PortfoliosLab logo
VTEX vs. VEU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTEX and VEU is 0.76, 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.


Performance

VTEX vs. VEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VTEX (VTEX) and Vanguard FTSE All-World ex-US ETF (VEU). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

VTEX:

-0.20

VEU:

0.66

Sortino Ratio

VTEX:

-0.05

VEU:

1.05

Omega Ratio

VTEX:

0.99

VEU:

1.14

Calmar Ratio

VTEX:

-0.15

VEU:

0.82

Martin Ratio

VTEX:

-0.60

VEU:

2.56

Ulcer Index

VTEX:

21.21%

VEU:

4.37%

Daily Std Dev

VTEX:

48.16%

VEU:

16.94%

Max Drawdown

VTEX:

-91.38%

VEU:

-61.52%

Current Drawdown

VTEX:

-80.31%

VEU:

0.00%

Returns By Period

In the year-to-date period, VTEX achieves a 7.81% return, which is significantly lower than VEU's 13.74% return.


VTEX

YTD

7.81%

1M

27.00%

6M

2.09%

1Y

-9.67%

3Y*

15.51%

5Y*

N/A

10Y*

N/A

VEU

YTD

13.74%

1M

8.86%

6M

12.21%

1Y

11.06%

3Y*

10.70%

5Y*

11.08%

10Y*

5.44%

*Annualized

Compare stocks, funds, or ETFs

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


VTEX

Vanguard FTSE All-World ex-US ETF

Risk-Adjusted Performance

VTEX vs. VEU — Risk-Adjusted Performance Rank

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

VTEX
The Risk-Adjusted Performance Rank of VTEX is 3838
Overall Rank
The Sharpe Ratio Rank of VTEX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VTEX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of VTEX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of VTEX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of VTEX is 3838
Martin Ratio Rank

VEU
The Risk-Adjusted Performance Rank of VEU is 6464
Overall Rank
The Sharpe Ratio Rank of VEU is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VEU is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VEU is 5959
Omega Ratio Rank
The Calmar Ratio Rank of VEU is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VEU is 6464
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.

VTEX vs. VEU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VTEX (VTEX) and Vanguard FTSE All-World ex-US ETF (VEU). 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 VTEX Sharpe Ratio is -0.20, which is lower than the VEU Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of VTEX and VEU, 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...

Dividends

VTEX vs. VEU - Dividend Comparison

VTEX has not paid dividends to shareholders, while VEU's dividend yield for the trailing twelve months is around 2.82%.


TTM20242023202220212020201920182017201620152014
VTEX
VTEX
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEU
Vanguard FTSE All-World ex-US ETF
2.82%3.24%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%3.52%

Drawdowns

VTEX vs. VEU - Drawdown Comparison

The maximum VTEX drawdown since its inception was -91.38%, which is greater than VEU's maximum drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for VTEX and VEU. For additional features, visit the drawdowns tool.


Loading data...

Volatility

VTEX vs. VEU - Volatility Comparison

VTEX (VTEX) has a higher volatility of 12.14% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 3.13%. This indicates that VTEX's price experiences larger fluctuations and is considered to be riskier than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...