Correlation
The correlation between VNRX and SPYD is 0.70, 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.
VNRX vs. SPYD
Compare and contrast key facts about VolitionRx Limited (VNRX) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD).
SPYD is a passively managed fund by State Street that tracks the performance of the S&P 500 High Dividend Index. It was launched on Oct 21, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VNRX or SPYD.
Performance
VNRX vs. SPYD - Performance Comparison
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Key characteristics
VNRX:
-0.32
SPYD:
0.70
VNRX:
0.08
SPYD:
1.04
VNRX:
1.01
SPYD:
1.14
VNRX:
-0.28
SPYD:
0.68
VNRX:
-0.93
SPYD:
2.08
VNRX:
28.52%
SPYD:
5.29%
VNRX:
84.04%
SPYD:
15.78%
VNRX:
-93.55%
SPYD:
-46.42%
VNRX:
-92.31%
SPYD:
-8.20%
Returns By Period
In the year-to-date period, VNRX achieves a -16.67% return, which is significantly lower than SPYD's -0.81% return.
VNRX
-16.67%
2.04%
-27.54%
-29.58%
-42.21%
-30.48%
-18.75%
SPYD
-0.81%
1.46%
-8.16%
8.64%
2.97%
13.74%
N/A
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Risk-Adjusted Performance
VNRX vs. SPYD — Risk-Adjusted Performance Rank
VNRX
SPYD
VNRX vs. SPYD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VolitionRx Limited (VNRX) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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.
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Dividends
VNRX vs. SPYD - Dividend Comparison
VNRX has not paid dividends to shareholders, while SPYD's dividend yield for the trailing twelve months is around 4.50%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VNRX VolitionRx Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 4.50% | 4.31% | 4.66% | 5.01% | 3.69% | 4.96% | 4.42% | 4.75% | 4.64% | 4.34% | 1.13% |
Drawdowns
VNRX vs. SPYD - Drawdown Comparison
The maximum VNRX drawdown since its inception was -93.55%, which is greater than SPYD's maximum drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for VNRX and SPYD.
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Volatility
VNRX vs. SPYD - Volatility Comparison
VolitionRx Limited (VNRX) has a higher volatility of 22.08% compared to SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 4.59%. This indicates that VNRX's price experiences larger fluctuations and is considered to be riskier than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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