VIG.VI vs. BA.L
VIG.VI (Vienna Insurance Group AG) and BA.L (BAE Systems plc) are both stocks. VIG.VI operates in Insurance - Diversified (Financial Services), while BA.L operates in Aerospace & Defense (Industrials). Over the past 10 years, VIG.VI returned 17.56%/yr vs 17.25%/yr for BA.L. At a 0.23 correlation, their price movements are largely independent.
Performance
VIG.VI vs. BA.L - Performance Comparison
Loading charts...
Different Trading Currencies
VIG.VI is traded in EUR, while BA.L is traded in GBp. To make them comparable, the BA.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, VIG.VI achieves a -9.04% return, which is significantly lower than BA.L's 12.81% return. Both investments have delivered pretty close results over the past 10 years, with VIG.VI having a 17.56% annualized return and BA.L not far behind at 17.25%.
VIG.VI
- 1D
- 0.85%
- 1M
- -9.71%
- YTD
- -9.04%
- 6M
- 18.23%
- 1Y
- 37.36%
- 3Y*
- 40.05%
- 5Y*
- 25.79%
- 10Y*
- 17.56%
BA.L
- 1D
- 0.77%
- 1M
- -8.39%
- YTD
- 12.81%
- 6M
- 15.62%
- 1Y
- -5.06%
- 3Y*
- 29.13%
- 5Y*
- 32.14%
- 10Y*
- 17.25%
VIG.VI vs. BA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIG.VI Vienna Insurance Group AG | -9.04% | 129.16% | 19.86% | 24.86% | -5.12% | 23.62% | -7.23% | 30.99% | -18.43% | 24.33% |
BA.L BAE Systems plc | 12.81% | 44.19% | 10.99% | 36.13% | 52.62% | 25.22% | -14.21% | 36.60% | -17.77% | -3.65% |
Correlation
The correlation between VIG.VI and BA.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007 | 0.23 |
The correlation between VIG.VI and BA.L shifts across timeframes, from 0.10 (5 years) to 0.23 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VIG.VI vs. BA.L — Risk / Return Rank
VIG.VI
BA.L
VIG.VI vs. BA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vienna Insurance Group AG (VIG.VI) and BAE Systems plc (BA.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.
| VIG.VI | BA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.39 | ||
| Sortino ratioReturn per unit of downside risk | +1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.00 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | -0.19 | +2.95 |
| Martin ratioReturn relative to average drawdown | 5.99 | -0.39 | +6.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VIG.VI | BA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | -0.14 | +1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.16 | 1.21 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.65 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.41 | -0.10 |
Drawdowns
VIG.VI vs. BA.L - Drawdown Comparison
The maximum VIG.VI drawdown since its inception was -71.21%, which is greater than BA.L's maximum drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for VIG.VI and BA.L.
Loading charts...
Drawdown Indicators
| VIG.VI | BA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.21% | -55.18% | -16.03% |
Max Drawdown (1Y)Largest decline over 1 year | -13.43% | -21.87% | +8.44% |
Max Drawdown (3Y)Largest decline over 3 years | -13.43% | -21.87% | +8.44% |
Max Drawdown (5Y)Largest decline over 5 years | -23.66% | -21.87% | -1.79% |
Max Drawdown (10Y)Largest decline over 10 years | -47.58% | -42.10% | -5.48% |
Current DrawdownCurrent decline from peak | -10.77% | -17.92% | +7.15% |
Average DrawdownAverage peak-to-trough decline | -20.52% | -17.78% | -2.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.20% | 10.23% | -4.03% |
Volatility
VIG.VI vs. BA.L - Volatility Comparison
The current volatility for Vienna Insurance Group AG (VIG.VI) is 7.85%, while BAE Systems plc (BA.L) has a volatility of 10.08%. This indicates that VIG.VI experiences smaller price fluctuations and is considered to be less risky than BA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VIG.VI | BA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.85% | 10.08% | -2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 24.46% | 24.20% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.60% | 30.46% | -0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.14% | 26.51% | -4.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.03% | 26.30% | -2.27% |
Dividends
VIG.VI vs. BA.L - Dividend Comparison
VIG.VI's dividend yield for the trailing twelve months is around 2.91%, more than BA.L's 0.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BA.L BAE Systems plc | 0.72% | 1.99% | 2.69% | 2.53% | 2.99% | 4.40% | 4.75% | 4.00% | 4.79% | 3.75% | 3.57% | 4.14% |
VIG.VI Vienna Insurance Group AG | 2.91% | 2.31% | 4.61% | 4.91% | 5.59% | 3.01% | 11.06% | 3.94% | 4.44% | 3.10% | 2.80% | 5.54% |
Financials
VIG.VI vs. BA.L - Financials Comparison
This section allows you to compare key financial metrics between Vienna Insurance Group AG and BAE Systems plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
VIG.VI and BA.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for VIG.VI and BA.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer