NOK vs. VGSTX
Compare and contrast key facts about Nokia Corporation (NOK) and Vanguard STAR Fund (VGSTX).
VGSTX is managed by Vanguard. It was launched on Mar 29, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOK or VGSTX.
Performance
NOK vs. VGSTX - Performance Comparison
Returns By Period
In the year-to-date period, NOK achieves a 25.25% return, which is significantly higher than VGSTX's 10.53% return. Over the past 10 years, NOK has underperformed VGSTX with an annualized return of -4.03%, while VGSTX has yielded a comparatively higher 7.43% annualized return.
NOK
25.25%
-12.31%
8.96%
21.35%
5.82%
-4.03%
VGSTX
10.53%
-0.07%
5.61%
16.99%
7.78%
7.43%
Key characteristics
| NOK | VGSTX | |
|---|---|---|
| Sharpe Ratio | 0.64 | 2.00 |
| Sortino Ratio | 1.12 | 2.84 |
| Omega Ratio | 1.15 | 1.36 |
| Calmar Ratio | 0.24 | 1.54 |
| Martin Ratio | 3.52 | 12.41 |
| Ulcer Index | 6.06% | 1.40% |
| Daily Std Dev | 33.62% | 8.68% |
| Max Drawdown | -95.97% | -38.62% |
| Current Drawdown | -86.32% | -1.24% |
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Correlation
The correlation between NOK and VGSTX 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.
Risk-Adjusted Performance
NOK vs. VGSTX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nokia Corporation (NOK) and Vanguard STAR Fund (VGSTX). 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
NOK vs. VGSTX - Dividend Comparison
NOK's dividend yield for the trailing twelve months is around 3.41%, more than VGSTX's 2.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOK Nokia Corporation | 3.41% | 5.47% | 1.32% | 0.00% | 0.00% | 3.02% | 4.05% | 3.91% | 6.22% | 2.26% | 6.50% | 0.00% |
VGSTX Vanguard STAR Fund | 2.22% | 2.21% | 2.08% | 1.36% | 1.42% | 2.11% | 2.52% | 1.85% | 2.08% | 2.09% | 2.18% | 1.82% |
Drawdowns
NOK vs. VGSTX - Drawdown Comparison
The maximum NOK drawdown since its inception was -95.97%, which is greater than VGSTX's maximum drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for NOK and VGSTX. For additional features, visit the drawdowns tool.
Volatility
NOK vs. VGSTX - Volatility Comparison
Nokia Corporation (NOK) has a higher volatility of 10.38% compared to Vanguard STAR Fund (VGSTX) at 2.24%. This indicates that NOK's price experiences larger fluctuations and is considered to be riskier than VGSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.