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 | -39.29% | 18.85% |
| 1Y Return | -34.62% | 21.86% |
| 3Y Return (Ann) | -58.77% | 11.58% |
| 5Y Return (Ann) | -47.97% | 14.51% |
| 10Y Return (Ann) | -29.35% | 14.14% |
| Sharpe Ratio | -0.43 | 2.05 |
| Daily Std Dev | 92.16% | 11.71% |
| Max Drawdown | -99.93% | -33.64% |
| Current Drawdown | -99.92% | -2.02% |
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 -39.29% return, which is significantly lower than VUSA.AS's 18.85% return. Over the past 10 years, SGLD.TO has underperformed VUSA.AS with an annualized return of -29.35%, while VUSA.AS has yielded a comparatively higher 14.14% 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
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 1.07%.
| 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 | 1.07% | 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 27.96% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 4.28%. 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.