LINK-USD vs. VWOB
Compare and contrast key facts about ChainLink (LINK-USD) and Vanguard Emerging Markets Government Bond ETF (VWOB).
VWOB is a passively managed fund by Vanguard that tracks the performance of the Barclays USD Emerging Markets Government RIC Capped Index. It was launched on May 31, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LINK-USD or VWOB.
Performance
LINK-USD vs. VWOB - Performance Comparison
Returns By Period
In the year-to-date period, LINK-USD achieves a 10.61% return, which is significantly higher than VWOB's 6.09% return.
LINK-USD
10.61%
46.99%
-4.15%
14.79%
49.11%
N/A
VWOB
6.09%
0.41%
4.76%
12.19%
0.68%
2.78%
Key characteristics
| LINK-USD | VWOB | |
|---|---|---|
| Sharpe Ratio | -0.27 | 1.72 |
| Sortino Ratio | 0.14 | 2.52 |
| Omega Ratio | 1.01 | 1.31 |
| Calmar Ratio | 0.04 | 0.78 |
| Martin Ratio | -0.64 | 8.63 |
| Ulcer Index | 34.45% | 1.41% |
| Daily Std Dev | 65.69% | 7.08% |
| Max Drawdown | -90.17% | -26.97% |
| Current Drawdown | -68.27% | -5.11% |
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Correlation
The correlation between LINK-USD and VWOB is 0.12, 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.
Risk-Adjusted Performance
LINK-USD vs. VWOB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ChainLink (LINK-USD) and Vanguard Emerging Markets Government Bond ETF (VWOB). 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.
Drawdowns
LINK-USD vs. VWOB - Drawdown Comparison
The maximum LINK-USD drawdown since its inception was -90.17%, which is greater than VWOB's maximum drawdown of -26.97%. Use the drawdown chart below to compare losses from any high point for LINK-USD and VWOB. For additional features, visit the drawdowns tool.
Volatility
LINK-USD vs. VWOB - Volatility Comparison
ChainLink (LINK-USD) has a higher volatility of 29.37% compared to Vanguard Emerging Markets Government Bond ETF (VWOB) at 1.78%. This indicates that LINK-USD's price experiences larger fluctuations and is considered to be riskier than VWOB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.