VVD.DE vs. SPY
Compare and contrast key facts about Veolia Environnement S.A (VVD.DE) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VVD.DE or SPY.
Key characteristics
| VVD.DE | SPY | |
|---|---|---|
| YTD Return | 16.65% | 11.58% |
| 1Y Return | 21.34% | 29.17% |
| 3Y Return (Ann) | 13.67% | 9.98% |
| 5Y Return (Ann) | 14.52% | 14.95% |
| 10Y Return (Ann) | 13.84% | 12.88% |
| Sharpe Ratio | 0.94 | 2.67 |
| Daily Std Dev | 22.84% | 11.53% |
| Max Drawdown | -85.66% | -55.19% |
| Current Drawdown | -0.07% | -0.21% |
Correlation
The correlation between VVD.DE and SPY is 0.27, 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.
Performance
VVD.DE vs. SPY - Performance Comparison
In the year-to-date period, VVD.DE achieves a 16.65% return, which is significantly higher than SPY's 11.58% return. Over the past 10 years, VVD.DE has outperformed SPY with an annualized return of 13.84%, while SPY has yielded a comparatively lower 12.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VVD.DE vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Veolia Environnement S.A (VVD.DE) and SPDR S&P 500 ETF (SPY). 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.
Dividends
VVD.DE vs. SPY - Dividend Comparison
VVD.DE's dividend yield for the trailing twelve months is around 8.15%, more than SPY's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VVD.DE Veolia Environnement S.A | 8.15% | 3.90% | 4.13% | 2.10% | 2.49% | 3.82% | 4.72% | 3.74% | 4.52% | 3.15% | 4.73% | 6.01% |
SPY SPDR S&P 500 ETF | 1.27% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
VVD.DE vs. SPY - Drawdown Comparison
The maximum VVD.DE drawdown since its inception was -85.66%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VVD.DE and SPY. For additional features, visit the drawdowns tool.
Volatility
VVD.DE vs. SPY - Volatility Comparison
Veolia Environnement S.A (VVD.DE) has a higher volatility of 10.16% compared to SPDR S&P 500 ETF (SPY) at 3.40%. This indicates that VVD.DE's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.