P911.DE vs. VUSA.L
Compare and contrast key facts about Porsche AG (P911.DE) 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: P911.DE or VUSA.L.
Key characteristics
P911.DE | VUSA.L | |
---|---|---|
YTD Return | -13.39% | 14.81% |
1Y Return | -28.86% | 19.54% |
Sharpe Ratio | -0.99 | 1.80 |
Daily Std Dev | 27.90% | 11.25% |
Max Drawdown | -43.57% | -25.47% |
Current Drawdown | -41.96% | -1.97% |
Correlation
The correlation between P911.DE and VUSA.L is 0.39, 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
P911.DE vs. VUSA.L - Performance Comparison
In the year-to-date period, P911.DE achieves a -13.39% return, which is significantly lower than VUSA.L's 14.81% 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
P911.DE vs. VUSA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Porsche AG (P911.DE) 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
P911.DE vs. VUSA.L - Dividend Comparison
P911.DE's dividend yield for the trailing twelve months is around 3.44%, more than VUSA.L's 0.81% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Porsche AG | 3.44% | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard S&P 500 UCITS ETF | 0.81% | 1.25% | 1.41% | 1.05% | 1.46% | 1.48% | 1.70% | 1.60% | 1.55% | 1.73% | 1.50% | 1.62% |
Drawdowns
P911.DE vs. VUSA.L - Drawdown Comparison
The maximum P911.DE drawdown since its inception was -43.57%, 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 P911.DE and VUSA.L. For additional features, visit the drawdowns tool.
Volatility
P911.DE vs. VUSA.L - Volatility Comparison
Porsche AG (P911.DE) has a higher volatility of 7.04% compared to Vanguard S&P 500 UCITS ETF (VUSA.L) at 3.79%. This indicates that P911.DE'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.