ITOCY vs. VUSA.L
Compare and contrast key facts about Itochu Corp ADR (ITOCY) and Vanguard S&P 500 UCITS ETF (VUSA.L).
VUSA.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. 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: ITOCY or VUSA.L.
Key characteristics
| ITOCY | VUSA.L | |
|---|---|---|
| YTD Return | 26.98% | 25.36% |
| 1Y Return | 33.02% | 31.74% |
| 3Y Return (Ann) | 20.42% | 11.86% |
| 5Y Return (Ann) | 19.26% | 16.05% |
| 10Y Return (Ann) | 19.18% | 15.83% |
| Sharpe Ratio | 1.24 | 2.81 |
| Sortino Ratio | 1.85 | 3.98 |
| Omega Ratio | 1.23 | 1.55 |
| Calmar Ratio | 2.12 | 4.99 |
| Martin Ratio | 6.80 | 19.66 |
| Ulcer Index | 5.07% | 1.59% |
| Daily Std Dev | 27.75% | 11.11% |
| Max Drawdown | -68.20% | -25.47% |
| Current Drawdown | -7.09% | 0.00% |
Correlation
The correlation between ITOCY and VUSA.L is 0.32, 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
ITOCY vs. VUSA.L - Performance Comparison
In the year-to-date period, ITOCY achieves a 26.98% return, which is significantly higher than VUSA.L's 25.36% return. Over the past 10 years, ITOCY has outperformed VUSA.L with an annualized return of 19.18%, while VUSA.L has yielded a comparatively lower 15.83% annualized 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
ITOCY vs. VUSA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Itochu Corp ADR (ITOCY) and Vanguard S&P 500 UCITS ETF (VUSA.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
ITOCY vs. VUSA.L - Dividend Comparison
ITOCY has not paid dividends to shareholders, while VUSA.L's dividend yield for the trailing twelve months is around 0.74%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOCY Itochu Corp ADR | 0.00% | 0.00% | 0.00% | 2.65% | 2.83% | 3.53% | 3.93% | 2.83% | 3.68% | 3.30% | 4.09% | 3.26% |
VUSA.L Vanguard S&P 500 UCITS ETF | 0.74% | 1.25% | 1.41% | 1.05% | 1.46% | 1.48% | 1.70% | 1.60% | 1.55% | 1.73% | 1.50% | 1.62% |
Drawdowns
ITOCY vs. VUSA.L - Drawdown Comparison
The maximum ITOCY drawdown since its inception was -68.20%, which is greater than VUSA.L's maximum drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for ITOCY and VUSA.L. For additional features, visit the drawdowns tool.
Volatility
ITOCY vs. VUSA.L - Volatility Comparison
Itochu Corp ADR (ITOCY) has a higher volatility of 6.99% compared to Vanguard S&P 500 UCITS ETF (VUSA.L) at 3.38%. This indicates that ITOCY's price experiences larger fluctuations and is considered to be riskier than VUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.