SPXC vs. VUG
Compare and contrast key facts about SPX Corporation (SPXC) 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: SPXC or VUG.
Key characteristics
| SPXC | VUG | |
|---|---|---|
| YTD Return | 67.40% | 31.76% |
| 1Y Return | 102.82% | 45.05% |
| 3Y Return (Ann) | 35.63% | 9.08% |
| 5Y Return (Ann) | 29.59% | 19.65% |
| 10Y Return (Ann) | 22.08% | 15.84% |
| Sharpe Ratio | 3.03 | 2.60 |
| Sortino Ratio | 3.37 | 3.34 |
| Omega Ratio | 1.48 | 1.47 |
| Calmar Ratio | 6.13 | 3.38 |
| Martin Ratio | 19.63 | 13.39 |
| Ulcer Index | 5.14% | 3.28% |
| Daily Std Dev | 33.29% | 16.91% |
| Max Drawdown | -81.12% | -50.68% |
| Current Drawdown | -1.54% | 0.00% |
Correlation
The correlation between SPXC and VUG is 0.57, 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. VUG - Performance Comparison
In the year-to-date period, SPXC achieves a 67.40% return, which is significantly higher than VUG's 31.76% return. Over the past 10 years, SPXC has outperformed VUG with an annualized return of 22.08%, while VUG has yielded a comparatively lower 15.84% 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
SPXC vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPX Corporation (SPXC) 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
SPXC vs. VUG - Dividend Comparison
SPXC has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.48%.
| 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% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
SPXC vs. VUG - Drawdown Comparison
The maximum SPXC drawdown since its inception was -81.12%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for SPXC and VUG. For additional features, visit the drawdowns tool.
Volatility
SPXC vs. VUG - Volatility Comparison
SPX Corporation (SPXC) has a higher volatility of 14.86% compared to Vanguard Growth ETF (VUG) at 5.09%. This indicates that SPXC'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.