UMC vs. VBR
Compare and contrast key facts about United Microelectronics Corporation (UMC) and Vanguard Small-Cap Value ETF (VBR).
VBR is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Value Index. It was launched on Jan 26, 2004.
Performance
UMC vs. VBR - Performance Comparison
Loading graphics...
UMC vs. VBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UMC United Microelectronics Corporation | 14.12% | 28.65% | -19.01% | 39.20% | -40.32% | 43.16% | 230.69% | 56.10% | -21.85% | 39.99% |
VBR Vanguard Small-Cap Value ETF | 3.59% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 11.81% |
Returns By Period
In the year-to-date period, UMC achieves a 14.12% return, which is significantly higher than VBR's 3.59% return. Over the past 10 years, UMC has outperformed VBR with an annualized return of 21.07%, while VBR has yielded a comparatively lower 10.14% annualized return.
UMC
- 1D
- -0.11%
- 1M
- -14.65%
- YTD
- 14.12%
- 6M
- 21.05%
- 1Y
- 36.51%
- 3Y*
- 7.26%
- 5Y*
- 5.18%
- 10Y*
- 21.07%
VBR
- 1D
- 0.41%
- 1M
- -4.79%
- YTD
- 3.59%
- 6M
- 5.25%
- 1Y
- 19.13%
- 3Y*
- 13.58%
- 5Y*
- 7.64%
- 10Y*
- 10.14%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
UMC vs. VBR — Risk / Return Rank
UMC
VBR
UMC vs. VBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for United Microelectronics Corporation (UMC) and Vanguard Small-Cap Value ETF (VBR). 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.
| UMC | VBR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.93 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.43 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 1.37 | -0.30 |
Martin ratioReturn relative to average drawdown | 2.95 | 5.62 | -2.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| UMC | VBR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.93 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.39 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.47 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.40 | -0.30 |
Correlation
The correlation between UMC and VBR is 0.44, 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.
Dividends
UMC vs. VBR - Dividend Comparison
UMC's dividend yield for the trailing twelve months is around 5.31%, more than VBR's 1.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UMC United Microelectronics Corporation | 5.31% | 6.06% | 7.14% | 6.93% | 7.92% | 2.44% | 1.62% | 3.51% | 6.59% | 2.41% | 3.61% | 3.15% |
VBR Vanguard Small-Cap Value ETF | 1.90% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Drawdowns
UMC vs. VBR - Drawdown Comparison
The maximum UMC drawdown since its inception was -72.52%, which is greater than VBR's maximum drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for UMC and VBR.
Loading graphics...
Drawdown Indicators
| UMC | VBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.52% | -61.98% | -10.54% |
Max Drawdown (1Y)Largest decline over 1 year | -31.01% | -14.18% | -16.83% |
Max Drawdown (5Y)Largest decline over 5 years | -54.30% | -24.19% | -30.11% |
Max Drawdown (10Y)Largest decline over 10 years | -54.30% | -45.28% | -9.02% |
Current DrawdownCurrent decline from peak | -28.13% | -5.75% | -22.38% |
Average DrawdownAverage peak-to-trough decline | -42.81% | -8.32% | -34.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.29% | 3.46% | +7.83% |
Volatility
UMC vs. VBR - Volatility Comparison
United Microelectronics Corporation (UMC) has a higher volatility of 9.62% compared to Vanguard Small-Cap Value ETF (VBR) at 5.40%. This indicates that UMC's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| UMC | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.62% | 5.40% | +4.22% |
Volatility (6M)Calculated over the trailing 6-month period | 34.25% | 11.29% | +22.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.98% | 20.64% | +20.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.13% | 19.85% | +18.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.39% | 21.73% | +16.66% |