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VAPX.L vs. EIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VAPX.LEIX
YTD Return1.75%6.01%
1Y Return7.49%8.42%
3Y Return (Ann)1.56%13.61%
5Y Return (Ann)5.98%9.19%
10Y Return (Ann)7.59%7.05%
Sharpe Ratio0.530.30
Daily Std Dev14.24%20.84%
Max Drawdown-30.88%-72.18%
Current Drawdown-2.09%0.00%

Correlation

-0.50.00.51.00.2

The correlation between VAPX.L and EIX is 0.19, 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

VAPX.L vs. EIX - Performance Comparison

In the year-to-date period, VAPX.L achieves a 1.75% return, which is significantly lower than EIX's 6.01% return. Over the past 10 years, VAPX.L has outperformed EIX with an annualized return of 7.59%, while EIX has yielded a comparatively lower 7.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


80.00%100.00%120.00%140.00%December2024FebruaryMarchAprilMay
91.97%
143.16%
VAPX.L
EIX

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing

Edison International

Risk-Adjusted Performance

VAPX.L vs. EIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VAPX.L) and Edison International (EIX). 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.


VAPX.L
Sharpe ratio
The chart of Sharpe ratio for VAPX.L, currently valued at 0.42, compared to the broader market0.002.004.000.42
Sortino ratio
The chart of Sortino ratio for VAPX.L, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.0010.000.72
Omega ratio
The chart of Omega ratio for VAPX.L, currently valued at 1.08, compared to the broader market0.501.001.502.002.501.08
Calmar ratio
The chart of Calmar ratio for VAPX.L, currently valued at 0.29, compared to the broader market0.002.004.006.008.0010.0012.0014.000.29
Martin ratio
The chart of Martin ratio for VAPX.L, currently valued at 1.14, compared to the broader market0.0020.0040.0060.0080.001.14
EIX
Sharpe ratio
The chart of Sharpe ratio for EIX, currently valued at 0.77, compared to the broader market0.002.004.000.77
Sortino ratio
The chart of Sortino ratio for EIX, currently valued at 1.26, compared to the broader market-2.000.002.004.006.008.0010.001.26
Omega ratio
The chart of Omega ratio for EIX, currently valued at 1.15, compared to the broader market0.501.001.502.002.501.15
Calmar ratio
The chart of Calmar ratio for EIX, currently valued at 0.96, compared to the broader market0.002.004.006.008.0010.0012.0014.000.96
Martin ratio
The chart of Martin ratio for EIX, currently valued at 2.36, compared to the broader market0.0020.0040.0060.0080.002.36

VAPX.L vs. EIX - Sharpe Ratio Comparison

The current VAPX.L Sharpe Ratio is 0.53, which is higher than the EIX Sharpe Ratio of 0.30. The chart below compares the 12-month rolling Sharpe Ratio of VAPX.L and EIX.


Rolling 12-month Sharpe Ratio-0.40-0.200.000.200.400.600.80December2024FebruaryMarchAprilMay
0.42
0.77
VAPX.L
EIX

Dividends

VAPX.L vs. EIX - Dividend Comparison

VAPX.L's dividend yield for the trailing twelve months is around 3.74%, less than EIX's 4.05% yield.


TTM20232022202120202019201820172016201520142013
VAPX.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing
3.74%4.36%5.30%4.85%2.55%4.34%4.74%4.00%3.69%5.28%3.70%1.40%
EIX
Edison International
4.05%4.19%4.46%3.94%4.10%3.28%4.28%4.39%2.75%2.93%2.26%2.95%

Drawdowns

VAPX.L vs. EIX - Drawdown Comparison

The maximum VAPX.L drawdown since its inception was -30.88%, smaller than the maximum EIX drawdown of -72.18%. Use the drawdown chart below to compare losses from any high point for VAPX.L and EIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-9.33%
0
VAPX.L
EIX

Volatility

VAPX.L vs. EIX - Volatility Comparison

Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VAPX.L) and Edison International (EIX) have volatilities of 4.53% and 4.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%December2024FebruaryMarchAprilMay
4.53%
4.60%
VAPX.L
EIX