PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VWAGY vs. VGR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


VWAGYVGR

Fundamentals


VWAGYVGR
Market Cap$45.85B$2.36B
EPS$2.62$1.26
PE Ratio3.5011.90
PEG Ratio0.612.96
Total Revenue (TTM)$324.46B$1.06B
Gross Profit (TTM)$59.98B$355.94M
EBITDA (TTM)$51.62B$260.21M

Correlation

-0.50.00.51.00.2

The correlation between VWAGY and VGR is 0.23, 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

VWAGY vs. VGR - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-36.40%
39.98%
VWAGY
VGR

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

VWAGY vs. VGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Volkswagen AG 1/10 ADR (VWAGY) and Vector Group Ltd. (VGR). 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.


VWAGY
Sharpe ratio
The chart of Sharpe ratio for VWAGY, currently valued at -0.70, compared to the broader market-4.00-2.000.002.004.00-0.70
Sortino ratio
The chart of Sortino ratio for VWAGY, currently valued at -0.89, compared to the broader market-4.00-2.000.002.004.006.00-0.89
Omega ratio
The chart of Omega ratio for VWAGY, currently valued at 0.90, compared to the broader market0.501.001.502.000.90
Calmar ratio
The chart of Calmar ratio for VWAGY, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.29
Martin ratio
The chart of Martin ratio for VWAGY, currently valued at -1.05, compared to the broader market0.0010.0020.0030.00-1.05
VGR
Sharpe ratio
The chart of Sharpe ratio for VGR, currently valued at 1.75, compared to the broader market-4.00-2.000.002.004.001.75
Sortino ratio
The chart of Sortino ratio for VGR, currently valued at 2.64, compared to the broader market-4.00-2.000.002.004.006.002.64
Omega ratio
The chart of Omega ratio for VGR, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for VGR, currently valued at 1.88, compared to the broader market0.002.004.006.001.88
Martin ratio
The chart of Martin ratio for VGR, currently valued at 9.21, compared to the broader market0.0010.0020.0030.009.21

VWAGY vs. VGR - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
-0.70
1.75
VWAGY
VGR

Dividends

VWAGY vs. VGR - Dividend Comparison

VWAGY's dividend yield for the trailing twelve months is around 10.52%, while VGR has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VWAGY
Volkswagen AG 1/10 ADR
10.52%7.15%17.23%1.99%2.72%2.75%0.00%0.00%0.00%0.00%0.00%0.00%
VGR
Vector Group Ltd.
5.34%7.09%6.75%4.94%6.87%11.66%16.05%6.98%6.87%6.62%7.33%9.54%

Drawdowns

VWAGY vs. VGR - Drawdown Comparison


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-68.41%
-0.13%
VWAGY
VGR

Volatility

VWAGY vs. VGR - Volatility Comparison

Volkswagen AG 1/10 ADR (VWAGY) has a higher volatility of 10.45% compared to Vector Group Ltd. (VGR) at 0.00%. This indicates that VWAGY's price experiences larger fluctuations and is considered to be riskier than VGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
10.45%
0
VWAGY
VGR

Financials

VWAGY vs. VGR - Financials Comparison

This section allows you to compare key financial metrics between Volkswagen AG 1/10 ADR and Vector Group Ltd.. 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