SAND vs. VUG
Compare and contrast key facts about Sandstorm Gold Ltd. (SAND) and Vanguard Growth ETF (VUG).
VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAND or VUG.
Key characteristics
| SAND | VUG | |
|---|---|---|
| YTD Return | 10.33% | 31.13% |
| 1Y Return | 21.44% | 38.87% |
| 3Y Return (Ann) | -6.94% | 9.00% |
| 5Y Return (Ann) | -3.21% | 19.15% |
| 10Y Return (Ann) | 6.20% | 15.78% |
| Sharpe Ratio | 0.52 | 2.33 |
| Sortino Ratio | 0.93 | 3.03 |
| Omega Ratio | 1.12 | 1.43 |
| Calmar Ratio | 0.25 | 3.00 |
| Martin Ratio | 2.19 | 11.86 |
| Ulcer Index | 8.49% | 3.28% |
| Daily Std Dev | 35.87% | 16.70% |
| Max Drawdown | -86.60% | -50.68% |
| Current Drawdown | -62.39% | -0.65% |
Correlation
The correlation between SAND and VUG is 0.15, 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
SAND vs. VUG - Performance Comparison
In the year-to-date period, SAND achieves a 10.33% return, which is significantly lower than VUG's 31.13% return. Over the past 10 years, SAND has underperformed VUG with an annualized return of 6.20%, while VUG has yielded a comparatively higher 15.78% 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
SAND vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sandstorm Gold Ltd. (SAND) and Vanguard Growth ETF (VUG). 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
SAND vs. VUG - Dividend Comparison
SAND's dividend yield for the trailing twelve months is around 1.06%, more than VUG's 0.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAND Sandstorm Gold Ltd. | 1.06% | 1.19% | 1.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
SAND vs. VUG - Drawdown Comparison
The maximum SAND drawdown since its inception was -86.60%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for SAND and VUG. For additional features, visit the drawdowns tool.
Volatility
SAND vs. VUG - Volatility Comparison
Sandstorm Gold Ltd. (SAND) has a higher volatility of 14.27% compared to Vanguard Growth ETF (VUG) at 5.00%. This indicates that SAND's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.