VWNAX vs. ES
Compare and contrast key facts about Vanguard Windsor II Fund Admiral Shares (VWNAX) and Eversource Energy (ES).
VWNAX is managed by Vanguard. It was launched on May 14, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWNAX or ES.
Key characteristics
| VWNAX | ES | |
|---|---|---|
| YTD Return | 18.39% | 3.01% |
| 1Y Return | 31.88% | 18.47% |
| 3Y Return (Ann) | 7.70% | -6.30% |
| 5Y Return (Ann) | 13.68% | -1.82% |
| 10Y Return (Ann) | 10.94% | 5.35% |
| Sharpe Ratio | 2.82 | 0.63 |
| Sortino Ratio | 3.81 | 1.05 |
| Omega Ratio | 1.53 | 1.13 |
| Calmar Ratio | 4.52 | 0.37 |
| Martin Ratio | 19.33 | 2.24 |
| Ulcer Index | 1.60% | 6.88% |
| Daily Std Dev | 10.96% | 24.45% |
| Max Drawdown | -57.51% | -65.47% |
| Current Drawdown | 0.00% | -28.57% |
Correlation
The correlation between VWNAX and ES is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VWNAX vs. ES - Performance Comparison
In the year-to-date period, VWNAX achieves a 18.39% return, which is significantly higher than ES's 3.01% return. Over the past 10 years, VWNAX has outperformed ES with an annualized return of 10.94%, while ES has yielded a comparatively lower 5.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VWNAX vs. ES - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Windsor II Fund Admiral Shares (VWNAX) and Eversource Energy (ES). 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.
Dividends
VWNAX vs. ES - Dividend Comparison
VWNAX's dividend yield for the trailing twelve months is around 1.60%, less than ES's 4.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWNAX Vanguard Windsor II Fund Admiral Shares | 1.60% | 1.72% | 1.70% | 1.26% | 1.38% | 2.20% | 2.70% | 2.09% | 2.57% | 2.49% | 2.42% | 2.08% |
ES Eversource Energy | 4.59% | 4.37% | 3.04% | 2.65% | 2.62% | 2.52% | 3.11% | 3.01% | 3.22% | 3.27% | 2.93% | 3.47% |
Drawdowns
VWNAX vs. ES - Drawdown Comparison
The maximum VWNAX drawdown since its inception was -57.51%, smaller than the maximum ES drawdown of -65.47%. Use the drawdown chart below to compare losses from any high point for VWNAX and ES. For additional features, visit the drawdowns tool.
Volatility
VWNAX vs. ES - Volatility Comparison
The current volatility for Vanguard Windsor II Fund Admiral Shares (VWNAX) is 3.54%, while Eversource Energy (ES) has a volatility of 6.99%. This indicates that VWNAX experiences smaller price fluctuations and is considered to be less risky than ES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.