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VSH vs. VGSH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSH and VGSH is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

Performance

VSH vs. VGSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vishay Intertechnology, Inc. (VSH) and Vanguard Short-Term Treasury ETF (VGSH). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-23.03%
2.64%
VSH
VGSH

Key characteristics

Sharpe Ratio

VSH:

-0.82

VGSH:

2.34

Sortino Ratio

VSH:

-1.08

VGSH:

3.58

Omega Ratio

VSH:

0.88

VGSH:

1.47

Calmar Ratio

VSH:

-0.43

VGSH:

4.19

Martin Ratio

VSH:

-1.60

VGSH:

10.22

Ulcer Index

VSH:

16.68%

VGSH:

0.40%

Daily Std Dev

VSH:

32.42%

VGSH:

1.74%

Max Drawdown

VSH:

-96.39%

VGSH:

-5.70%

Current Drawdown

VSH:

-56.62%

VGSH:

-0.42%

Returns By Period

In the year-to-date period, VSH achieves a -27.41% return, which is significantly lower than VGSH's 3.80% return. Over the past 10 years, VSH has outperformed VGSH with an annualized return of 3.68%, while VGSH has yielded a comparatively lower 1.33% annualized return.


VSH

YTD

-27.41%

1M

12.63%

6M

-23.33%

1Y

-26.71%

5Y*

-2.44%

10Y*

3.68%

VGSH

YTD

3.80%

1M

0.35%

6M

2.72%

1Y

4.08%

5Y*

1.33%

10Y*

1.33%

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Risk-Adjusted Performance

VSH vs. VGSH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vishay Intertechnology, Inc. (VSH) and Vanguard Short-Term Treasury ETF (VGSH). 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 VSH, currently valued at -0.82, compared to the broader market-4.00-2.000.002.00-0.822.34
The chart of Sortino ratio for VSH, currently valued at -1.08, compared to the broader market-4.00-2.000.002.004.00-1.083.58
The chart of Omega ratio for VSH, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.47
The chart of Calmar ratio for VSH, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.554.19
The chart of Martin ratio for VSH, currently valued at -1.60, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.6010.22
VSH
VGSH

The current VSH Sharpe Ratio is -0.82, which is lower than the VGSH Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of VSH and VGSH, 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.82
2.34
VSH
VGSH

Dividends

VSH vs. VGSH - Dividend Comparison

VSH's dividend yield for the trailing twelve months is around 2.34%, less than VGSH's 4.17% yield.


TTM20232022202120202019201820172016201520142013
VSH
Vishay Intertechnology, Inc.
2.34%1.67%1.85%1.76%1.83%1.74%1.79%1.24%1.56%1.99%1.70%0.00%
VGSH
Vanguard Short-Term Treasury ETF
4.17%3.32%1.15%0.66%1.75%2.28%1.79%1.10%0.84%0.71%0.46%0.34%

Drawdowns

VSH vs. VGSH - Drawdown Comparison

The maximum VSH drawdown since its inception was -96.39%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for VSH and VGSH. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-41.51%
-0.42%
VSH
VGSH

Volatility

VSH vs. VGSH - Volatility Comparison

Vishay Intertechnology, Inc. (VSH) has a higher volatility of 13.16% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.37%. This indicates that VSH's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
13.16%
0.37%
VSH
VGSH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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