MSEX vs. VUAG.L
Compare and contrast key facts about Middlesex Water Company (MSEX) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L).
VUAG.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 14, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSEX or VUAG.L.
Key characteristics
| MSEX | VUAG.L | |
|---|---|---|
| YTD Return | 8.03% | 25.49% |
| 1Y Return | 15.50% | 31.75% |
| 3Y Return (Ann) | -11.55% | 11.65% |
| 5Y Return (Ann) | 4.39% | 15.69% |
| Sharpe Ratio | 0.38 | 0.94 |
| Sortino Ratio | 0.78 | 1.57 |
| Omega Ratio | 1.09 | 1.46 |
| Calmar Ratio | 0.21 | 1.54 |
| Martin Ratio | 0.65 | 3.11 |
| Ulcer Index | 19.21% | 10.05% |
| Daily Std Dev | 33.22% | 33.16% |
| Max Drawdown | -60.51% | -25.61% |
| Current Drawdown | -39.30% | 0.00% |
Correlation
The correlation between MSEX and VUAG.L is 0.24, 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.
Performance
MSEX vs. VUAG.L - Performance Comparison
In the year-to-date period, MSEX achieves a 8.03% return, which is significantly lower than VUAG.L's 25.49% 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
MSEX vs. VUAG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Middlesex Water Company (MSEX) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.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.
Dividends
MSEX vs. VUAG.L - Dividend Comparison
MSEX's dividend yield for the trailing twelve months is around 1.87%, while VUAG.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSEX Middlesex Water Company | 1.87% | 1.92% | 1.50% | 0.92% | 1.44% | 1.54% | 1.71% | 2.15% | 1.88% | 2.92% | 3.31% | 3.59% |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MSEX vs. VUAG.L - Drawdown Comparison
The maximum MSEX drawdown since its inception was -60.51%, which is greater than VUAG.L's maximum drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for MSEX and VUAG.L. For additional features, visit the drawdowns tool.
Volatility
MSEX vs. VUAG.L - Volatility Comparison
Middlesex Water Company (MSEX) has a higher volatility of 10.33% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 3.34%. This indicates that MSEX's price experiences larger fluctuations and is considered to be riskier than VUAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.