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VWAGY vs. F
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VWAGY and F is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

VWAGY vs. F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Volkswagen AG 1/10 ADR (VWAGY) and Ford Motor Company (F). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-15.35%
37.48%
VWAGY
F

Key characteristics

Sharpe Ratio

VWAGY:

-0.97

F:

-0.36

Sortino Ratio

VWAGY:

-1.31

F:

-0.25

Omega Ratio

VWAGY:

0.85

F:

0.96

Calmar Ratio

VWAGY:

-0.37

F:

-0.24

Martin Ratio

VWAGY:

-1.15

F:

-0.77

Ulcer Index

VWAGY:

22.82%

F:

16.96%

Daily Std Dev

VWAGY:

27.21%

F:

36.30%

Max Drawdown

VWAGY:

-70.27%

F:

-95.49%

Current Drawdown

VWAGY:

-68.20%

F:

-53.02%

Fundamentals

Market Cap

VWAGY:

$46.79B

F:

$39.62B

EPS

VWAGY:

$2.57

F:

$0.88

PE Ratio

VWAGY:

3.63

F:

11.33

PEG Ratio

VWAGY:

0.64

F:

0.57

Total Revenue (TTM)

VWAGY:

$324.46B

F:

$182.74B

Gross Profit (TTM)

VWAGY:

$59.98B

F:

$14.12B

EBITDA (TTM)

VWAGY:

$51.62B

F:

$10.35B

Returns By Period

In the year-to-date period, VWAGY achieves a -24.43% return, which is significantly lower than F's -14.94% return.


VWAGY

YTD

-24.43%

1M

1.10%

6M

-23.99%

1Y

-26.91%

5Y*

-7.98%

10Y*

N/A

F

YTD

-14.94%

1M

-13.56%

6M

-15.33%

1Y

-13.74%

5Y*

5.01%

10Y*

0.79%

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Risk-Adjusted Performance

VWAGY vs. F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Volkswagen AG 1/10 ADR (VWAGY) and Ford Motor Company (F). 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 VWAGY, currently valued at -0.97, compared to the broader market-4.00-2.000.002.00-0.97-0.36
The chart of Sortino ratio for VWAGY, currently valued at -1.31, compared to the broader market-4.00-2.000.002.004.00-1.31-0.25
The chart of Omega ratio for VWAGY, currently valued at 0.85, compared to the broader market0.501.001.502.000.850.96
The chart of Calmar ratio for VWAGY, currently valued at -0.37, compared to the broader market0.002.004.006.00-0.37-0.24
The chart of Martin ratio for VWAGY, currently valued at -1.15, compared to the broader market0.0010.0020.00-1.15-0.77
VWAGY
F

The current VWAGY Sharpe Ratio is -0.97, which is lower than the F Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of VWAGY and F, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.97
-0.36
VWAGY
F

Dividends

VWAGY vs. F - Dividend Comparison

VWAGY's dividend yield for the trailing twelve months is around 10.46%, more than F's 8.05% yield.


TTM20232022202120202019201820172016201520142013
VWAGY
Volkswagen AG 1/10 ADR
10.46%7.15%17.23%1.99%2.72%2.75%0.00%0.00%0.00%0.00%0.00%0.00%
F
Ford Motor Company
8.05%10.25%4.30%0.48%1.71%6.45%9.54%5.20%7.01%4.26%3.23%2.59%

Drawdowns

VWAGY vs. F - Drawdown Comparison

The maximum VWAGY drawdown since its inception was -70.27%, smaller than the maximum F drawdown of -95.49%. Use the drawdown chart below to compare losses from any high point for VWAGY and F. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-68.20%
-53.02%
VWAGY
F

Volatility

VWAGY vs. F - Volatility Comparison

The current volatility for Volkswagen AG 1/10 ADR (VWAGY) is 5.74%, while Ford Motor Company (F) has a volatility of 8.17%. This indicates that VWAGY experiences smaller price fluctuations and is considered to be less risky than F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.74%
8.17%
VWAGY
F

Financials

VWAGY vs. F - Financials Comparison

This section allows you to compare key financial metrics between Volkswagen AG 1/10 ADR and Ford Motor Company. 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


Values in USD except per share items
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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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