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LGUG.L vs. VNRG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LGUG.LVNRG.L
YTD Return14.45%13.99%
1Y Return21.13%20.53%
3Y Return (Ann)10.53%10.31%
5Y Return (Ann)16.47%13.40%
Sharpe Ratio1.761.74
Daily Std Dev11.67%11.47%
Max Drawdown-24.75%-26.12%
Current Drawdown-2.08%-1.81%

Correlation

-0.50.00.51.00.8

The correlation between LGUG.L and VNRG.L is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

LGUG.L vs. VNRG.L - Performance Comparison

The year-to-date returns for both stocks are quite close, with LGUG.L having a 14.45% return and VNRG.L slightly lower at 13.99%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
9.14%
8.92%
LGUG.L
VNRG.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LGUG.L vs. VNRG.L - Expense Ratio Comparison

LGUG.L has a 0.05% expense ratio, which is lower than VNRG.L's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VNRG.L
Vanguard FTSE North America UCITS ETF (USD) Accumulating
Expense ratio chart for VNRG.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for LGUG.L: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

LGUG.L vs. VNRG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G US Equity UCITS ETF (LGUG.L) and Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRG.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.


LGUG.L
Sharpe ratio
The chart of Sharpe ratio for LGUG.L, currently valued at 2.17, compared to the broader market0.002.004.002.17
Sortino ratio
The chart of Sortino ratio for LGUG.L, currently valued at 2.96, compared to the broader market-2.000.002.004.006.008.0010.0012.002.96
Omega ratio
The chart of Omega ratio for LGUG.L, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.39
Calmar ratio
The chart of Calmar ratio for LGUG.L, currently valued at 2.28, compared to the broader market0.005.0010.0015.002.28
Martin ratio
The chart of Martin ratio for LGUG.L, currently valued at 12.37, compared to the broader market0.0020.0040.0060.0080.00100.0012.37
VNRG.L
Sharpe ratio
The chart of Sharpe ratio for VNRG.L, currently valued at 2.17, compared to the broader market0.002.004.002.17
Sortino ratio
The chart of Sortino ratio for VNRG.L, currently valued at 2.96, compared to the broader market-2.000.002.004.006.008.0010.0012.002.96
Omega ratio
The chart of Omega ratio for VNRG.L, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.39
Calmar ratio
The chart of Calmar ratio for VNRG.L, currently valued at 2.19, compared to the broader market0.005.0010.0015.002.19
Martin ratio
The chart of Martin ratio for VNRG.L, currently valued at 12.50, compared to the broader market0.0020.0040.0060.0080.00100.0012.50

LGUG.L vs. VNRG.L - Sharpe Ratio Comparison

The current LGUG.L Sharpe Ratio is 1.76, which roughly equals the VNRG.L Sharpe Ratio of 1.74. The chart below compares the 12-month rolling Sharpe Ratio of LGUG.L and VNRG.L.


Rolling 12-month Sharpe Ratio1.502.002.503.00AprilMayJuneJulyAugustSeptember
2.17
2.17
LGUG.L
VNRG.L

Dividends

LGUG.L vs. VNRG.L - Dividend Comparison

Neither LGUG.L nor VNRG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LGUG.L vs. VNRG.L - Drawdown Comparison

The maximum LGUG.L drawdown since its inception was -24.75%, smaller than the maximum VNRG.L drawdown of -26.12%. Use the drawdown chart below to compare losses from any high point for LGUG.L and VNRG.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.07%
-1.06%
LGUG.L
VNRG.L

Volatility

LGUG.L vs. VNRG.L - Volatility Comparison

L&G US Equity UCITS ETF (LGUG.L) and Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRG.L) have volatilities of 4.42% and 4.49%, 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.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
4.42%
4.49%
LGUG.L
VNRG.L