PSH.AS vs. VMID.L
Compare and contrast key facts about Pershing Square Holdings Ltd (PSH.AS) and Vanguard FTSE 250 UCITS ETF Distributing (VMID.L).
VMID.L is a passively managed fund by Vanguard that tracks the performance of the FTSE 250 Ex Investment Trust TR GBP. It was launched on Sep 30, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSH.AS or VMID.L.
Key characteristics
| PSH.AS | VMID.L | |
|---|---|---|
| YTD Return | 1.78% | 6.16% |
| 1Y Return | 29.83% | 17.81% |
| 3Y Return (Ann) | 5.83% | -1.76% |
| 5Y Return (Ann) | 22.24% | 2.52% |
| 10Y Return (Ann) | 7.33% | 5.31% |
| Sharpe Ratio | 1.21 | 1.41 |
| Sortino Ratio | 1.65 | 2.07 |
| Omega Ratio | 1.23 | 1.26 |
| Calmar Ratio | 1.40 | 0.83 |
| Martin Ratio | 3.21 | 7.62 |
| Ulcer Index | 8.52% | 2.34% |
| Daily Std Dev | 22.79% | 12.54% |
| Max Drawdown | -57.31% | -41.85% |
| Current Drawdown | -15.10% | -7.72% |
Correlation
The correlation between PSH.AS and VMID.L is 0.47, 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.
Performance
PSH.AS vs. VMID.L - Performance Comparison
In the year-to-date period, PSH.AS achieves a 1.78% return, which is significantly lower than VMID.L's 6.16% return. Over the past 10 years, PSH.AS has outperformed VMID.L with an annualized return of 7.33%, while VMID.L has yielded a comparatively lower 5.31% 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
PSH.AS vs. VMID.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pershing Square Holdings Ltd (PSH.AS) and Vanguard FTSE 250 UCITS ETF Distributing (VMID.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
PSH.AS vs. VMID.L - Dividend Comparison
PSH.AS's dividend yield for the trailing twelve months is around 1.21%, less than VMID.L's 3.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
PSH.AS Pershing Square Holdings Ltd | 1.21% | 1.13% | 1.37% | 0.97% | 1.14% | 2.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VMID.L Vanguard FTSE 250 UCITS ETF Distributing | 3.34% | 3.41% | 3.30% | 2.55% | 2.08% | 2.82% | 3.59% | 3.19% | 3.08% | 3.09% | 0.60% |
Drawdowns
PSH.AS vs. VMID.L - Drawdown Comparison
The maximum PSH.AS drawdown since its inception was -57.31%, which is greater than VMID.L's maximum drawdown of -41.85%. Use the drawdown chart below to compare losses from any high point for PSH.AS and VMID.L. For additional features, visit the drawdowns tool.
Volatility
PSH.AS vs. VMID.L - Volatility Comparison
Pershing Square Holdings Ltd (PSH.AS) has a higher volatility of 7.14% compared to Vanguard FTSE 250 UCITS ETF Distributing (VMID.L) at 3.36%. This indicates that PSH.AS's price experiences larger fluctuations and is considered to be riskier than VMID.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.