VWDRY vs. ^GSPC

In the year-to-date period, VWDRY achieves a 15.49% return, which is significantly higher than ^GSPC's 0.52% return. Over the past 10 years, VWDRY has underperformed ^GSPC with an annualized return of 5.69%, while ^GSPC has yielded a comparatively higher 10.84% annualized return.

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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.

The current VWDRY Sharpe Ratio is -0.88, which is lower than the ^GSPC Sharpe Ratio of 0.62. 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.

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.

Vestas Wind Systems A/S (VWDRY) has a higher volatility of 17.63% compared to S&P 500 (^GSPC) at 4.76%. 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.