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PFIS vs. VUSA.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFIS and VUSA.AS is 0.24, 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.


-0.50.00.51.00.2

Performance

PFIS vs. VUSA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Peoples Financial Services Corp. (PFIS) and Vanguard S&P 500 UCITS ETF (VUSA.AS). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
22.30%
15.52%
PFIS
VUSA.AS

Key characteristics

Sharpe Ratio

PFIS:

0.87

VUSA.AS:

2.10

Sortino Ratio

PFIS:

1.45

VUSA.AS:

2.88

Omega Ratio

PFIS:

1.18

VUSA.AS:

1.42

Calmar Ratio

PFIS:

1.07

VUSA.AS:

3.18

Martin Ratio

PFIS:

4.07

VUSA.AS:

13.91

Ulcer Index

PFIS:

8.48%

VUSA.AS:

1.90%

Daily Std Dev

PFIS:

39.63%

VUSA.AS:

12.54%

Max Drawdown

PFIS:

-51.70%

VUSA.AS:

-33.64%

Current Drawdown

PFIS:

-7.61%

VUSA.AS:

-0.33%

Returns By Period

In the year-to-date period, PFIS achieves a 4.92% return, which is significantly higher than VUSA.AS's 2.83% return. Over the past 10 years, PFIS has underperformed VUSA.AS with an annualized return of 5.63%, while VUSA.AS has yielded a comparatively higher 13.88% annualized return.


PFIS

YTD

4.92%

1M

10.12%

6M

22.30%

1Y

41.68%

5Y*

6.25%

10Y*

5.63%

VUSA.AS

YTD

2.83%

1M

2.21%

6M

21.27%

1Y

27.87%

5Y*

15.12%

10Y*

13.88%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

PFIS vs. VUSA.AS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PFIS
The Risk-Adjusted Performance Rank of PFIS is 7373
Overall Rank
The Sharpe Ratio Rank of PFIS is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of PFIS is 6868
Sortino Ratio Rank
The Omega Ratio Rank of PFIS is 6666
Omega Ratio Rank
The Calmar Ratio Rank of PFIS is 8080
Calmar Ratio Rank
The Martin Ratio Rank of PFIS is 7777
Martin Ratio Rank

VUSA.AS
The Risk-Adjusted Performance Rank of VUSA.AS is 8585
Overall Rank
The Sharpe Ratio Rank of VUSA.AS is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSA.AS is 8484
Sortino Ratio Rank
The Omega Ratio Rank of VUSA.AS is 8787
Omega Ratio Rank
The Calmar Ratio Rank of VUSA.AS is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VUSA.AS is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PFIS vs. VUSA.AS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Peoples Financial Services Corp. (PFIS) and Vanguard S&P 500 UCITS ETF (VUSA.AS). 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.


Sharpe ratio
The chart of Sharpe ratio for PFIS, currently valued at 0.79, compared to the broader market-2.000.002.004.000.791.89
The chart of Sortino ratio for PFIS, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.001.362.64
The chart of Omega ratio for PFIS, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.36
The chart of Calmar ratio for PFIS, currently valued at 0.95, compared to the broader market0.002.004.006.000.952.90
The chart of Martin ratio for PFIS, currently valued at 3.60, compared to the broader market-10.000.0010.0020.0030.003.6011.48
PFIS
VUSA.AS

The current PFIS Sharpe Ratio is 0.87, which is lower than the VUSA.AS Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of PFIS and VUSA.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.79
1.89
PFIS
VUSA.AS

Dividends

PFIS vs. VUSA.AS - Dividend Comparison

PFIS's dividend yield for the trailing twelve months is around 3.83%, more than VUSA.AS's 0.96% yield.


TTM20242023202220212020201920182017201620152014
PFIS
Peoples Financial Services Corp.
3.83%4.02%3.37%3.05%2.85%3.92%2.72%2.97%2.71%2.55%3.26%2.50%
VUSA.AS
Vanguard S&P 500 UCITS ETF
0.96%0.99%1.26%1.45%1.02%1.43%1.46%1.74%1.64%1.66%1.76%1.45%

Drawdowns

PFIS vs. VUSA.AS - Drawdown Comparison

The maximum PFIS drawdown since its inception was -51.70%, which is greater than VUSA.AS's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for PFIS and VUSA.AS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-7.61%
-0.29%
PFIS
VUSA.AS

Volatility

PFIS vs. VUSA.AS - Volatility Comparison

Peoples Financial Services Corp. (PFIS) has a higher volatility of 7.03% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 4.79%. This indicates that PFIS's price experiences larger fluctuations and is considered to be riskier than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
7.03%
4.79%
PFIS
VUSA.AS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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