IHC.L vs. VUAA.L
Compare and contrast key facts about Inspiration Healthcare Group plc (IHC.L) and Vanguard S&P 500 UCITS ETF (VUAA.L).
VUAA.L is a passively managed fund by Vanguard Group (Ireland) Limited that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IHC.L or VUAA.L.
Key characteristics
| IHC.L | VUAA.L | |
|---|---|---|
| YTD Return | -56.87% | 26.27% |
| 1Y Return | -56.64% | 37.24% |
| 3Y Return (Ann) | -48.90% | 9.97% |
| 5Y Return (Ann) | -23.07% | 15.65% |
| Sharpe Ratio | -0.70 | 2.99 |
| Sortino Ratio | -0.66 | 4.13 |
| Omega Ratio | 0.83 | 1.57 |
| Calmar Ratio | -0.57 | 4.46 |
| Martin Ratio | -1.13 | 19.26 |
| Ulcer Index | 49.93% | 1.79% |
| Daily Std Dev | 80.91% | 11.67% |
| Max Drawdown | -99.18% | -34.05% |
| Current Drawdown | -99.11% | -0.35% |
Correlation
The correlation between IHC.L and VUAA.L is 0.16, 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
IHC.L vs. VUAA.L - Performance Comparison
In the year-to-date period, IHC.L achieves a -56.87% return, which is significantly lower than VUAA.L's 26.27% 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
IHC.L vs. VUAA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Inspiration Healthcare Group plc (IHC.L) and Vanguard S&P 500 UCITS ETF (VUAA.L). 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
IHC.L vs. VUAA.L - Dividend Comparison
IHC.L's dividend yield for the trailing twelve months is around 1.22%, while VUAA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
IHC.L Inspiration Healthcare Group plc | 1.22% | 1.55% | 1.05% | 0.49% | 0.25% |
VUAA.L Vanguard S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IHC.L vs. VUAA.L - Drawdown Comparison
The maximum IHC.L drawdown since its inception was -99.18%, which is greater than VUAA.L's maximum drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for IHC.L and VUAA.L. For additional features, visit the drawdowns tool.
Volatility
IHC.L vs. VUAA.L - Volatility Comparison
Inspiration Healthcare Group plc (IHC.L) has a higher volatility of 8.23% compared to Vanguard S&P 500 UCITS ETF (VUAA.L) at 3.79%. This indicates that IHC.L's price experiences larger fluctuations and is considered to be riskier than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.