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VNRG.L vs. LGUG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VNRG.LLGUG.L
YTD Return14.44%14.80%
1Y Return19.33%19.75%
3Y Return (Ann)10.54%10.76%
5Y Return (Ann)13.39%16.61%
Sharpe Ratio1.751.76
Daily Std Dev11.45%11.67%
Max Drawdown-26.12%-24.75%
Current Drawdown-1.41%-1.78%

Correlation

-0.50.00.51.00.8

The correlation between VNRG.L and LGUG.L is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

VNRG.L vs. LGUG.L - Performance Comparison

The year-to-date returns for both investments are quite close, with VNRG.L having a 14.44% return and LGUG.L slightly higher at 14.80%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


75.00%80.00%85.00%90.00%95.00%100.00%AprilMayJuneJulyAugustSeptember
97.50%
101.86%
VNRG.L
LGUG.L

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VNRG.L vs. LGUG.L - Expense Ratio Comparison

VNRG.L has a 0.10% expense ratio, which is higher than LGUG.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VNRG.L
Vanguard FTSE North America UCITS ETF (USD) Accumulating
Expense ratio chart for VNRG.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for LGUG.L: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

VNRG.L vs. LGUG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRG.L) and L&G US Equity UCITS ETF (LGUG.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.


VNRG.L
Sharpe ratio
The chart of Sharpe ratio for VNRG.L, currently valued at 2.11, compared to the broader market0.002.004.002.11
Sortino ratio
The chart of Sortino ratio for VNRG.L, currently valued at 2.90, compared to the broader market-2.000.002.004.006.008.0010.0012.002.90
Omega ratio
The chart of Omega ratio for VNRG.L, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.38
Calmar ratio
The chart of Calmar ratio for VNRG.L, currently valued at 2.12, compared to the broader market0.005.0010.0015.002.12
Martin ratio
The chart of Martin ratio for VNRG.L, currently valued at 10.77, compared to the broader market0.0020.0040.0060.0080.00100.0010.77
LGUG.L
Sharpe ratio
The chart of Sharpe ratio for LGUG.L, currently valued at 2.10, compared to the broader market0.002.004.002.10
Sortino ratio
The chart of Sortino ratio for LGUG.L, currently valued at 2.88, compared to the broader market-2.000.002.004.006.008.0010.0012.002.88
Omega ratio
The chart of Omega ratio for LGUG.L, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.39
Calmar ratio
The chart of Calmar ratio for LGUG.L, currently valued at 2.21, compared to the broader market0.005.0010.0015.002.21
Martin ratio
The chart of Martin ratio for LGUG.L, currently valued at 10.76, compared to the broader market0.0020.0040.0060.0080.00100.0010.76

VNRG.L vs. LGUG.L - Sharpe Ratio Comparison

The current VNRG.L Sharpe Ratio is 1.75, which roughly equals the LGUG.L Sharpe Ratio of 1.76. The chart below compares the 12-month rolling Sharpe Ratio of VNRG.L and LGUG.L.


Rolling 12-month Sharpe Ratio1.502.002.503.00AprilMayJuneJulyAugustSeptember
2.11
2.10
VNRG.L
LGUG.L

Dividends

VNRG.L vs. LGUG.L - Dividend Comparison

Neither VNRG.L nor LGUG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VNRG.L vs. LGUG.L - Drawdown Comparison

The maximum VNRG.L drawdown since its inception was -26.12%, which is greater than LGUG.L's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for VNRG.L and LGUG.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.55%
-0.91%
VNRG.L
LGUG.L

Volatility

VNRG.L vs. LGUG.L - Volatility Comparison

Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRG.L) and L&G US Equity UCITS ETF (LGUG.L) have volatilities of 4.58% and 4.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
4.58%
4.64%
VNRG.L
LGUG.L