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VWAGY vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VWAGY and VTSAX is 0.37, 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.


-0.50.00.51.00.4

Performance

VWAGY vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Volkswagen AG 1/10 ADR (VWAGY) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-15.99%
118.06%
VWAGY
VTSAX

Key characteristics

Sharpe Ratio

VWAGY:

-1.01

VTSAX:

1.82

Sortino Ratio

VWAGY:

-1.39

VTSAX:

2.45

Omega Ratio

VWAGY:

0.84

VTSAX:

1.34

Calmar Ratio

VWAGY:

-0.39

VTSAX:

2.75

Martin Ratio

VWAGY:

-1.20

VTSAX:

11.75

Ulcer Index

VWAGY:

22.96%

VTSAX:

2.00%

Daily Std Dev

VWAGY:

27.19%

VTSAX:

12.91%

Max Drawdown

VWAGY:

-70.27%

VTSAX:

-55.34%

Current Drawdown

VWAGY:

-68.45%

VTSAX:

-4.17%

Returns By Period

In the year-to-date period, VWAGY achieves a -25.00% return, which is significantly lower than VTSAX's 23.43% return.


VWAGY

YTD

-25.00%

1M

1.44%

6M

-24.38%

1Y

-26.88%

5Y*

-8.12%

10Y*

N/A

VTSAX

YTD

23.43%

1M

-1.00%

6M

8.64%

1Y

25.44%

5Y*

13.84%

10Y*

12.40%

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Risk-Adjusted Performance

VWAGY vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Volkswagen AG 1/10 ADR (VWAGY) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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 -1.01, compared to the broader market-4.00-2.000.002.00-1.011.82
The chart of Sortino ratio for VWAGY, currently valued at -1.39, compared to the broader market-4.00-2.000.002.004.00-1.392.45
The chart of Omega ratio for VWAGY, currently valued at 0.84, compared to the broader market0.501.001.502.000.841.34
The chart of Calmar ratio for VWAGY, currently valued at -0.39, compared to the broader market0.002.004.006.00-0.392.75
The chart of Martin ratio for VWAGY, currently valued at -1.20, compared to the broader market0.0010.0020.00-1.2011.75
VWAGY
VTSAX

The current VWAGY Sharpe Ratio is -1.01, which is lower than the VTSAX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of VWAGY and VTSAX, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.01
1.82
VWAGY
VTSAX

Dividends

VWAGY vs. VTSAX - Dividend Comparison

VWAGY's dividend yield for the trailing twelve months is around 10.54%, more than VTSAX's 0.94% yield.


TTM20232022202120202019201820172016201520142013
VWAGY
Volkswagen AG 1/10 ADR
10.54%7.15%17.23%1.99%2.72%2.75%0.00%0.00%0.00%0.00%0.00%0.00%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
0.94%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VWAGY vs. VTSAX - Drawdown Comparison

The maximum VWAGY drawdown since its inception was -70.27%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VWAGY and VTSAX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-68.45%
-4.17%
VWAGY
VTSAX

Volatility

VWAGY vs. VTSAX - Volatility Comparison

Volkswagen AG 1/10 ADR (VWAGY) has a higher volatility of 5.68% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.89%. This indicates that VWAGY's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.68%
3.89%
VWAGY
VTSAX
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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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