SPXC vs. VUAA.L
Compare and contrast key facts about SPX Corporation (SPXC) and Vanguard S&P 500 UCITS ETF (VUAA.L).
VUAA.L is a passively managed fund by Vanguard Group (Ireland) Limited that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPXC or VUAA.L.
Key characteristics
| SPXC | VUAA.L | |
|---|---|---|
| YTD Return | 62.91% | 26.27% |
| 1Y Return | 94.52% | 37.24% |
| 3Y Return (Ann) | 35.98% | 9.97% |
| 5Y Return (Ann) | 28.17% | 15.65% |
| Sharpe Ratio | 2.89 | 2.99 |
| Sortino Ratio | 3.26 | 4.13 |
| Omega Ratio | 1.46 | 1.57 |
| Calmar Ratio | 5.87 | 4.46 |
| Martin Ratio | 18.76 | 19.26 |
| Ulcer Index | 5.14% | 1.79% |
| Daily Std Dev | 33.37% | 11.67% |
| Max Drawdown | -81.12% | -34.05% |
| Current Drawdown | -4.18% | -0.35% |
Correlation
The correlation between SPXC and VUAA.L is 0.41, 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
SPXC vs. VUAA.L - Performance Comparison
In the year-to-date period, SPXC achieves a 62.91% return, which is significantly higher than VUAA.L's 26.27% 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
SPXC vs. VUAA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPX Corporation (SPXC) and Vanguard S&P 500 UCITS ETF (VUAA.L). 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
SPXC vs. VUAA.L - Dividend Comparison
Neither SPXC nor VUAA.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPXC SPX Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.02% | 1.75% | 1.00% |
VUAA.L Vanguard S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SPXC vs. VUAA.L - Drawdown Comparison
The maximum SPXC drawdown since its inception was -81.12%, which is greater than VUAA.L's maximum drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for SPXC and VUAA.L. For additional features, visit the drawdowns tool.
Volatility
SPXC vs. VUAA.L - Volatility Comparison
SPX Corporation (SPXC) has a higher volatility of 14.76% compared to Vanguard S&P 500 UCITS ETF (VUAA.L) at 3.79%. This indicates that SPXC's price experiences larger fluctuations and is considered to be riskier than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.