MSA vs. VUG
Compare and contrast key facts about MSA Safety Incorporated (MSA) and Vanguard Growth ETF (VUG).
VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSA or VUG.
Key characteristics
| MSA | VUG | |
|---|---|---|
| YTD Return | 3.16% | 31.13% |
| 1Y Return | 4.93% | 38.87% |
| 3Y Return (Ann) | 4.90% | 9.00% |
| 5Y Return (Ann) | 8.01% | 19.15% |
| 10Y Return (Ann) | 13.77% | 15.78% |
| Sharpe Ratio | 0.25 | 2.33 |
| Sortino Ratio | 0.49 | 3.03 |
| Omega Ratio | 1.06 | 1.43 |
| Calmar Ratio | 0.28 | 3.00 |
| Martin Ratio | 0.62 | 11.86 |
| Ulcer Index | 7.93% | 3.28% |
| Daily Std Dev | 19.67% | 16.70% |
| Max Drawdown | -70.32% | -50.68% |
| Current Drawdown | -13.34% | -0.65% |
Correlation
The correlation between MSA and VUG is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
MSA vs. VUG - Performance Comparison
In the year-to-date period, MSA achieves a 3.16% return, which is significantly lower than VUG's 31.13% return. Over the past 10 years, MSA has underperformed VUG with an annualized return of 13.77%, while VUG has yielded a comparatively higher 15.78% 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
MSA vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MSA Safety Incorporated (MSA) and Vanguard Growth ETF (VUG). 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
MSA vs. VUG - Dividend Comparison
MSA's dividend yield for the trailing twelve months is around 1.16%, more than VUG's 0.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSA MSA Safety Incorporated | 1.16% | 1.11% | 1.26% | 1.16% | 1.14% | 1.30% | 1.58% | 1.78% | 1.89% | 2.92% | 2.32% | 2.30% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
MSA vs. VUG - Drawdown Comparison
The maximum MSA drawdown since its inception was -70.32%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for MSA and VUG. For additional features, visit the drawdowns tool.
Volatility
MSA vs. VUG - Volatility Comparison
MSA Safety Incorporated (MSA) has a higher volatility of 5.75% compared to Vanguard Growth ETF (VUG) at 5.00%. This indicates that MSA's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.