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VOD.L vs. VUKE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VOD.L vs. VUKE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vodafone Group PLC (VOD.L) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L). The values are adjusted to include any dividend payments, if applicable.

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VOD.L vs. VUKE.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOD.L
Vodafone Group PLC
14.94%51.76%7.65%-9.77%-19.31%-1.22%-12.38%1.14%-29.91%24.53%
VUKE.L
Vanguard FTSE 100 UCITS ETF Distributing
5.05%26.19%9.55%7.05%5.29%17.69%-11.61%17.49%-8.79%11.87%
Different Trading Currencies

VOD.L is traded in GBp, while VUKE.L is traded in GBP. To make them comparable, the VUKE.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, VOD.L achieves a 14.94% return, which is significantly higher than VUKE.L's 5.05% return. Over the past 10 years, VOD.L has underperformed VUKE.L with an annualized return of 0.01%, while VUKE.L has yielded a comparatively higher 9.32% annualized return.


VOD.L

1D
0.31%
1M
0.80%
YTD
14.94%
6M
34.75%
1Y
65.01%
3Y*
16.92%
5Y*
4.09%
10Y*
0.01%

VUKE.L

1D
1.78%
1M
-3.41%
YTD
5.05%
6M
11.29%
1Y
24.19%
3Y*
14.69%
5Y*
12.86%
10Y*
9.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VOD.L vs. VUKE.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VOD.L
VOD.L Risk / Return Rank: 9595
Overall Rank
VOD.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VOD.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
VOD.L Omega Ratio Rank: 9494
Omega Ratio Rank
VOD.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
VOD.L Martin Ratio Rank: 9696
Martin Ratio Rank

VUKE.L
VUKE.L Risk / Return Rank: 8686
Overall Rank
VUKE.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VUKE.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
VUKE.L Omega Ratio Rank: 9191
Omega Ratio Rank
VUKE.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
VUKE.L Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VOD.L vs. VUKE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vodafone Group PLC (VOD.L) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.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.


VOD.LVUKE.LDifference

Sharpe ratio

Return per unit of total volatility

2.69

1.85

+0.85

Sortino ratio

Return per unit of downside risk

3.50

2.32

+1.18

Omega ratio

Gain probability vs. loss probability

1.49

1.40

+0.10

Calmar ratio

Return relative to maximum drawdown

6.58

2.63

+3.95

Martin ratio

Return relative to average drawdown

19.34

10.44

+8.91

VOD.L vs. VUKE.L - Sharpe Ratio Comparison

The current VOD.L Sharpe Ratio is 2.69, which is higher than the VUKE.L Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of VOD.L and VUKE.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VOD.LVUKE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

1.85

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

1.02

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

0.62

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.58

-0.23

Correlation

The correlation between VOD.L and VUKE.L is 0.53, 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.


Dividends

VOD.L vs. VUKE.L - Dividend Comparison

VOD.L's dividend yield for the trailing twelve months is around 3.41%, more than VUKE.L's 3.01% yield.


TTM20252024202320222021202020192018201720162015
VOD.L
Vodafone Group PLC
3.41%3.92%8.31%11.24%9.26%6.76%6.67%5.13%8.71%5.50%5.90%5.11%
VUKE.L
Vanguard FTSE 100 UCITS ETF Distributing
3.01%3.12%3.74%3.82%3.94%3.90%3.02%4.65%4.64%3.99%3.75%4.25%

Drawdowns

VOD.L vs. VUKE.L - Drawdown Comparison

The maximum VOD.L drawdown since its inception was -79.34%, which is greater than VUKE.L's maximum drawdown of -34.27%. Use the drawdown chart below to compare losses from any high point for VOD.L and VUKE.L.


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Drawdown Indicators


VOD.LVUKE.LDifference

Max Drawdown

Largest peak-to-trough decline

-79.34%

-34.27%

-45.07%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-10.66%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-46.20%

-12.83%

-33.37%

Max Drawdown (10Y)

Largest decline over 10 years

-59.49%

-34.27%

-25.22%

Current Drawdown

Current decline from peak

-17.17%

-4.56%

-12.61%

Average Drawdown

Average peak-to-trough decline

-32.17%

-4.27%

-27.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

2.35%

+1.23%

Volatility

VOD.L vs. VUKE.L - Volatility Comparison

Vodafone Group PLC (VOD.L) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) have volatilities of 5.30% and 5.27%, 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.


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Volatility by Period


VOD.LVUKE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

5.27%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

17.04%

8.34%

+8.70%

Volatility (1Y)

Calculated over the trailing 1-year period

24.06%

13.06%

+11.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.48%

12.61%

+11.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.99%

14.99%

+10.00%