PWI.TO vs. VIS
Compare and contrast key facts about Sustainable Power & Infrastructure Split Corp. (PWI.TO) and Vanguard Industrials ETF (VIS).
VIS is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Industrials 25/50 Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PWI.TO or VIS.
Key characteristics
| PWI.TO | VIS | |
|---|---|---|
| YTD Return | 69.86% | 23.79% |
| 1Y Return | 90.32% | 36.11% |
| 3Y Return (Ann) | 9.85% | 10.89% |
| Sharpe Ratio | 4.88 | 2.50 |
| Sortino Ratio | 5.98 | 3.49 |
| Omega Ratio | 1.80 | 1.44 |
| Calmar Ratio | 2.92 | 5.33 |
| Martin Ratio | 38.87 | 16.59 |
| Ulcer Index | 2.43% | 2.18% |
| Daily Std Dev | 19.36% | 14.47% |
| Max Drawdown | -46.71% | -63.51% |
| Current Drawdown | -2.30% | -2.60% |
Correlation
The correlation between PWI.TO and VIS is 0.45, 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
PWI.TO vs. VIS - Performance Comparison
In the year-to-date period, PWI.TO achieves a 69.86% return, which is significantly higher than VIS's 23.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
PWI.TO vs. VIS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sustainable Power & Infrastructure Split Corp. (PWI.TO) and Vanguard Industrials ETF (VIS). 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
PWI.TO vs. VIS - Dividend Comparison
PWI.TO's dividend yield for the trailing twelve months is around 6.81%, more than VIS's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PWI.TO Sustainable Power & Infrastructure Split Corp. | 6.81% | 11.85% | 10.60% | 4.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VIS Vanguard Industrials ETF | 1.18% | 1.36% | 1.52% | 1.11% | 1.38% | 1.69% | 1.91% | 1.60% | 1.81% | 1.94% | 1.57% | 1.06% |
Drawdowns
PWI.TO vs. VIS - Drawdown Comparison
The maximum PWI.TO drawdown since its inception was -46.71%, smaller than the maximum VIS drawdown of -63.51%. Use the drawdown chart below to compare losses from any high point for PWI.TO and VIS. For additional features, visit the drawdowns tool.
Volatility
PWI.TO vs. VIS - Volatility Comparison
Sustainable Power & Infrastructure Split Corp. (PWI.TO) has a higher volatility of 7.71% compared to Vanguard Industrials ETF (VIS) at 5.56%. This indicates that PWI.TO's price experiences larger fluctuations and is considered to be riskier than VIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.