UCG.MI vs. VOO
Compare and contrast key facts about UniCredit S.p.A. (UCG.MI) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UCG.MI or VOO.
Key characteristics
UCG.MI | VOO | |
---|---|---|
YTD Return | 39.58% | 14.60% |
1Y Return | 81.93% | 24.54% |
3Y Return (Ann) | 52.27% | 10.23% |
5Y Return (Ann) | 32.99% | 15.34% |
10Y Return (Ann) | 3.45% | 12.90% |
Sharpe Ratio | 2.83 | 2.30 |
Daily Std Dev | 26.19% | 11.34% |
Max Drawdown | -95.79% | -33.99% |
Current Drawdown | -72.45% | 0.00% |
Correlation
The correlation between UCG.MI and VOO is 0.36, 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.
Performance
UCG.MI vs. VOO - Performance Comparison
In the year-to-date period, UCG.MI achieves a 39.58% return, which is significantly higher than VOO's 14.60% return. Over the past 10 years, UCG.MI has underperformed VOO with an annualized return of 3.45%, while VOO has yielded a comparatively higher 12.90% 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
UCG.MI vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for UniCredit S.p.A. (UCG.MI) and Vanguard S&P 500 ETF (VOO). 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
UCG.MI vs. VOO - Dividend Comparison
UCG.MI's dividend yield for the trailing twelve months is around 5.54%, more than VOO's 1.29% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
UniCredit S.p.A. | 5.54% | 4.02% | 4.05% | 0.89% | 8.24% | 2.07% | 3.23% | 0.00% | 4.39% | 2.34% | 2.06% | 1.67% |
Vanguard S&P 500 ETF | 1.29% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
UCG.MI vs. VOO - Drawdown Comparison
The maximum UCG.MI drawdown since its inception was -95.79%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for UCG.MI and VOO. For additional features, visit the drawdowns tool.
Volatility
UCG.MI vs. VOO - Volatility Comparison
UniCredit S.p.A. (UCG.MI) has a higher volatility of 10.94% compared to Vanguard S&P 500 ETF (VOO) at 2.28%. This indicates that UCG.MI's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.