ISRG vs. VUAA.L
ISRG (Intuitive Surgical, Inc.) is a stock, while VUAA.L (Vanguard S&P 500 UCITS ETF USD Accumulation) is S&P 500 fund tracking the S&P 500 Net Total Return. Over the past 5 years, ISRG returned 7.37%/yr vs 13.22%/yr for VUAA.L. At a 0.39 correlation, their price movements are largely independent.
Performance
ISRG vs. VUAA.L - Performance Comparison
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Returns By Period
In the year-to-date period, ISRG achieves a -27.42% return, which is significantly lower than VUAA.L's 8.41% return.
ISRG
- 1D
- -0.45%
- 1M
- -3.97%
- YTD
- -27.42%
- 6M
- -24.20%
- 1Y
- -19.74%
- 3Y*
- 9.23%
- 5Y*
- 7.37%
- 10Y*
- 19.09%
VUAA.L
- 1D
- 2.02%
- 1M
- -0.83%
- YTD
- 8.41%
- 6M
- 9.69%
- 1Y
- 24.92%
- 3Y*
- 20.75%
- 5Y*
- 13.22%
- 10Y*
- —
ISRG vs. VUAA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ISRG Intuitive Surgical, Inc. | -27.42% | 8.51% | 54.72% | 27.14% | -26.15% | 31.76% | 38.39% | 23.48% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | 8.41% | 17.37% | 25.27% | 26.68% | -18.63% | 29.34% | 20.33% | 14.82% |
Correlation
The correlation between ISRG and VUAA.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since May 14, 2019 | 0.39 |
The correlation between ISRG and VUAA.L shifts across timeframes, from 0.22 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ISRG vs. VUAA.L — Risk / Return Rank
ISRG
VUAA.L
ISRG vs. VUAA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Intuitive Surgical, Inc. (ISRG) and Vanguard S&P 500 UCITS ETF USD Accumulation (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ISRG | VUAA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.69 | ||
| Sortino ratioReturn per unit of downside risk | -3.87 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.37 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | 2.99 | -3.61 |
| Martin ratioReturn relative to average drawdown | -1.24 | 12.46 | -13.70 |
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Drawdowns
ISRG vs. VUAA.L - Drawdown Comparison
The maximum ISRG drawdown since its inception was -82.26%, 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 ISRG and VUAA.L.
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Drawdown Indicators
| ISRG | VUAA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.26% | -34.05% | -48.21% |
Max Drawdown (1Y)Largest decline over 1 year | -32.14% | -8.18% | -23.96% |
Max Drawdown (3Y)Largest decline over 3 years | -34.10% | -18.39% | -15.71% |
Max Drawdown (5Y)Largest decline over 5 years | -49.90% | -24.36% | -25.54% |
Max Drawdown (10Y)Largest decline over 10 years | -49.90% | — | — |
Current DrawdownCurrent decline from peak | -32.66% | -2.26% | -30.40% |
Average DrawdownAverage peak-to-trough decline | -21.28% | -4.99% | -16.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.00% | 1.97% | +14.03% |
Volatility
ISRG vs. VUAA.L - Volatility Comparison
Intuitive Surgical, Inc. (ISRG) has a higher volatility of 9.70% compared to Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) at 3.99%. This indicates that ISRG'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.
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Volatility by Period
| ISRG | VUAA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.70% | 3.99% | +5.71% |
Volatility (6M)Calculated over the trailing 6-month period | 20.72% | 9.03% | +11.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.69% | 12.03% | +18.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.19% | 16.05% | +17.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.40% | 17.81% | +14.59% |
Dividends
ISRG vs. VUAA.L - Dividend Comparison
Neither ISRG nor VUAA.L has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ISRG Intuitive Surgical, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.63% |
Frequently Asked Questions
ISRG and VUAA.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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