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VEURX vs. ABNB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEURX vs. ABNB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard European Stock Index Fund (VEURX) and Airbnb, Inc. (ABNB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VEURX achieves a 7.18% return, which is significantly higher than ABNB's -2.53% return.


VEURX

1D
2.88%
1M
1.81%
YTD
7.18%
6M
9.34%
1Y
19.02%
3Y*
16.61%
5Y*
8.26%
10Y*
9.81%

ABNB

1D
1.08%
1M
-0.52%
YTD
-2.53%
6M
3.03%
1Y
-4.70%
3Y*
1.93%
5Y*
-2.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEURX vs. ABNB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VEURX
Vanguard European Stock Index Fund
7.18%35.20%1.88%19.83%-16.16%16.14%2.38%
ABNB
Airbnb, Inc.
-2.53%3.28%-3.47%59.23%-48.65%13.41%0.55%

Correlation

The correlation between VEURX and ABNB is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2020

0.42

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Return for Risk

VEURX vs. ABNB — Risk / Return Rank

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

VEURX
VEURX Risk / Return Rank: 2727
Overall Rank
VEURX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VEURX Sortino Ratio Rank: 2727
Sortino Ratio Rank
VEURX Omega Ratio Rank: 2525
Omega Ratio Rank
VEURX Calmar Ratio Rank: 2626
Calmar Ratio Rank
VEURX Martin Ratio Rank: 2929
Martin Ratio Rank

ABNB
ABNB Risk / Return Rank: 3434
Overall Rank
ABNB Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ABNB Sortino Ratio Rank: 3131
Sortino Ratio Rank
ABNB Omega Ratio Rank: 3131
Omega Ratio Rank
ABNB Calmar Ratio Rank: 3636
Calmar Ratio Rank
ABNB Martin Ratio Rank: 3535
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.

VEURX vs. ABNB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard European Stock Index Fund (VEURX) and Airbnb, Inc. (ABNB). 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.


VEURXABNBDifference
Sharpe ratioReturn per unit of total volatility

+1.33

Sortino ratioReturn per unit of downside risk

+1.74

Omega ratioGain probability vs. loss probability

1.21

1.00

+0.21

Calmar ratioReturn relative to maximum drawdown

1.53

-0.22

+1.75

Martin ratioReturn relative to average drawdown

5.58

-0.47

+6.04

VEURX vs. ABNB - Sharpe Ratio Comparison

The current VEURX Sharpe Ratio is 1.16, which is higher than the ABNB Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of VEURX and ABNB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VEURX vs. ABNB - Drawdown Comparison

The maximum VEURX drawdown since its inception was -63.33%, roughly equal to the maximum ABNB drawdown of -61.96%. Use the drawdown chart below to compare losses from any high point for VEURX and ABNB.


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Drawdown Indicators


VEURXABNBDifference

Max Drawdown

Largest peak-to-trough decline

-63.33%

-61.96%

-1.37%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-21.54%

+9.57%

Max Drawdown (3Y)

Largest decline over 3 years

-13.97%

-37.16%

+23.19%

Max Drawdown (5Y)

Largest decline over 5 years

-32.81%

-60.19%

+27.38%

Max Drawdown (10Y)

Largest decline over 10 years

-37.03%

Current Drawdown

Current decline from peak

-1.05%

-39.00%

+37.95%

Average Drawdown

Average peak-to-trough decline

-12.66%

-36.12%

+23.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

10.06%

-6.79%

Volatility

VEURX vs. ABNB - Volatility Comparison

The current volatility for Vanguard European Stock Index Fund (VEURX) is 5.60%, while Airbnb, Inc. (ABNB) has a volatility of 7.64%. This indicates that VEURX experiences smaller price fluctuations and is considered to be less risky than ABNB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEURXABNBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

7.64%

-2.04%

Volatility (6M)

Calculated over the trailing 6-month period

13.14%

22.25%

-9.11%

Volatility (1Y)

Calculated over the trailing 1-year period

15.70%

29.05%

-13.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

43.76%

-26.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

45.93%

-27.70%

Dividends

VEURX vs. ABNB - Dividend Comparison

VEURX's dividend yield for the trailing twelve months is around 2.62%, while ABNB has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ABNB
Airbnb, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEURX
Vanguard European Stock Index Fund
2.62%2.70%3.44%3.00%3.07%2.90%1.97%3.14%3.77%2.55%3.35%3.09%

Frequently Asked Questions


VEURX and ABNB have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABNB has higher volatility (7.64%) compared to VEURX (5.60%). In terms of maximum drawdown, VEURX dropped -63.33% vs ABNB's -61.96%.

VEURX currently has the higher Sharpe Ratio (1.16 vs -0.16), 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.

Portfolio Optimizer

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