SHG vs. VUG
Compare and contrast key facts about Shinhan Financial Group Co., Ltd. (SHG) 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: SHG or VUG.
Performance
SHG vs. VUG - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with SHG having a 29.91% return and VUG slightly lower at 28.45%. Over the past 10 years, SHG has underperformed VUG with an annualized return of 3.10%, while VUG has yielded a comparatively higher 15.45% annualized return.
SHG
29.91%
-8.65%
8.70%
43.53%
6.13%
3.10%
VUG
28.45%
2.21%
13.73%
35.45%
18.64%
15.45%
Key characteristics
| SHG | VUG | |
|---|---|---|
| Sharpe Ratio | 1.26 | 2.14 |
| Sortino Ratio | 1.95 | 2.80 |
| Omega Ratio | 1.24 | 1.39 |
| Calmar Ratio | 1.43 | 2.78 |
| Martin Ratio | 5.55 | 10.98 |
| Ulcer Index | 7.96% | 3.28% |
| Daily Std Dev | 34.95% | 16.84% |
| Max Drawdown | -81.41% | -50.68% |
| Current Drawdown | -16.41% | -2.68% |
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Correlation
The correlation between SHG and VUG is 0.44, 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.
Risk-Adjusted Performance
SHG vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Shinhan Financial Group Co., Ltd. (SHG) 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
SHG vs. VUG - Dividend Comparison
SHG's dividend yield for the trailing twelve months is around 4.11%, more than VUG's 0.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHG Shinhan Financial Group Co., Ltd. | 4.11% | 3.87% | 5.54% | 5.23% | 4.47% | 3.96% | 3.91% | 2.91% | 3.35% | 3.10% | 2.14% | 1.37% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
SHG vs. VUG - Drawdown Comparison
The maximum SHG drawdown since its inception was -81.41%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for SHG and VUG. For additional features, visit the drawdowns tool.
Volatility
SHG vs. VUG - Volatility Comparison
Shinhan Financial Group Co., Ltd. (SHG) has a higher volatility of 9.62% compared to Vanguard Growth ETF (VUG) at 5.49%. This indicates that SHG'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.