NWL vs. VYM
Compare and contrast key facts about Newell Brands Inc. (NWL) and Vanguard High Dividend Yield ETF (VYM).
VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NWL or VYM.
Performance
NWL vs. VYM - Performance Comparison
Returns By Period
In the year-to-date period, NWL achieves a 5.99% return, which is significantly lower than VYM's 21.19% return. Over the past 10 years, NWL has underperformed VYM with an annualized return of -9.81%, while VYM has yielded a comparatively higher 10.00% annualized return.
NWL
5.99%
18.73%
16.08%
23.65%
-10.09%
-9.81%
VYM
21.19%
1.79%
13.08%
29.30%
11.22%
10.00%
Key characteristics
| NWL | VYM | |
|---|---|---|
| Sharpe Ratio | 0.40 | 2.81 |
| Sortino Ratio | 1.28 | 3.99 |
| Omega Ratio | 1.15 | 1.51 |
| Calmar Ratio | 0.31 | 5.74 |
| Martin Ratio | 1.71 | 18.14 |
| Ulcer Index | 15.44% | 1.64% |
| Daily Std Dev | 66.17% | 10.61% |
| Max Drawdown | -88.10% | -56.98% |
| Current Drawdown | -77.60% | -0.23% |
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Correlation
The correlation between NWL and VYM is 0.60, 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
NWL vs. VYM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Newell Brands Inc. (NWL) and Vanguard High Dividend Yield ETF (VYM). 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
NWL vs. VYM - Dividend Comparison
NWL's dividend yield for the trailing twelve months is around 3.13%, more than VYM's 2.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NWL Newell Brands Inc. | 3.13% | 5.07% | 7.03% | 4.21% | 4.33% | 4.79% | 4.95% | 2.85% | 1.70% | 1.72% | 1.73% | 1.85% |
VYM Vanguard High Dividend Yield ETF | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
NWL vs. VYM - Drawdown Comparison
The maximum NWL drawdown since its inception was -88.10%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for NWL and VYM. For additional features, visit the drawdowns tool.
Volatility
NWL vs. VYM - Volatility Comparison
Newell Brands Inc. (NWL) has a higher volatility of 23.09% compared to Vanguard High Dividend Yield ETF (VYM) at 3.90%. This indicates that NWL's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.