VWDRY vs. ^GSPC
Compare and contrast key facts about Vestas Wind Systems A/S (VWDRY) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWDRY or ^GSPC.
Correlation
The correlation between VWDRY and ^GSPC 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
VWDRY vs. ^GSPC - Performance Comparison
Key characteristics
VWDRY:
-1.12
^GSPC:
1.62
VWDRY:
-1.67
^GSPC:
2.20
VWDRY:
0.79
^GSPC:
1.30
VWDRY:
-0.65
^GSPC:
2.46
VWDRY:
-1.50
^GSPC:
10.01
VWDRY:
32.40%
^GSPC:
2.08%
VWDRY:
43.40%
^GSPC:
12.88%
VWDRY:
-97.29%
^GSPC:
-56.78%
VWDRY:
-73.69%
^GSPC:
-2.13%
Returns By Period
In the year-to-date period, VWDRY achieves a -0.44% return, which is significantly lower than ^GSPC's 2.24% return. Over the past 10 years, VWDRY has underperformed ^GSPC with an annualized return of 5.66%, while ^GSPC has yielded a comparatively higher 11.04% annualized return.
VWDRY
-0.44%
6.12%
-41.66%
-48.46%
-7.94%
5.66%
^GSPC
2.24%
-1.20%
6.72%
18.21%
12.53%
11.04%
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Risk-Adjusted Performance
VWDRY vs. ^GSPC — Risk-Adjusted Performance Rank
VWDRY
^GSPC
VWDRY vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vestas Wind Systems A/S (VWDRY) and S&P 500 (^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.
Drawdowns
VWDRY vs. ^GSPC - Drawdown Comparison
The maximum VWDRY drawdown since its inception was -97.29%, 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. For additional features, visit the drawdowns tool.
Volatility
VWDRY vs. ^GSPC - Volatility Comparison
Vestas Wind Systems A/S (VWDRY) has a higher volatility of 13.39% compared to S&P 500 (^GSPC) at 3.43%. 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.