SGLD.TO vs. VUSA.AS
Compare and contrast key facts about Sabre Gold Mines Corp. (SGLD.TO) 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: SGLD.TO or VUSA.AS.
Key characteristics
| SGLD.TO | VUSA.AS | |
|---|---|---|
| YTD Return | 57.14% | 29.65% |
| 1Y Return | 83.33% | 36.88% |
| 3Y Return (Ann) | -35.08% | 12.02% |
| 5Y Return (Ann) | -28.89% | 15.81% |
| 10Y Return (Ann) | -17.54% | 14.39% |
| Sharpe Ratio | 0.68 | 2.99 |
| Sortino Ratio | 2.04 | 4.05 |
| Omega Ratio | 1.31 | 1.62 |
| Calmar Ratio | 0.83 | 4.29 |
| Martin Ratio | 2.80 | 19.19 |
| Ulcer Index | 29.77% | 1.86% |
| Daily Std Dev | 123.07% | 11.83% |
| Max Drawdown | -99.93% | -33.64% |
| Current Drawdown | -99.80% | 0.00% |
Correlation
The correlation between SGLD.TO and VUSA.AS 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
SGLD.TO vs. VUSA.AS - Performance Comparison
In the year-to-date period, SGLD.TO achieves a 57.14% return, which is significantly higher than VUSA.AS's 29.65% return. Over the past 10 years, SGLD.TO has underperformed VUSA.AS with an annualized return of -17.54%, while VUSA.AS has yielded a comparatively higher 14.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
SGLD.TO vs. VUSA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sabre Gold Mines Corp. (SGLD.TO) 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
SGLD.TO vs. VUSA.AS - Dividend Comparison
SGLD.TO has not paid dividends to shareholders, while VUSA.AS's dividend yield for the trailing twelve months is around 0.98%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGLD.TO Sabre Gold Mines Corp. | 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 | 0.98% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
SGLD.TO vs. VUSA.AS - Drawdown Comparison
The maximum SGLD.TO drawdown since its inception was -99.93%, 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 SGLD.TO and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
SGLD.TO vs. VUSA.AS - Volatility Comparison
Sabre Gold Mines Corp. (SGLD.TO) has a higher volatility of 64.07% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.56%. This indicates that SGLD.TO'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.