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

Correlation

The correlation between VWAGY and VTSAX is 0.35, 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. 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.

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Key characteristics

Sharpe Ratio

VWAGY:

-0.48

VTSAX:

0.65

Sortino Ratio

VWAGY:

-0.40

VTSAX:

1.08

Omega Ratio

VWAGY:

0.95

VTSAX:

1.16

Calmar Ratio

VWAGY:

-0.18

VTSAX:

0.70

Martin Ratio

VWAGY:

-0.50

VTSAX:

2.66

Ulcer Index

VWAGY:

25.86%

VTSAX:

5.09%

Daily Std Dev

VWAGY:

31.59%

VTSAX:

19.97%

Max Drawdown

VWAGY:

-70.14%

VTSAX:

-55.34%

Current Drawdown

VWAGY:

-59.05%

VTSAX:

-4.92%

Returns By Period

In the year-to-date period, VWAGY achieves a 24.50% return, which is significantly higher than VTSAX's -0.53% return.


VWAGY

YTD

24.50%

1M

19.54%

6M

28.85%

1Y

-14.97%

5Y*

3.61%

10Y*

N/A

VTSAX

YTD

-0.53%

1M

9.66%

6M

-2.42%

1Y

12.79%

5Y*

16.76%

10Y*

12.01%

*Annualized

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Risk-Adjusted Performance

VWAGY vs. VTSAX — Risk-Adjusted Performance Rank

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

VWAGY
The Risk-Adjusted Performance Rank of VWAGY is 3030
Overall Rank
The Sharpe Ratio Rank of VWAGY is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of VWAGY is 2424
Sortino Ratio Rank
The Omega Ratio Rank of VWAGY is 2626
Omega Ratio Rank
The Calmar Ratio Rank of VWAGY is 3939
Calmar Ratio Rank
The Martin Ratio Rank of VWAGY is 3939
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 6767
Overall Rank
The Sharpe Ratio Rank of VTSAX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 6767
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.

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.


The current VWAGY Sharpe Ratio is -0.48, which is lower than the VTSAX Sharpe Ratio of 0.65. 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.


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Dividends

VWAGY vs. VTSAX - Dividend Comparison

VWAGY's dividend yield for the trailing twelve months is around 8.11%, more than VTSAX's 1.30% yield.


TTM20242023202220212020201920182017201620152014
VWAGY
Volkswagen AG 1/10 ADR
8.11%10.10%7.15%17.23%1.99%2.72%0.00%0.00%0.00%0.00%0.00%0.00%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.30%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%

Drawdowns

VWAGY vs. VTSAX - Drawdown Comparison

The maximum VWAGY drawdown since its inception was -70.14%, 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.


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Volatility

VWAGY vs. VTSAX - Volatility Comparison

Volkswagen AG 1/10 ADR (VWAGY) has a higher volatility of 7.13% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 6.32%. 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.


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