TSCDY vs. VUAG.L

Last updated Jun 13, 2026

TSCDY (Tesco PLC) is a stock, while VUAG.L (Vanguard S&P 500 UCITS ETF (USD) Accumulating) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, TSCDY returned 18.65%/yr vs 13.21%/yr for VUAG.L. At a 0.22 correlation, their price movements are largely independent.

Performance

TSCDY vs. VUAG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tesco PLC (TSCDY) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

TSCDY is traded in USD, while VUAG.L is traded in GBP. To make them comparable, the VUAG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with TSCDY having a 7.95% return and VUAG.L slightly higher at 8.30%.

TSCDY

• 1D: 0.21%
• 1M: 3.36%
• YTD: 7.95%
• 6M: 8.80%
• 1Y: 20.92%
• 3Y*: 29.19%
• 5Y*: 18.65%
• 10Y*: 18.35%

VUAG.L

• 1D: 1.32%
• 1M: 0.25%
• YTD: 8.30%
• 6M: 9.40%
• 1Y: 24.14%
• 3Y*: 20.66%
• 5Y*: 13.21%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TSCDY vs. VUAG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
TSCDY Tesco PLC	7.95%	32.85%	30.49%	43.52%	-29.02%	65.48%	0.16%	11.56%
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating	8.30%	17.61%	25.21%	25.96%	-18.62%	29.78%	19.79%	-10.64%

Correlation

The correlation between TSCDY and VUAG.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.20
Correlation (All Time) Calculated using the full available price history since May 14, 2019	0.22

The correlation between TSCDY and VUAG.L shifts across timeframes, from 0.07 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

Return for Risk

TSCDY vs. VUAG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TSCDY

TSCDY Risk / Return Rank: 69
TSCDY Sharpe Ratio Rank: 71
TSCDY Sortino Ratio Rank: 65
TSCDY Omega Ratio Rank: 63
TSCDY Calmar Ratio Rank: 72
TSCDY Martin Ratio Rank: 72

VUAG.L

VUAG.L Risk / Return Rank: 82
VUAG.L Sharpe Ratio Rank: 85
VUAG.L Sortino Ratio Rank: 83
VUAG.L Omega Ratio Rank: 85
VUAG.L Calmar Ratio Rank: 80
VUAG.L Martin Ratio Rank: 79

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TSCDY vs. VUAG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tesco PLC (TSCDY) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	TSCDY	VUAG.L	Difference
Sharpe ratio: Return per unit of total volatility	0.93	2.10	-1.17
Sortino ratio: Return per unit of downside risk	1.37	3.03	-1.66
Omega ratio: Gain probability vs. loss probability	1.17	1.37	-0.20
Calmar ratio: Return relative to maximum drawdown	1.59	2.77	-1.18
Martin ratio: Return relative to average drawdown	3.83	11.64	-7.81

TSCDY vs. VUAG.L - Sharpe Ratio Comparison

The current TSCDY Sharpe Ratio is 0.93, which is lower than the VUAG.L Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of TSCDY and VUAG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TSCDY vs. VUAG.L - Drawdown Comparison

The maximum TSCDY drawdown since its inception was -76.10%, which is greater than VUAG.L's maximum drawdown of -37.82%. Use the drawdown chart below to compare losses from any high point for TSCDY and VUAG.L.

Drawdown Indicators

	TSCDY	VUAG.L	Difference
Max Drawdown Largest peak-to-trough decline	-76.10%	-37.82%	-38.28%
Max Drawdown (1Y) Largest decline over 1 year	-13.25%	-8.69%	-4.56%
Max Drawdown (3Y) Largest decline over 3 years	-18.37%	-18.69%	+0.32%
Max Drawdown (5Y) Largest decline over 5 years	-45.56%	-25.18%	-20.38%
Max Drawdown (10Y) Largest decline over 10 years	-45.56%	—	—
Current Drawdown Current decline from peak	-5.08%	-2.33%	-2.75%
Average Drawdown Average peak-to-trough decline	-42.81%	-7.07%	-35.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.47%	2.07%	+3.40%

Volatility

TSCDY vs. VUAG.L - Volatility Comparison

Tesco PLC (TSCDY) has a higher volatility of 7.58% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 3.28%. This indicates that TSCDY's price experiences larger fluctuations and is considered to be riskier than VUAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TSCDY	VUAG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.58%	3.28%	+4.30%
Volatility (6M) Calculated over the trailing 6-month period	17.99%	8.38%	+9.61%
Volatility (1Y) Calculated over the trailing 1-year period	22.62%	11.44%	+11.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.26%	15.69%	+7.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.83%	19.17%	+8.66%

Dividends

TSCDY vs. VUAG.L - Dividend Comparison

TSCDY's dividend yield for the trailing twelve months is around 2.80%, while VUAG.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
TSCDY Tesco PLC	2.80%	3.08%	3.39%	3.60%	5.27%	20.15%	3.79%	2.56%	2.05%	0.47%
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.80%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TSCDY and VUAG.L in my portfolio?

TSCDY and VUAG.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.