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MPNGY vs. VUSA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MPNGY and VUSA.L is 0.26, 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.


-0.50.00.51.00.3

Performance

MPNGY vs. VUSA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Meituan ADR (MPNGY) and Vanguard S&P 500 UCITS ETF (VUSA.L). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
62.48%
109.68%
MPNGY
VUSA.L

Key characteristics

Sharpe Ratio

MPNGY:

1.81

VUSA.L:

2.46

Sortino Ratio

MPNGY:

2.49

VUSA.L:

3.47

Omega Ratio

MPNGY:

1.31

VUSA.L:

1.48

Calmar Ratio

MPNGY:

1.26

VUSA.L:

4.43

Martin Ratio

MPNGY:

8.63

VUSA.L:

17.49

Ulcer Index

MPNGY:

12.65%

VUSA.L:

1.59%

Daily Std Dev

MPNGY:

60.25%

VUSA.L:

11.29%

Max Drawdown

MPNGY:

-86.40%

VUSA.L:

-25.47%

Current Drawdown

MPNGY:

-64.77%

VUSA.L:

-1.34%

Returns By Period

In the year-to-date period, MPNGY achieves a 95.19% return, which is significantly higher than VUSA.L's 26.91% return.


MPNGY

YTD

95.19%

1M

-8.07%

6M

38.50%

1Y

97.92%

5Y*

9.74%

10Y*

N/A

VUSA.L

YTD

26.91%

1M

0.19%

6M

9.33%

1Y

27.79%

5Y*

15.38%

10Y*

15.59%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MPNGY vs. VUSA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Meituan ADR (MPNGY) 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.


Sharpe ratio
The chart of Sharpe ratio for MPNGY, currently valued at 1.59, compared to the broader market-4.00-2.000.002.001.592.24
The chart of Sortino ratio for MPNGY, currently valued at 2.31, compared to the broader market-4.00-2.000.002.004.002.313.08
The chart of Omega ratio for MPNGY, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.42
The chart of Calmar ratio for MPNGY, currently valued at 1.10, compared to the broader market0.002.004.006.001.103.35
The chart of Martin ratio for MPNGY, currently valued at 7.77, compared to the broader market-5.000.005.0010.0015.0020.0025.007.7714.00
MPNGY
VUSA.L

The current MPNGY Sharpe Ratio is 1.81, which is comparable to the VUSA.L Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of MPNGY and VUSA.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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.59
2.24
MPNGY
VUSA.L

Dividends

MPNGY vs. VUSA.L - Dividend Comparison

MPNGY has not paid dividends to shareholders, while VUSA.L's dividend yield for the trailing twelve months is around 0.49%.


TTM20232022202120202019201820172016201520142013
MPNGY
Meituan ADR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUSA.L
Vanguard S&P 500 UCITS ETF
0.49%1.25%1.41%1.05%1.46%1.48%1.70%1.60%1.55%1.73%1.50%1.62%

Drawdowns

MPNGY vs. VUSA.L - Drawdown Comparison

The maximum MPNGY drawdown since its inception was -86.40%, 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 MPNGY and VUSA.L. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-64.77%
-2.49%
MPNGY
VUSA.L

Volatility

MPNGY vs. VUSA.L - Volatility Comparison

Meituan ADR (MPNGY) has a higher volatility of 18.65% compared to Vanguard S&P 500 UCITS ETF (VUSA.L) at 2.88%. This indicates that MPNGY'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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
18.65%
2.88%
MPNGY
VUSA.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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