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SECO vs. VUSA.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SECO and VUSA.AS is 0.17, 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.


-0.50.00.51.00.2

Performance

SECO vs. VUSA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Secoo Holding Limited (SECO) and Vanguard S&P 500 UCITS ETF (VUSA.AS). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February0
9.83%
SECO
VUSA.AS

Key characteristics

Returns By Period


SECO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VUSA.AS

YTD

3.43%

1M

1.73%

6M

17.51%

1Y

29.41%

5Y*

15.01%

10Y*

13.74%

*Annualized

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Risk-Adjusted Performance

SECO vs. VUSA.AS — Risk-Adjusted Performance Rank

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

SECO
The Risk-Adjusted Performance Rank of SECO is 3131
Overall Rank
The Sharpe Ratio Rank of SECO is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SECO is 5555
Sortino Ratio Rank
The Omega Ratio Rank of SECO is 5555
Omega Ratio Rank
The Calmar Ratio Rank of SECO is 66
Calmar Ratio Rank
The Martin Ratio Rank of SECO is 1010
Martin Ratio Rank

VUSA.AS
The Risk-Adjusted Performance Rank of VUSA.AS is 8686
Overall Rank
The Sharpe Ratio Rank of VUSA.AS is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSA.AS is 8484
Sortino Ratio Rank
The Omega Ratio Rank of VUSA.AS is 8888
Omega Ratio Rank
The Calmar Ratio Rank of VUSA.AS is 8484
Calmar Ratio Rank
The Martin Ratio Rank of VUSA.AS is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SECO vs. VUSA.AS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Secoo Holding Limited (SECO) 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.


Sharpe ratio
The chart of Sharpe ratio for SECO, currently valued at -0.97, compared to the broader market-2.000.002.00-0.971.89
The chart of Sortino ratio for SECO, currently valued at -1.07, compared to the broader market-4.00-2.000.002.004.006.00-1.072.61
The chart of Omega ratio for SECO, currently valued at 0.52, compared to the broader market0.501.001.502.000.521.35
The chart of Calmar ratio for SECO, currently valued at -0.67, compared to the broader market0.002.004.006.00-0.672.80
The chart of Martin ratio for SECO, currently valued at -1.06, compared to the broader market0.0010.0020.0030.00-1.0611.23
SECO
VUSA.AS


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.97
1.89
SECO
VUSA.AS

Dividends

SECO vs. VUSA.AS - Dividend Comparison

SECO has not paid dividends to shareholders, while VUSA.AS's dividend yield for the trailing twelve months is around 0.96%.


TTM20242023202220212020201920182017201620152014
SECO
Secoo Holding Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUSA.AS
Vanguard S&P 500 UCITS ETF
0.96%0.99%1.26%1.45%1.02%1.43%1.46%1.74%1.64%1.66%1.76%1.45%

Drawdowns

SECO vs. VUSA.AS - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-99.90%
0
SECO
VUSA.AS

Volatility

SECO vs. VUSA.AS - Volatility Comparison

The current volatility for Secoo Holding Limited (SECO) is 0.00%, while Vanguard S&P 500 UCITS ETF (VUSA.AS) has a volatility of 3.54%. This indicates that SECO experiences smaller price fluctuations and is considered to be less risky than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February0
3.54%
SECO
VUSA.AS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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