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MIDD vs. VUKE.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MIDD and VUKE.L is 0.37, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

MIDD vs. VUKE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Middleby Corporation (MIDD) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
270.40%
108.30%
MIDD
VUKE.L

Key characteristics

Sharpe Ratio

MIDD:

-0.30

VUKE.L:

0.56

Sortino Ratio

MIDD:

-0.22

VUKE.L:

0.81

Omega Ratio

MIDD:

0.97

VUKE.L:

1.12

Calmar Ratio

MIDD:

-0.28

VUKE.L:

0.57

Martin Ratio

MIDD:

-1.19

VUKE.L:

2.80

Ulcer Index

MIDD:

9.41%

VUKE.L:

2.61%

Daily Std Dev

MIDD:

37.36%

VUKE.L:

12.91%

Max Drawdown

MIDD:

-77.58%

VUKE.L:

-34.27%

Current Drawdown

MIDD:

-36.43%

VUKE.L:

-5.64%

Returns By Period

In the year-to-date period, MIDD achieves a -6.30% return, which is significantly lower than VUKE.L's 2.97% return. Over the past 10 years, MIDD has underperformed VUKE.L with an annualized return of 2.01%, while VUKE.L has yielded a comparatively higher 5.50% annualized return.


MIDD

YTD

-6.30%

1M

-18.07%

6M

-9.16%

1Y

-10.00%

5Y*

19.73%

10Y*

2.01%

VUKE.L

YTD

2.97%

1M

-4.30%

6M

1.11%

1Y

9.29%

5Y*

11.26%

10Y*

5.50%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

MIDD vs. VUKE.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MIDD
The Risk-Adjusted Performance Rank of MIDD is 3333
Overall Rank
The Sharpe Ratio Rank of MIDD is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of MIDD is 3333
Sortino Ratio Rank
The Omega Ratio Rank of MIDD is 3434
Omega Ratio Rank
The Calmar Ratio Rank of MIDD is 3737
Calmar Ratio Rank
The Martin Ratio Rank of MIDD is 2424
Martin Ratio Rank

VUKE.L
The Risk-Adjusted Performance Rank of VUKE.L is 7070
Overall Rank
The Sharpe Ratio Rank of VUKE.L is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of VUKE.L is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VUKE.L is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VUKE.L is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VUKE.L is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MIDD vs. VUKE.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Middleby Corporation (MIDD) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.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.


Sharpe ratio
The chart of Sharpe ratio for MIDD, currently valued at -0.28, compared to the broader market-2.00-1.000.001.002.003.00
MIDD: -0.28
VUKE.L: 0.81
The chart of Sortino ratio for MIDD, currently valued at -0.18, compared to the broader market-6.00-4.00-2.000.002.004.00
MIDD: -0.18
VUKE.L: 1.13
The chart of Omega ratio for MIDD, currently valued at 0.98, compared to the broader market0.501.001.502.00
MIDD: 0.98
VUKE.L: 1.17
The chart of Calmar ratio for MIDD, currently valued at -0.26, compared to the broader market0.001.002.003.004.00
MIDD: -0.26
VUKE.L: 0.97
The chart of Martin ratio for MIDD, currently valued at -1.17, compared to the broader market-5.000.005.0010.0015.0020.00
MIDD: -1.17
VUKE.L: 3.24

The current MIDD Sharpe Ratio is -0.30, which is lower than the VUKE.L Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of MIDD and VUKE.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.28
0.81
MIDD
VUKE.L

Dividends

MIDD vs. VUKE.L - Dividend Comparison

MIDD has not paid dividends to shareholders, while VUKE.L's dividend yield for the trailing twelve months is around 4.04%.


TTM20242023202220212020201920182017201620152014
MIDD
The Middleby Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUKE.L
Vanguard FTSE 100 UCITS ETF Distributing
4.04%3.74%3.82%3.94%3.90%3.02%4.65%4.64%3.99%3.75%4.25%6.86%

Drawdowns

MIDD vs. VUKE.L - Drawdown Comparison

The maximum MIDD drawdown since its inception was -77.58%, which is greater than VUKE.L's maximum drawdown of -34.27%. Use the drawdown chart below to compare losses from any high point for MIDD and VUKE.L. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-36.43%
-2.38%
MIDD
VUKE.L

Volatility

MIDD vs. VUKE.L - Volatility Comparison

The Middleby Corporation (MIDD) has a higher volatility of 20.46% compared to Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) at 11.78%. This indicates that MIDD's price experiences larger fluctuations and is considered to be riskier than VUKE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
20.46%
11.78%
MIDD
VUKE.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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