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VPN vs. EQIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VPN vs. EQIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Data Center REITs & Digital Infrastructure ETF (VPN) and Equinix, Inc. (EQIX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.37%
23.44%
VPN
EQIX

Returns By Period

The year-to-date returns for both stocks are quite close, with VPN having a 18.93% return and EQIX slightly lower at 18.62%.


VPN

YTD

18.93%

1M

-1.54%

6M

18.37%

1Y

25.81%

5Y (annualized)

N/A

10Y (annualized)

N/A

EQIX

YTD

18.62%

1M

5.57%

6M

23.44%

1Y

20.27%

5Y (annualized)

12.93%

10Y (annualized)

18.03%

Key characteristics


VPNEQIX
Sharpe Ratio1.480.84
Sortino Ratio2.161.47
Omega Ratio1.261.17
Calmar Ratio1.150.84
Martin Ratio5.421.96
Ulcer Index4.84%10.36%
Daily Std Dev17.77%24.02%
Max Drawdown-39.01%-99.44%
Current Drawdown-2.59%0.00%

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Correlation

-0.50.00.51.00.7

The correlation between VPN and EQIX is 0.72, 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.

Risk-Adjusted Performance

VPN vs. EQIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Data Center REITs & Digital Infrastructure ETF (VPN) and Equinix, Inc. (EQIX). 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.


Sharpe ratio
The chart of Sharpe ratio for VPN, currently valued at 1.45, compared to the broader market0.002.004.001.450.84
The chart of Sortino ratio for VPN, currently valued at 2.13, compared to the broader market-2.000.002.004.006.008.0010.0012.002.131.47
The chart of Omega ratio for VPN, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.17
The chart of Calmar ratio for VPN, currently valued at 1.13, compared to the broader market0.005.0010.0015.001.130.84
The chart of Martin ratio for VPN, currently valued at 5.32, compared to the broader market0.0020.0040.0060.0080.00100.005.321.96
VPN
EQIX

The current VPN Sharpe Ratio is 1.48, which is higher than the EQIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of VPN and EQIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.45
0.84
VPN
EQIX

Dividends

VPN vs. EQIX - Dividend Comparison

VPN's dividend yield for the trailing twelve months is around 1.18%, less than EQIX's 1.82% yield.


TTM2023202220212020201920182017201620152014
VPN
Global X Data Center REITs & Digital Infrastructure ETF
1.18%1.18%2.57%0.85%0.30%0.00%0.00%0.00%0.00%0.00%0.00%
EQIX
Equinix, Inc.
1.82%1.80%1.89%1.36%1.49%1.69%2.59%1.77%1.96%5.86%3.34%

Drawdowns

VPN vs. EQIX - Drawdown Comparison

The maximum VPN drawdown since its inception was -39.01%, smaller than the maximum EQIX drawdown of -99.44%. Use the drawdown chart below to compare losses from any high point for VPN and EQIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.59%
0
VPN
EQIX

Volatility

VPN vs. EQIX - Volatility Comparison

Global X Data Center REITs & Digital Infrastructure ETF (VPN) has a higher volatility of 6.40% compared to Equinix, Inc. (EQIX) at 5.60%. This indicates that VPN's price experiences larger fluctuations and is considered to be riskier than EQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
6.40%
5.60%
VPN
EQIX