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RSG vs. VIGI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


RSGVIGI
YTD Return13.11%-0.79%
1Y Return30.00%6.03%
3Y Return (Ann)22.24%1.27%
5Y Return (Ann)19.36%6.34%
Sharpe Ratio2.340.47
Daily Std Dev12.80%11.17%
Max Drawdown-65.98%-31.01%
Current Drawdown-3.91%-6.11%

Correlation

-0.50.00.51.00.4

The correlation between RSG and VIGI is 0.38, 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

RSG vs. VIGI - Performance Comparison

In the year-to-date period, RSG achieves a 13.11% return, which is significantly higher than VIGI's -0.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%December2024FebruaryMarchAprilMay
358.81%
83.97%
RSG
VIGI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Republic Services, Inc.

Vanguard International Dividend Appreciation ETF

Risk-Adjusted Performance

RSG vs. VIGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Republic Services, Inc. (RSG) and Vanguard International Dividend Appreciation ETF (VIGI). 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.


RSG
Sharpe ratio
The chart of Sharpe ratio for RSG, currently valued at 2.34, compared to the broader market-2.00-1.000.001.002.003.004.002.34
Sortino ratio
The chart of Sortino ratio for RSG, currently valued at 3.37, compared to the broader market-4.00-2.000.002.004.006.003.37
Omega ratio
The chart of Omega ratio for RSG, currently valued at 1.43, compared to the broader market0.501.001.501.43
Calmar ratio
The chart of Calmar ratio for RSG, currently valued at 3.50, compared to the broader market0.002.004.006.003.50
Martin ratio
The chart of Martin ratio for RSG, currently valued at 9.74, compared to the broader market-10.000.0010.0020.0030.009.74
VIGI
Sharpe ratio
The chart of Sharpe ratio for VIGI, currently valued at 0.47, compared to the broader market-2.00-1.000.001.002.003.004.000.47
Sortino ratio
The chart of Sortino ratio for VIGI, currently valued at 0.75, compared to the broader market-4.00-2.000.002.004.006.000.75
Omega ratio
The chart of Omega ratio for VIGI, currently valued at 1.09, compared to the broader market0.501.001.501.09
Calmar ratio
The chart of Calmar ratio for VIGI, currently valued at 0.28, compared to the broader market0.002.004.006.000.29
Martin ratio
The chart of Martin ratio for VIGI, currently valued at 1.51, compared to the broader market-10.000.0010.0020.0030.001.51

RSG vs. VIGI - Sharpe Ratio Comparison

The current RSG Sharpe Ratio is 2.34, which is higher than the VIGI Sharpe Ratio of 0.47. The chart below compares the 12-month rolling Sharpe Ratio of RSG and VIGI.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2024FebruaryMarchAprilMay
2.34
0.47
RSG
VIGI

Dividends

RSG vs. VIGI - Dividend Comparison

RSG's dividend yield for the trailing twelve months is around 1.13%, less than VIGI's 2.10% yield.


TTM20232022202120202019201820172016201520142013
RSG
Republic Services, Inc.
1.13%1.25%1.48%1.27%1.72%1.74%2.00%1.97%2.17%2.64%2.68%2.98%
VIGI
Vanguard International Dividend Appreciation ETF
2.10%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%0.00%0.00%0.00%

Drawdowns

RSG vs. VIGI - Drawdown Comparison

The maximum RSG drawdown since its inception was -65.98%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for RSG and VIGI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-3.91%
-6.11%
RSG
VIGI

Volatility

RSG vs. VIGI - Volatility Comparison

Republic Services, Inc. (RSG) has a higher volatility of 4.34% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 3.22%. This indicates that RSG's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchAprilMay
4.34%
3.22%
RSG
VIGI