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:
-0.95
^GSPC:
0.44
VWDRY:
-1.27
^GSPC:
0.79
VWDRY:
0.84
^GSPC:
1.12
VWDRY:
-0.59
^GSPC:
0.48
VWDRY:
-1.12
^GSPC:
1.85
VWDRY:
40.22%
^GSPC:
4.92%
VWDRY:
48.87%
^GSPC:
19.37%
VWDRY:
-97.29%
^GSPC:
-56.78%
VWDRY:
-71.30%
^GSPC:
-7.88%
Returns By Period
In the year-to-date period, VWDRY achieves a 8.61% return, which is significantly higher than ^GSPC's -3.77% return. Over the past 10 years, VWDRY has underperformed ^GSPC with an annualized return of 4.77%, while ^GSPC has yielded a comparatively higher 10.45% annualized return.
VWDRY
8.61%
16.87%
-1.00%
-46.34%
-3.03%
4.77%
^GSPC
-3.77%
3.72%
-5.60%
8.55%
14.11%
10.45%
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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 15.38% compared to S&P 500 (^GSPC) at 6.82%. 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.