VWDRY vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Vestas Wind Systems A/S (VWDRY) and S&P 500 Index (^GSPC).

Performance

VWDRY vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vestas Wind Systems A/S (VWDRY) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

VWDRY vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VWDRY Vestas Wind Systems A/S	6.26%	99.19%	-56.82%	9.27%	-5.43%	-34.72%	134.29%	34.77%	10.56%	9.29%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, VWDRY achieves a 6.26% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, VWDRY has underperformed ^GSPC with an annualized return of 8.06%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

VWDRY

• 1D: -4.46%
• 1M: 14.00%
• YTD: 6.26%
• 6M: 42.45%
• 1Y: 110.73%
• 3Y*: -0.08%
• 5Y*: -7.13%
• 10Y*: 8.06%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VWDRY vs. ^GSPC — Risk / Return Rank

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

VWDRY

VWDRY Risk / Return Rank: 91
VWDRY Sharpe Ratio Rank: 92
VWDRY Sortino Ratio Rank: 91
VWDRY Omega Ratio Rank: 89
VWDRY Calmar Ratio Rank: 93
VWDRY Martin Ratio Rank: 90

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VWDRY vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vestas Wind Systems A/S (VWDRY) and S&P 500 Index (^GSPC). 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.

	VWDRY	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	2.19	0.92	+1.27
Sortino ratio Return per unit of downside risk	3.05	1.41	+1.63
Omega ratio Gain probability vs. loss probability	1.38	1.21	+0.17
Calmar ratio Return relative to maximum drawdown	4.77	1.41	+3.36
Martin ratio Return relative to average drawdown	11.07	6.61	+4.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VWDRY vs. ^GSPC - Sharpe Ratio Comparison

The current VWDRY Sharpe Ratio is 2.19, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of VWDRY and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VWDRY	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.19	0.92	+1.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.15	0.61	-0.76
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.19	0.68	-0.49
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	0.46	-0.37

Correlation

The correlation between VWDRY and ^GSPC is 0.38, 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.

Drawdowns

VWDRY vs. ^GSPC - Drawdown Comparison

The maximum VWDRY drawdown since its inception was -96.49%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for VWDRY and ^GSPC.

Drawdown Indicators

	VWDRY	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-96.49%	-56.78%	-39.71%
Max Drawdown (1Y) Largest decline over 1 year	-22.82%	-12.14%	-10.68%
Max Drawdown (5Y) Largest decline over 5 years	-73.22%	-25.43%	-47.79%
Max Drawdown (10Y) Largest decline over 10 years	-76.67%	-33.92%	-42.75%
Current Drawdown Current decline from peak	-44.21%	-5.78%	-38.43%
Average Drawdown Average peak-to-trough decline	-45.92%	-10.75%	-35.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.83%	2.60%	+7.23%

Volatility

VWDRY vs. ^GSPC - Volatility Comparison

Vestas Wind Systems A/S (VWDRY) has a higher volatility of 13.02% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that VWDRY's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VWDRY	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.02%	5.37%	+7.65%
Volatility (6M) Calculated over the trailing 6-month period	31.33%	9.55%	+21.78%
Volatility (1Y) Calculated over the trailing 1-year period	50.90%	18.33%	+32.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.99%	16.90%	+31.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.80%	18.05%	+24.75%