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TWST vs. VUSA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TWST and VUSA.L is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

TWST vs. VUSA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Twist Bioscience Corporation (TWST) and Vanguard S&P 500 UCITS ETF (VUSA.L). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-9.44%
8.65%
TWST
VUSA.L

Key characteristics

Sharpe Ratio

TWST:

0.45

VUSA.L:

2.46

Sortino Ratio

TWST:

1.18

VUSA.L:

3.47

Omega Ratio

TWST:

1.14

VUSA.L:

1.48

Calmar Ratio

TWST:

0.37

VUSA.L:

4.43

Martin Ratio

TWST:

1.70

VUSA.L:

17.49

Ulcer Index

TWST:

18.63%

VUSA.L:

1.59%

Daily Std Dev

TWST:

69.57%

VUSA.L:

11.29%

Max Drawdown

TWST:

-94.48%

VUSA.L:

-25.47%

Current Drawdown

TWST:

-77.80%

VUSA.L:

-1.34%

Returns By Period

In the year-to-date period, TWST achieves a 25.23% return, which is significantly lower than VUSA.L's 26.91% return.


TWST

YTD

25.23%

1M

11.71%

6M

-5.29%

1Y

31.62%

5Y*

14.24%

10Y*

N/A

VUSA.L

YTD

26.91%

1M

1.37%

6M

9.17%

1Y

26.60%

5Y*

15.61%

10Y*

15.69%

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Risk-Adjusted Performance

TWST vs. VUSA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Twist Bioscience Corporation (TWST) and Vanguard S&P 500 UCITS ETF (VUSA.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.


Sharpe ratio
The chart of Sharpe ratio for TWST, currently valued at 0.36, compared to the broader market-4.00-2.000.002.000.362.24
The chart of Sortino ratio for TWST, currently valued at 1.07, compared to the broader market-4.00-2.000.002.004.001.073.08
The chart of Omega ratio for TWST, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.42
The chart of Calmar ratio for TWST, currently valued at 0.29, compared to the broader market0.002.004.006.000.293.35
The chart of Martin ratio for TWST, currently valued at 1.36, compared to the broader market-5.000.005.0010.0015.0020.0025.001.3614.00
TWST
VUSA.L

The current TWST Sharpe Ratio is 0.45, which is lower than the VUSA.L Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of TWST and VUSA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.36
2.24
TWST
VUSA.L

Dividends

TWST vs. VUSA.L - Dividend Comparison

TWST has not paid dividends to shareholders, while VUSA.L's dividend yield for the trailing twelve months is around 0.49%.


TTM20232022202120202019201820172016201520142013
TWST
Twist Bioscience Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUSA.L
Vanguard S&P 500 UCITS ETF
0.49%1.25%1.41%1.05%1.46%1.48%1.70%1.60%1.55%1.73%1.50%1.62%

Drawdowns

TWST vs. VUSA.L - Drawdown Comparison

The maximum TWST drawdown since its inception was -94.48%, which is greater than VUSA.L's maximum drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for TWST and VUSA.L. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-77.80%
-2.49%
TWST
VUSA.L

Volatility

TWST vs. VUSA.L - Volatility Comparison

Twist Bioscience Corporation (TWST) has a higher volatility of 17.72% compared to Vanguard S&P 500 UCITS ETF (VUSA.L) at 2.88%. This indicates that TWST's price experiences larger fluctuations and is considered to be riskier than VUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
17.72%
2.88%
TWST
VUSA.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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