comparison
HSBC's dividend yield for the trailing twelve months is around 6.57%, more than VGT's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSBC HSBC Holdings plc | 6.57% | 6.54% | 4.33% | 3.65% | 0.00% | 6.52% | 6.20% | 4.94% | 6.35% | 6.33% | 5.19% | 4.35% |
VGT Vanguard Information Technology ETF | 0.62% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
HSBC vs. VGT - Drawdown Comparison
The maximum HSBC drawdown since its inception was -74.47%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for HSBC and VGT. For additional features, visit the drawdowns tool.
Volatility
HSBC vs. VGT - Volatility Comparison
HSBC Holdings plc (HSBC) and Vanguard Information Technology ETF (VGT) have volatilities of 6.80% and 6.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.