VMID.L vs. PSH.AS
Compare and contrast key facts about Vanguard FTSE 250 UCITS ETF Distributing (VMID.L) and Pershing Square Holdings Ltd (PSH.AS).
VMID.L is a passively managed fund by Vanguard that tracks the performance of the FTSE 250 Ex Investment Trust TR GBP. It was launched on Sep 30, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VMID.L or PSH.AS.
Key characteristics
| VMID.L | PSH.AS | |
|---|---|---|
| YTD Return | 5.96% | 0.69% |
| 1Y Return | 16.90% | 26.02% |
| 3Y Return (Ann) | -1.84% | 5.68% |
| 5Y Return (Ann) | 2.60% | 21.65% |
| 10Y Return (Ann) | 5.26% | 7.27% |
| Sharpe Ratio | 1.07 | 0.95 |
| Sortino Ratio | 1.56 | 1.35 |
| Omega Ratio | 1.19 | 1.18 |
| Calmar Ratio | 0.67 | 1.09 |
| Martin Ratio | 5.47 | 2.46 |
| Ulcer Index | 2.40% | 8.69% |
| Daily Std Dev | 12.62% | 22.69% |
| Max Drawdown | -41.85% | -57.31% |
| Current Drawdown | -7.89% | -16.01% |
Correlation
The correlation between VMID.L and PSH.AS is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VMID.L vs. PSH.AS - Performance Comparison
In the year-to-date period, VMID.L achieves a 5.96% return, which is significantly higher than PSH.AS's 0.69% return. Over the past 10 years, VMID.L has underperformed PSH.AS with an annualized return of 5.26%, while PSH.AS has yielded a comparatively higher 7.27% 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
VMID.L vs. PSH.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 250 UCITS ETF Distributing (VMID.L) and Pershing Square Holdings Ltd (PSH.AS). 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
VMID.L vs. PSH.AS - Dividend Comparison
VMID.L's dividend yield for the trailing twelve months is around 3.35%, more than PSH.AS's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VMID.L Vanguard FTSE 250 UCITS ETF Distributing | 3.35% | 3.41% | 3.30% | 2.55% | 2.08% | 2.82% | 3.59% | 3.19% | 3.08% | 3.09% | 0.60% |
PSH.AS Pershing Square Holdings Ltd | 1.23% | 1.13% | 1.37% | 0.97% | 1.14% | 2.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VMID.L vs. PSH.AS - Drawdown Comparison
The maximum VMID.L drawdown since its inception was -41.85%, smaller than the maximum PSH.AS drawdown of -57.31%. Use the drawdown chart below to compare losses from any high point for VMID.L and PSH.AS. For additional features, visit the drawdowns tool.
Volatility
VMID.L vs. PSH.AS - Volatility Comparison
The current volatility for Vanguard FTSE 250 UCITS ETF Distributing (VMID.L) is 4.63%, while Pershing Square Holdings Ltd (PSH.AS) has a volatility of 7.08%. This indicates that VMID.L experiences smaller price fluctuations and is considered to be less risky than PSH.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.