SPXC vs. VUG

The year-to-date returns for both stocks are quite close, with SPXC having a -8.04% return and VUG slightly lower at -8.15%. Over the past 10 years, SPXC has outperformed VUG with an annualized return of 21.45%, while VUG has yielded a comparatively lower 14.44% annualized return.

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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.

The current SPXC Sharpe Ratio is 0.27, which is lower than the VUG Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of SPXC and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SPXC has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.52%.

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.

SPX Corporation (SPXC) and Vanguard Growth ETF (VUG) have volatilities of 17.02% and 16.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.