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VID.MC vs. VMIG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VID.MC vs. VMIG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vidrala, S.A. (VID.MC) and Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.L). The values are adjusted to include any dividend payments, if applicable.

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VID.MC vs. VMIG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VID.MC
Vidrala, S.A.
-11.18%3.48%10.15%24.53%-0.67%-3.02%7.68%18.83%
VMIG.L
Vanguard FTSE 250 UCITS ETF (GBP) Accumulating
-2.80%6.96%12.59%10.37%-21.52%23.67%-9.89%17.88%
Different Trading Currencies

VID.MC is traded in EUR, while VMIG.L is traded in GBP. To make them comparable, the VMIG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VID.MC achieves a -11.18% return, which is significantly lower than VMIG.L's -2.80% return.


VID.MC

1D
2.87%
1M
-1.37%
YTD
-11.18%
6M
-6.43%
1Y
-9.25%
3Y*
-0.13%
5Y*
3.99%
10Y*
10.21%

VMIG.L

1D
2.36%
1M
-6.92%
YTD
-2.80%
6M
-0.30%
1Y
10.05%
3Y*
8.37%
5Y*
2.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VID.MC vs. VMIG.L — Risk / Return Rank

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

VID.MC
VID.MC Risk / Return Rank: 2323
Overall Rank
VID.MC Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VID.MC Sortino Ratio Rank: 1818
Sortino Ratio Rank
VID.MC Omega Ratio Rank: 1818
Omega Ratio Rank
VID.MC Calmar Ratio Rank: 3232
Calmar Ratio Rank
VID.MC Martin Ratio Rank: 2929
Martin Ratio Rank

VMIG.L
VMIG.L Risk / Return Rank: 5151
Overall Rank
VMIG.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VMIG.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
VMIG.L Omega Ratio Rank: 5454
Omega Ratio Rank
VMIG.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
VMIG.L Martin Ratio Rank: 4848
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.

VID.MC vs. VMIG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vidrala, S.A. (VID.MC) and Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.L). 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.


VID.MCVMIG.LDifference

Sharpe ratio

Return per unit of total volatility

-0.47

0.65

-1.13

Sortino ratio

Return per unit of downside risk

-0.55

0.95

-1.50

Omega ratio

Gain probability vs. loss probability

0.93

1.14

-0.20

Calmar ratio

Return relative to maximum drawdown

-0.28

0.86

-1.14

Martin ratio

Return relative to average drawdown

-0.71

3.26

-3.97

VID.MC vs. VMIG.L - Sharpe Ratio Comparison

The current VID.MC Sharpe Ratio is -0.47, which is lower than the VMIG.L Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of VID.MC and VMIG.L, 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


VID.MCVMIG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.47

0.65

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.15

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.22

-0.17

Correlation

The correlation between VID.MC and VMIG.L is 0.34, 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.


Dividends

VID.MC vs. VMIG.L - Dividend Comparison

VID.MC's dividend yield for the trailing twelve months is around 2.08%, while VMIG.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
VID.MC
Vidrala, S.A.
2.08%1.63%5.54%1.53%1.59%1.28%1.17%1.08%1.24%0.95%1.47%1.41%
VMIG.L
Vanguard FTSE 250 UCITS ETF (GBP) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VID.MC vs. VMIG.L - Drawdown Comparison

The maximum VID.MC drawdown since its inception was -106.51%, which is greater than VMIG.L's maximum drawdown of -47.17%. Use the drawdown chart below to compare losses from any high point for VID.MC and VMIG.L.


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Drawdown Indicators


VID.MCVMIG.LDifference

Max Drawdown

Largest peak-to-trough decline

-106.51%

-41.38%

-65.13%

Max Drawdown (1Y)

Largest decline over 1 year

-23.07%

-11.59%

-11.48%

Max Drawdown (5Y)

Largest decline over 5 years

-42.12%

-29.51%

-12.61%

Max Drawdown (10Y)

Largest decline over 10 years

-42.12%

Current Drawdown

Current decline from peak

-68.07%

-8.58%

-59.49%

Average Drawdown

Average peak-to-trough decline

-72.76%

-10.18%

-62.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.15%

2.88%

+6.27%

Volatility

VID.MC vs. VMIG.L - Volatility Comparison

Vidrala, S.A. (VID.MC) has a higher volatility of 7.74% compared to Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.L) at 5.54%. This indicates that VID.MC's price experiences larger fluctuations and is considered to be riskier than VMIG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VID.MCVMIG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.74%

5.54%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

14.83%

9.15%

+5.68%

Volatility (1Y)

Calculated over the trailing 1-year period

19.40%

15.31%

+4.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.46%

16.07%

+7.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.34%

19.43%

+4.91%