SBMO.AS vs. VUSA.AS
Compare and contrast key facts about SBM Offshore NV (SBMO.AS) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SBMO.AS or VUSA.AS.
Key characteristics
| SBMO.AS | VUSA.AS | |
|---|---|---|
| YTD Return | 42.10% | 26.15% |
| 1Y Return | 50.43% | 36.14% |
| 3Y Return (Ann) | 11.95% | 12.54% |
| 5Y Return (Ann) | 7.38% | 16.04% |
| 10Y Return (Ann) | 8.68% | 14.77% |
| Sharpe Ratio | 2.09 | 3.27 |
| Sortino Ratio | 3.48 | 4.26 |
| Omega Ratio | 1.42 | 1.66 |
| Calmar Ratio | 1.33 | 4.42 |
| Martin Ratio | 17.08 | 20.01 |
| Ulcer Index | 3.19% | 1.83% |
| Daily Std Dev | 25.98% | 11.21% |
| Max Drawdown | -71.04% | -33.64% |
| Current Drawdown | -8.28% | -0.46% |
Correlation
The correlation between SBMO.AS and VUSA.AS is 0.43, 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
SBMO.AS vs. VUSA.AS - Performance Comparison
In the year-to-date period, SBMO.AS achieves a 42.10% return, which is significantly higher than VUSA.AS's 26.15% return. Over the past 10 years, SBMO.AS has underperformed VUSA.AS with an annualized return of 8.68%, while VUSA.AS has yielded a comparatively higher 14.77% 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
SBMO.AS vs. VUSA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SBM Offshore NV (SBMO.AS) and Vanguard S&P 500 UCITS ETF (VUSA.AS). 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
SBMO.AS vs. VUSA.AS - Dividend Comparison
SBMO.AS's dividend yield for the trailing twelve months is around 4.56%, more than VUSA.AS's 1.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBMO.AS SBM Offshore NV | 4.56% | 8.00% | 6.23% | 5.68% | 4.79% | 1.99% | 1.56% | 1.46% | 1.24% | 0.00% | 0.00% | 0.00% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 1.01% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
SBMO.AS vs. VUSA.AS - Drawdown Comparison
The maximum SBMO.AS drawdown since its inception was -71.04%, which is greater than VUSA.AS's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for SBMO.AS and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
SBMO.AS vs. VUSA.AS - Volatility Comparison
SBM Offshore NV (SBMO.AS) has a higher volatility of 5.45% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 1.72%. This indicates that SBMO.AS's price experiences larger fluctuations and is considered to be riskier than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.