UTHR vs. VDE
Compare and contrast key facts about United Therapeutics Corporation (UTHR) and Vanguard Energy ETF (VDE).
VDE is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Energy 25/50 Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UTHR or VDE.
Key characteristics
| UTHR | VDE | |
|---|---|---|
| YTD Return | 82.11% | 15.48% |
| 1Y Return | 79.70% | 16.77% |
| 3Y Return (Ann) | 25.50% | 22.21% |
| 5Y Return (Ann) | 35.38% | 15.80% |
| 10Y Return (Ann) | 12.35% | 4.38% |
| Sharpe Ratio | 2.91 | 0.99 |
| Sortino Ratio | 3.67 | 1.42 |
| Omega Ratio | 1.52 | 1.18 |
| Calmar Ratio | 3.24 | 1.33 |
| Martin Ratio | 10.71 | 3.22 |
| Ulcer Index | 7.52% | 5.56% |
| Daily Std Dev | 27.77% | 18.14% |
| Max Drawdown | -93.18% | -74.16% |
| Current Drawdown | -2.33% | -1.65% |
Correlation
The correlation between UTHR and VDE is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
UTHR vs. VDE - Performance Comparison
In the year-to-date period, UTHR achieves a 82.11% return, which is significantly higher than VDE's 15.48% return. Over the past 10 years, UTHR has outperformed VDE with an annualized return of 12.35%, while VDE has yielded a comparatively lower 4.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
UTHR vs. VDE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for United Therapeutics Corporation (UTHR) and Vanguard Energy ETF (VDE). 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
UTHR vs. VDE - Dividend Comparison
UTHR has not paid dividends to shareholders, while VDE's dividend yield for the trailing twelve months is around 3.04%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UTHR United Therapeutics Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDE Vanguard Energy ETF | 3.04% | 3.34% | 3.65% | 4.13% | 4.76% | 3.59% | 3.35% | 2.90% | 2.31% | 3.17% | 1.98% | 1.74% |
Drawdowns
UTHR vs. VDE - Drawdown Comparison
The maximum UTHR drawdown since its inception was -93.18%, which is greater than VDE's maximum drawdown of -74.16%. Use the drawdown chart below to compare losses from any high point for UTHR and VDE. For additional features, visit the drawdowns tool.
Volatility
UTHR vs. VDE - Volatility Comparison
United Therapeutics Corporation (UTHR) has a higher volatility of 8.92% compared to Vanguard Energy ETF (VDE) at 6.07%. This indicates that UTHR's price experiences larger fluctuations and is considered to be riskier than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.