NSRGY vs. VUG
Compare and contrast key facts about Nestlé S.A. (NSRGY) 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: NSRGY or VUG.
Key characteristics
| NSRGY | VUG | |
|---|---|---|
| YTD Return | -9.39% | 7.96% |
| 1Y Return | -17.84% | 34.84% |
| 3Y Return (Ann) | -2.51% | 7.24% |
| 5Y Return (Ann) | 3.87% | 16.19% |
| 10Y Return (Ann) | 5.83% | 14.82% |
| Sharpe Ratio | -1.15 | 2.43 |
| Daily Std Dev | 16.23% | 15.64% |
| Max Drawdown | -41.23% | -50.68% |
| Current Drawdown | -22.09% | -3.20% |
Correlation
The correlation between NSRGY and VUG 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.
Performance
NSRGY vs. VUG - Performance Comparison
In the year-to-date period, NSRGY achieves a -9.39% return, which is significantly lower than VUG's 7.96% return. Over the past 10 years, NSRGY has underperformed VUG with an annualized return of 5.83%, while VUG has yielded a comparatively higher 14.82% 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
NSRGY vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NSRGY) 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
NSRGY vs. VUG - Dividend Comparison
NSRGY's dividend yield for the trailing twelve months is around 3.36%, more than VUG's 0.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSRGY Nestlé S.A. | 3.36% | 2.76% | 2.64% | 2.18% | 2.34% | 2.24% | 3.12% | 2.68% | 3.16% | 3.11% | 3.31% | 2.96% |
VUG Vanguard Growth ETF | 0.55% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
NSRGY vs. VUG - Drawdown Comparison
The maximum NSRGY drawdown since its inception was -41.23%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for NSRGY and VUG. For additional features, visit the drawdowns tool.
Volatility
NSRGY vs. VUG - Volatility Comparison
Nestlé S.A. (NSRGY) and Vanguard Growth ETF (VUG) have volatilities of 5.37% and 5.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.