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UMC vs. VEU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UMC vs. VEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United Microelectronics Corporation (UMC) and Vanguard FTSE All-World ex-US ETF (VEU). The values are adjusted to include any dividend payments, if applicable.

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UMC vs. VEU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UMC
United Microelectronics Corporation
14.12%28.65%-19.01%39.20%-40.32%43.16%230.69%56.10%-21.85%39.99%
VEU
Vanguard FTSE All-World ex-US ETF
3.60%32.35%5.56%15.84%-15.58%8.27%11.10%21.83%-14.18%27.40%

Returns By Period

In the year-to-date period, UMC achieves a 14.12% return, which is significantly higher than VEU's 3.60% return. Over the past 10 years, UMC has outperformed VEU with an annualized return of 21.07%, while VEU has yielded a comparatively lower 9.16% 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%

VEU

1D
1.32%
1M
-5.22%
YTD
3.60%
6M
7.76%
1Y
28.98%
3Y*
16.19%
5Y*
7.74%
10Y*
9.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

UMC vs. VEU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UMC
UMC Risk / Return Rank: 6868
Overall Rank
UMC Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
UMC Sortino Ratio Rank: 7070
Sortino Ratio Rank
UMC Omega Ratio Rank: 6767
Omega Ratio Rank
UMC Calmar Ratio Rank: 6464
Calmar Ratio Rank
UMC Martin Ratio Rank: 6767
Martin Ratio Rank

VEU
VEU Risk / Return Rank: 8484
Overall Rank
VEU Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
VEU Sortino Ratio Rank: 8585
Sortino Ratio Rank
VEU Omega Ratio Rank: 8484
Omega Ratio Rank
VEU Calmar Ratio Rank: 8585
Calmar Ratio Rank
VEU Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UMC vs. VEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United Microelectronics Corporation (UMC) and Vanguard FTSE All-World ex-US ETF (VEU). 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.


UMCVEUDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.69

-0.79

Sortino ratio

Return per unit of downside risk

1.64

2.32

-0.67

Omega ratio

Gain probability vs. loss probability

1.20

1.34

-0.14

Calmar ratio

Return relative to maximum drawdown

1.07

2.57

-1.50

Martin ratio

Return relative to average drawdown

2.95

9.83

-6.89

UMC vs. VEU - Sharpe Ratio Comparison

The current UMC Sharpe Ratio is 0.90, which is lower than the VEU Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of UMC and VEU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UMCVEUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.69

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.49

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.54

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.23

-0.13

Correlation

The correlation between UMC and VEU is 0.50, 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. VEU - Dividend Comparison

UMC's dividend yield for the trailing twelve months is around 5.31%, more than VEU's 2.88% yield.


TTM20252024202320222021202020192018201720162015
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%
VEU
Vanguard FTSE All-World ex-US ETF
2.88%3.09%3.24%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%

Drawdowns

UMC vs. VEU - Drawdown Comparison

The maximum UMC drawdown since its inception was -72.52%, which is greater than VEU's maximum drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for UMC and VEU.


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Drawdown Indicators


UMCVEUDifference

Max Drawdown

Largest peak-to-trough decline

-72.52%

-61.52%

-11.00%

Max Drawdown (1Y)

Largest decline over 1 year

-31.01%

-11.43%

-19.58%

Max Drawdown (5Y)

Largest decline over 5 years

-54.30%

-29.31%

-24.99%

Max Drawdown (10Y)

Largest decline over 10 years

-54.30%

-34.98%

-19.32%

Current Drawdown

Current decline from peak

-28.13%

-7.36%

-20.77%

Average Drawdown

Average peak-to-trough decline

-42.81%

-13.23%

-29.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.29%

2.99%

+8.30%

Volatility

UMC vs. VEU - Volatility Comparison

United Microelectronics Corporation (UMC) has a higher volatility of 9.62% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 7.65%. This indicates that UMC's price experiences larger fluctuations and is considered to be riskier than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMCVEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.62%

7.65%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

34.25%

11.61%

+22.64%

Volatility (1Y)

Calculated over the trailing 1-year period

40.98%

17.25%

+23.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.13%

15.83%

+22.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.39%

17.13%

+21.26%