PortfoliosLab logo
VOW3.DE vs. VOD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

VOW3.DE vs. VOD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Volkswagen AG (VOW3.DE) and Vodafone Group Plc (VOD). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

VOW3.DE:

-0.25

VOD:

0.88

Sortino Ratio

VOW3.DE:

-0.25

VOD:

1.35

Omega Ratio

VOW3.DE:

0.97

VOD:

1.19

Calmar Ratio

VOW3.DE:

-0.15

VOD:

0.41

Martin Ratio

VOW3.DE:

-0.54

VOD:

2.62

Ulcer Index

VOW3.DE:

14.30%

VOD:

9.67%

Daily Std Dev

VOW3.DE:

26.23%

VOD:

27.80%

Max Drawdown

VOW3.DE:

-77.22%

VOD:

-79.34%

Current Drawdown

VOW3.DE:

-40.79%

VOD:

-47.19%

Fundamentals

Market Cap

VOW3.DE:

€45.67B

VOD:

$26.82B

EPS

VOW3.DE:

€18.56

VOD:

-$1.86

PEG Ratio

VOW3.DE:

0.91

VOD:

0.61

PS Ratio

VOW3.DE:

0.14

VOD:

0.72

PB Ratio

VOW3.DE:

0.25

VOD:

0.43

Total Revenue (TTM)

VOW3.DE:

€243.42B

VOD:

$59.59B

Gross Profit (TTM)

VOW3.DE:

€43.96B

VOD:

$20.71B

EBITDA (TTM)

VOW3.DE:

€38.02B

VOD:

$18.64B

Returns By Period

In the year-to-date period, VOW3.DE achieves a 12.51% return, which is significantly lower than VOD's 30.92% return. Over the past 10 years, VOW3.DE has outperformed VOD with an annualized return of -2.09%, while VOD has yielded a comparatively lower -5.32% annualized return.


VOW3.DE

YTD
12.51%
1M
2.53%
6M
10.86%
1Y
-6.51%
3Y*
1.16%
5Y*
1.57%
10Y*
-2.09%

VOD

YTD
30.92%
1M
10.61%
6M
38.08%
1Y
24.25%
3Y*
-3.17%
5Y*
0.08%
10Y*
-5.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Volkswagen AG

Vodafone Group Plc

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VOW3.DE vs. VOD — Risk-Adjusted Performance Rank

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

VOW3.DE
The Risk-Adjusted Performance Rank of VOW3.DE is 2828
Overall Rank
The Sharpe Ratio Rank of VOW3.DE is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of VOW3.DE is 2323
Sortino Ratio Rank
The Omega Ratio Rank of VOW3.DE is 2424
Omega Ratio Rank
The Calmar Ratio Rank of VOW3.DE is 3434
Calmar Ratio Rank
The Martin Ratio Rank of VOW3.DE is 3232
Martin Ratio Rank

VOD
The Risk-Adjusted Performance Rank of VOD is 7070
Overall Rank
The Sharpe Ratio Rank of VOD is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VOD is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VOD is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VOD is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOD is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VOW3.DE vs. VOD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Volkswagen AG (VOW3.DE) and Vodafone Group Plc (VOD). 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.


The current VOW3.DE Sharpe Ratio is -0.25, which is lower than the VOD Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of VOW3.DE and VOD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Correlation

The correlation between VOW3.DE and VOD is 0.34, 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.


Dividends

VOW3.DE vs. VOD - Dividend Comparison

VOW3.DE's dividend yield for the trailing twelve months is around 6.77%, more than VOD's 4.57% yield.


TTM20242023202220212020201920182017201620152014
VOW3.DE
Volkswagen AG
6.77%10.18%7.84%22.87%2.74%3.19%2.76%2.85%1.24%0.13%3.63%2.20%
VOD
Vodafone Group Plc
4.57%8.37%11.14%9.27%7.12%6.18%4.97%9.18%5.29%9.16%5.40%19.75%

Drawdowns

VOW3.DE vs. VOD - Drawdown Comparison

The maximum VOW3.DE drawdown since its inception was -77.22%, roughly equal to the maximum VOD drawdown of -79.34%. Use the drawdown chart below to compare losses from any high point for VOW3.DE and VOD.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VOW3.DE vs. VOD - Volatility Comparison

Volkswagen AG (VOW3.DE) has a higher volatility of 7.54% compared to Vodafone Group Plc (VOD) at 6.62%. This indicates that VOW3.DE's price experiences larger fluctuations and is considered to be riskier than VOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

VOW3.DE vs. VOD - Financials Comparison

This section allows you to compare key financial metrics between Volkswagen AG and Vodafone Group Plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


20.00B40.00B60.00B80.00B20212022202320242025
77.56B
22.15B
(VOW3.DE) Total Revenue
(VOD) Total Revenue
Please note, different currencies. VOW3.DE values in EUR, VOD values in USD

VOW3.DE vs. VOD - Profitability Comparison

The chart below illustrates the profitability comparison between Volkswagen AG and Vodafone Group Plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%35.0%20212022202320242025
16.5%
37.0%
(VOW3.DE) Gross Margin
(VOD) Gross Margin
VOW3.DE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2025, Volkswagen AG reported a gross profit of 12.80B and revenue of 77.56B. Therefore, the gross margin over that period was 16.5%.

VOD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2025, Vodafone Group Plc reported a gross profit of 8.19B and revenue of 22.15B. Therefore, the gross margin over that period was 37.0%.

VOW3.DE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2025, Volkswagen AG reported an operating income of 2.87B and revenue of 77.56B, resulting in an operating margin of 3.7%.

VOD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2025, Vodafone Group Plc reported an operating income of 3.16B and revenue of 22.15B, resulting in an operating margin of 14.3%.

VOW3.DE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2025, Volkswagen AG reported a net income of 1.98B and revenue of 77.56B, resulting in a net margin of 2.6%.

VOD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2025, Vodafone Group Plc reported a net income of 1.66B and revenue of 22.15B, resulting in a net margin of 7.5%.