RUI.PA vs. VEIPX

Last updated Jun 4, 2026

RUI.PA (Rubis) is a stock, while VEIPX (Vanguard Equity Income Fund Investor Shares) is Large Cap Value Equities fund managed by Vanguard. Over the past 10 years, RUI.PA returned 5.37%/yr vs 11.60%/yr for VEIPX. At a 0.25 correlation, their price movements are largely independent.

Performance

RUI.PA vs. VEIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Rubis (RUI.PA) and Vanguard Equity Income Fund Investor Shares (VEIPX). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

RUI.PA is traded in EUR, while VEIPX is traded in USD. To make them comparable, the VEIPX values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with RUI.PA having a 10.98% return and VEIPX slightly lower at 10.77%. Over the past 10 years, RUI.PA has underperformed VEIPX with an annualized return of 5.37%, while VEIPX has yielded a comparatively higher 11.60% annualized return.

RUI.PA

• 1D: 0.28%
• 1M: 1.02%
• YTD: 10.98%
• 6M: 8.87%
• 1Y: 32.23%
• 3Y*: 20.12%
• 5Y*: 4.36%
• 10Y*: 5.37%

VEIPX

• 1D: 0.91%
• 1M: 3.45%
• YTD: 10.77%
• 6M: 10.18%
• 1Y: 20.71%
• 3Y*: 14.32%
• 5Y*: 11.94%
• 10Y*: 11.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RUI.PA vs. VEIPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RUI.PA Rubis	10.98%	44.30%	17.56%	-1.42%	0.76%	-27.71%	-27.87%	20.70%	-18.51%	54.53%
VEIPX Vanguard Equity Income Fund Investor Shares	10.77%	3.24%	22.38%	4.43%	6.02%	34.79%	-5.51%	28.04%	-1.33%	3.15%

Correlation

The correlation between RUI.PA and VEIPX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (5Y) Calculated over the trailing 5-year period	0.20
Correlation (10Y) Calculated over the trailing 10-year period	0.24
Correlation (All Time) Calculated using the full available price history since Aug 27, 2007	0.25

Return for Risk

RUI.PA vs. VEIPX — Risk / Return Rank

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

RUI.PA

RUI.PA Risk / Return Rank: 81
RUI.PA Sharpe Ratio Rank: 82
RUI.PA Sortino Ratio Rank: 75
RUI.PA Omega Ratio Rank: 79
RUI.PA Calmar Ratio Rank: 82
RUI.PA Martin Ratio Rank: 86

VEIPX

VEIPX Risk / Return Rank: 67
VEIPX Sharpe Ratio Rank: 66
VEIPX Sortino Ratio Rank: 65
VEIPX Omega Ratio Rank: 60
VEIPX Calmar Ratio Rank: 75
VEIPX Martin Ratio Rank: 66

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RUI.PA vs. VEIPX - Risk-Adjusted Trends 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.

	RUI.PA	VEIPX	Difference
Sharpe ratio: Return per unit of total volatility	1.54	2.06	-0.52
Sortino ratio: Return per unit of downside risk	2.05	2.75	-0.70
Omega ratio: Gain probability vs. loss probability	1.30	1.37	-0.07
Calmar ratio: Return relative to maximum drawdown	3.03	4.35	-1.32
Martin ratio: Return relative to average drawdown	9.34	15.21	-5.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RUI.PA vs. VEIPX - Sharpe Ratio Comparison

The current RUI.PA Sharpe Ratio is 1.54, which is comparable to the VEIPX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of RUI.PA and VEIPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RUI.PA	VEIPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.54	2.06	-0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.16	0.86	-0.69
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.19	0.69	-0.49
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.56	-0.06

Drawdowns

RUI.PA vs. VEIPX - Drawdown Comparison

The maximum RUI.PA drawdown since its inception was -60.39%, which is greater than VEIPX's maximum drawdown of -48.64%. Use the drawdown chart below to compare losses from any high point for RUI.PA and VEIPX.

Drawdown Indicators

	RUI.PA	VEIPX	Difference
Max Drawdown Largest peak-to-trough decline	-60.39%	-48.64%	-11.75%
Max Drawdown (1Y) Largest decline over 1 year	-10.49%	-5.14%	-5.35%
Max Drawdown (3Y) Largest decline over 3 years	-30.37%	-18.63%	-11.74%
Max Drawdown (5Y) Largest decline over 5 years	-44.36%	-18.63%	-25.73%
Max Drawdown (10Y) Largest decline over 10 years	-60.39%	-34.47%	-25.92%
Current Drawdown Current decline from peak	-13.44%	0.00%	-13.44%
Average Drawdown Average peak-to-trough decline	-15.66%	-7.45%	-8.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.42%	1.47%	+1.95%

Volatility

RUI.PA vs. VEIPX - Volatility Comparison

Rubis (RUI.PA) has a higher volatility of 4.80% compared to Vanguard Equity Income Fund Investor Shares (VEIPX) at 2.74%. 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.

Volatility by Period

	RUI.PA	VEIPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.80%	2.74%	+2.06%
Volatility (6M) Calculated over the trailing 6-month period	16.39%	7.92%	+8.47%
Volatility (1Y) Calculated over the trailing 1-year period	20.66%	10.86%	+9.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.57%	14.02%	+12.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.35%	16.97%	+10.38%

Dividends

RUI.PA vs. VEIPX - Dividend Comparison

RUI.PA's dividend yield for the trailing twelve months is around 5.71%, less than VEIPX's 10.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RUI.PA Rubis	5.71%	6.33%	11.43%	8.53%	7.56%	6.85%	4.61%	2.90%	3.20%	2.27%	3.09%	2.88%
VEIPX Vanguard Equity Income Fund Investor Shares	10.03%	10.94%	9.74%	7.87%	8.69%	7.62%	2.77%	4.36%	10.87%	2.98%	3.78%	6.39%

Frequently Asked Questions

Can I hold both RUI.PA and VEIPX in my portfolio?

RUI.PA and VEIPX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.