RUI.PA vs. VEIPX
Compare and contrast key facts about Rubis (RUI.PA) and Vanguard Equity Income Fund Investor Shares (VEIPX).
VEIPX is managed by Vanguard. It was launched on Mar 21, 1988.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RUI.PA or VEIPX.
Key characteristics
| RUI.PA | VEIPX | |
|---|---|---|
| YTD Return | 11.80% | 17.72% |
| 1Y Return | 15.69% | 19.98% |
| 3Y Return (Ann) | 2.19% | 7.09% |
| 5Y Return (Ann) | -9.65% | 9.98% |
| 10Y Return (Ann) | 4.94% | 9.74% |
| Sharpe Ratio | 0.46 | 1.80 |
| Sortino Ratio | 0.83 | 2.36 |
| Omega Ratio | 1.14 | 1.34 |
| Calmar Ratio | 0.28 | 3.46 |
| Martin Ratio | 1.20 | 8.48 |
| Ulcer Index | 12.59% | 2.41% |
| Daily Std Dev | 32.67% | 11.37% |
| Max Drawdown | -67.93% | -54.12% |
| Current Drawdown | -47.50% | -1.30% |
Correlation
The correlation between RUI.PA and VEIPX is 0.13, 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
RUI.PA vs. VEIPX - Performance Comparison
In the year-to-date period, RUI.PA achieves a 11.80% return, which is significantly lower than VEIPX's 17.72% return. Over the past 10 years, RUI.PA has underperformed VEIPX with an annualized return of 4.94%, while VEIPX has yielded a comparatively higher 9.74% 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
RUI.PA vs. VEIPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rubis (RUI.PA) and Vanguard Equity Income Fund Investor Shares (VEIPX). 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
RUI.PA vs. VEIPX - Dividend Comparison
RUI.PA's dividend yield for the trailing twelve months is around 12.06%, more than VEIPX's 2.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RUI.PA Rubis | 12.06% | 8.53% | 7.56% | 6.85% | 4.61% | 2.90% | 3.20% | 2.27% | 3.09% | 2.88% | 4.05% | 3.87% |
VEIPX Vanguard Equity Income Fund Investor Shares | 2.72% | 2.94% | 2.93% | 2.40% | 2.62% | 2.63% | 3.15% | 2.45% | 2.74% | 2.96% | 2.69% | 2.51% |
Drawdowns
RUI.PA vs. VEIPX - Drawdown Comparison
The maximum RUI.PA drawdown since its inception was -67.93%, which is greater than VEIPX's maximum drawdown of -54.12%. Use the drawdown chart below to compare losses from any high point for RUI.PA and VEIPX. For additional features, visit the drawdowns tool.
Volatility
RUI.PA vs. VEIPX - Volatility Comparison
Rubis (RUI.PA) has a higher volatility of 13.40% compared to Vanguard Equity Income Fund Investor Shares (VEIPX) at 3.57%. This indicates that RUI.PA's price experiences larger fluctuations and is considered to be riskier than VEIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.