UMC vs. VBR
UMC (United Microelectronics Corporation) is a stock, while VBR (Vanguard Small-Cap Value ETF) is Small Cap Value Equities fund tracking the CRSP US Small Cap Value Index. Over the past 10 years, UMC returned 31.41%/yr vs 10.67%/yr for VBR. Their 0.43 correlation means their historical movements had little consistent relationship.
Performance
UMC vs. VBR - Performance Comparison
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Returns By Period
In the year-to-date period, UMC achieves a 141.97% return, which is significantly higher than VBR's 18.17% return. Over the past 10 years, UMC has outperformed VBR with an annualized return of 31.41%, while VBR has yielded a comparatively lower 10.67% annualized return.
UMC
- 1D
- -1.79%
- 1M
- -22.50%
- 6M
- 89.43%
- YTD
- 141.97%
- 1Y
- 179.28%
- 3Y*
- 43.23%
- 5Y*
- 17.48%
- 10Y*
- 31.41%
- ALL TIME*
- 8.06%
VBR
- 1D
- 1.27%
- 1M
- 1.85%
- 6M
- 11.26%
- YTD
- 18.17%
- 1Y
- 29.28%
- 3Y*
- 15.36%
- 5Y*
- 10.29%
- 10Y*
- 10.67%
- ALL TIME*
- 9.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $322.80M | $355.87M | $383.42M | |
| $57.38M | $55.84M | $67.82M |
UMC vs. VBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UMC United Microelectronics Corporation | 141.97% | 28.65% | -19.01% | 39.20% | -40.32% | 43.16% | 230.69% | 56.10% | -21.85% | 39.99% |
VBR Vanguard Small-Cap Value ETF | 18.17% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 11.81% |
Correlation
The correlation between UMC and VBR is 0.22, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.22 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.43 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.43 |
Over the past year, the correlation between UMC and VBR has dropped to 0.22 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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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.
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.
| UMC | VBR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.35 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.77 | 3.32 | +1.45 |
| Martin ratioReturn relative to average drawdown | 13.94 | 12.14 | +1.80 |
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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.
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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 | -37.84% | -8.85% | -28.99% |
Max Drawdown (3Y)Largest decline over 3 years | -37.84% | -24.19% | -13.65% |
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 | -32.10% | -0.15% | -31.95% |
Average DrawdownAverage peak-to-trough decline | -42.39% | -8.21% | -34.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.92% | 2.42% | +10.50% |
Volatility
UMC vs. VBR - Volatility Comparison
United Microelectronics Corporation (UMC) has a higher volatility of 24.49% compared to Vanguard Small-Cap Value ETF (VBR) at 3.58%. 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.
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Volatility by Period
| UMC | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.49% | 3.58% | +20.91% |
Volatility (6M)Calculated over the trailing 6-month period | 49.91% | 10.28% | +39.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.27% | 14.86% | +45.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.40% | 19.57% | +22.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.09% | 21.67% | +19.42% |
Dividends
UMC vs. VBR - Dividend Comparison
UMC's dividend yield for the trailing twelve months is around 2.21%, more than VBR's 1.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UMC United Microelectronics Corporation | 2.21% | 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 | 1.74% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Frequently Asked Questions
UMC and VBR have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UMC has higher volatility (24.49%) compared to VBR (3.58%). In terms of maximum drawdown, UMC dropped -72.52% vs VBR's -61.98%.
UMC currently has the higher Sharpe Ratio (3.00 vs 1.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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