OR vs. VUSA.L
Compare and contrast key facts about Osisko Gold Royalties Ltd (OR) and Vanguard S&P 500 UCITS ETF (VUSA.L).
VUSA.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OR or VUSA.L.
Key characteristics
| OR | VUSA.L | |
|---|---|---|
| YTD Return | 31.29% | 26.36% |
| 1Y Return | 54.41% | 31.16% |
| 3Y Return (Ann) | 12.57% | 12.14% |
| 5Y Return (Ann) | 18.67% | 16.12% |
| Sharpe Ratio | 1.83 | 2.83 |
| Sortino Ratio | 2.44 | 4.01 |
| Omega Ratio | 1.30 | 1.55 |
| Calmar Ratio | 1.79 | 5.03 |
| Martin Ratio | 11.54 | 19.80 |
| Ulcer Index | 4.69% | 1.59% |
| Daily Std Dev | 29.61% | 11.10% |
| Max Drawdown | -61.96% | -25.47% |
| Current Drawdown | -11.90% | -0.17% |
Correlation
The correlation between OR and VUSA.L is 0.15, 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
OR vs. VUSA.L - Performance Comparison
In the year-to-date period, OR achieves a 31.29% return, which is significantly higher than VUSA.L's 26.36% 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
OR vs. VUSA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Osisko Gold Royalties Ltd (OR) and Vanguard S&P 500 UCITS ETF (VUSA.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
OR vs. VUSA.L - Dividend Comparison
OR's dividend yield for the trailing twelve months is around 0.99%, more than VUSA.L's 0.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OR Osisko Gold Royalties Ltd | 0.99% | 1.23% | 1.84% | 1.82% | 1.18% | 1.56% | 1.72% | 1.21% | 1.65% | 0.00% | 0.00% | 0.00% |
VUSA.L Vanguard S&P 500 UCITS ETF | 0.74% | 1.25% | 1.41% | 1.05% | 1.46% | 1.48% | 1.70% | 1.60% | 1.55% | 1.73% | 1.50% | 1.62% |
Drawdowns
OR vs. VUSA.L - Drawdown Comparison
The maximum OR drawdown since its inception was -61.96%, which is greater than VUSA.L's maximum drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for OR and VUSA.L. For additional features, visit the drawdowns tool.
Volatility
OR vs. VUSA.L - Volatility Comparison
Osisko Gold Royalties Ltd (OR) has a higher volatility of 9.24% compared to Vanguard S&P 500 UCITS ETF (VUSA.L) at 3.38%. This indicates that OR's price experiences larger fluctuations and is considered to be riskier than VUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.