VLK.AS vs. SPY
Compare and contrast key facts about Van Lanschot NV (VLK.AS) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLK.AS or SPY.
Key characteristics
| VLK.AS | SPY | |
|---|---|---|
| YTD Return | 65.51% | 23.95% |
| 1Y Return | 100.86% | 40.44% |
| 3Y Return (Ann) | 35.16% | 10.47% |
| 5Y Return (Ann) | 31.67% | 16.08% |
| 10Y Return (Ann) | 19.96% | 13.53% |
| Sharpe Ratio | 4.18 | 3.15 |
| Sortino Ratio | 5.92 | 4.18 |
| Omega Ratio | 1.69 | 1.58 |
| Calmar Ratio | 3.82 | 3.32 |
| Martin Ratio | 37.43 | 20.89 |
| Ulcer Index | 2.77% | 1.85% |
| Daily Std Dev | 24.82% | 12.23% |
| Max Drawdown | -83.82% | -55.19% |
| Current Drawdown | -1.12% | -0.16% |
Correlation
The correlation between VLK.AS and SPY is 0.17, 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
VLK.AS vs. SPY - Performance Comparison
In the year-to-date period, VLK.AS achieves a 65.51% return, which is significantly higher than SPY's 23.95% return. Over the past 10 years, VLK.AS has outperformed SPY with an annualized return of 19.96%, while SPY has yielded a comparatively lower 13.53% 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
VLK.AS vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Van Lanschot NV (VLK.AS) and SPDR S&P 500 ETF (SPY). 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
VLK.AS vs. SPY - Dividend Comparison
VLK.AS's dividend yield for the trailing twelve months is around 9.03%, more than SPY's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLK.AS Van Lanschot NV | 9.03% | 13.32% | 15.98% | 9.77% | 6.90% | 14.71% | 14.88% | 8.41% | 2.25% | 1.83% | 1.15% | 0.00% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
VLK.AS vs. SPY - Drawdown Comparison
The maximum VLK.AS drawdown since its inception was -83.82%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VLK.AS and SPY. For additional features, visit the drawdowns tool.
Volatility
VLK.AS vs. SPY - Volatility Comparison
Van Lanschot NV (VLK.AS) has a higher volatility of 5.10% compared to SPDR S&P 500 ETF (SPY) at 2.52%. This indicates that VLK.AS's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.