UNM vs. VUG
Compare and contrast key facts about Unum Group (UNM) and Vanguard Growth ETF (VUG).
VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth 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: UNM or VUG.
Performance
UNM vs. VUG - Performance Comparison
Returns By Period
In the year-to-date period, UNM achieves a 64.15% return, which is significantly higher than VUG's 30.37% return. Over the past 10 years, UNM has underperformed VUG with an annualized return of 11.48%, while VUG has yielded a comparatively higher 15.56% annualized return.
UNM
64.15%
14.05%
38.65%
75.44%
24.29%
11.48%
VUG
30.37%
2.96%
14.39%
36.07%
19.13%
15.56%
Key characteristics
| UNM | VUG | |
|---|---|---|
| Sharpe Ratio | 3.65 | 2.23 |
| Sortino Ratio | 4.95 | 2.90 |
| Omega Ratio | 1.68 | 1.41 |
| Calmar Ratio | 4.18 | 2.90 |
| Martin Ratio | 21.47 | 11.44 |
| Ulcer Index | 3.46% | 3.29% |
| Daily Std Dev | 20.32% | 16.87% |
| Max Drawdown | -89.38% | -50.68% |
| Current Drawdown | -1.52% | -1.23% |
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Correlation
The correlation between UNM and VUG 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.
Risk-Adjusted Performance
UNM vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Unum Group (UNM) and Vanguard Growth ETF (VUG). 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
UNM vs. VUG - Dividend Comparison
UNM's dividend yield for the trailing twelve months is around 2.18%, more than VUG's 0.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UNM Unum Group | 2.18% | 3.07% | 3.07% | 4.76% | 4.97% | 3.74% | 3.34% | 1.57% | 1.75% | 2.10% | 1.78% | 1.57% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
UNM vs. VUG - Drawdown Comparison
The maximum UNM drawdown since its inception was -89.38%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for UNM and VUG. For additional features, visit the drawdowns tool.
Volatility
UNM vs. VUG - Volatility Comparison
Unum Group (UNM) has a higher volatility of 9.71% compared to Vanguard Growth ETF (VUG) at 5.54%. This indicates that UNM's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.