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 MSCI US Small Cap Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UMC or VBR.
Performance
UMC vs. VBR - Performance Comparison
Returns By Period
In the year-to-date period, UMC achieves a -15.51% return, which is significantly lower than VBR's 19.13% return. Over the past 10 years, UMC has outperformed VBR with an annualized return of 17.55%, while VBR has yielded a comparatively lower 9.41% annualized return.
UMC
-15.51%
-13.21%
-16.60%
-9.18%
30.51%
17.55%
VBR
19.13%
5.18%
15.07%
32.19%
12.09%
9.41%
Key characteristics
| UMC | VBR | |
|---|---|---|
| Sharpe Ratio | -0.28 | 1.98 |
| Sortino Ratio | -0.21 | 2.80 |
| Omega Ratio | 0.98 | 1.35 |
| Calmar Ratio | -0.26 | 4.00 |
| Martin Ratio | -1.01 | 11.06 |
| Ulcer Index | 8.98% | 2.98% |
| Daily Std Dev | 31.83% | 16.65% |
| Max Drawdown | -85.96% | -62.01% |
| Current Drawdown | -34.51% | -1.25% |
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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.
Risk-Adjusted Performance
UMC vs. VBR - Risk-Adjusted Performance 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.
Dividends
UMC vs. VBR - Dividend Comparison
UMC's dividend yield for the trailing twelve months is around 6.84%, more than VBR's 1.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UMC United Microelectronics Corporation | 6.84% | 6.93% | 7.92% | 2.44% | 1.61% | 3.51% | 6.59% | 3.47% | 5.03% | 4.73% | 3.66% | 3.33% |
VBR Vanguard Small-Cap Value ETF | 1.89% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
UMC vs. VBR - Drawdown Comparison
The maximum UMC drawdown since its inception was -85.96%, which is greater than VBR's maximum drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for UMC and VBR. For additional features, visit the drawdowns tool.
Volatility
UMC vs. VBR - Volatility Comparison
United Microelectronics Corporation (UMC) has a higher volatility of 10.05% compared to Vanguard Small-Cap Value ETF (VBR) at 5.73%. 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.