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WF vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WF and VONG is 0.42, 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

WF vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Woori Financial Group Inc. (WF) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

WF:

0.88

VONG:

0.58

Sortino Ratio

WF:

1.55

VONG:

1.02

Omega Ratio

WF:

1.19

VONG:

1.14

Calmar Ratio

WF:

0.58

VONG:

0.66

Martin Ratio

WF:

3.52

VONG:

2.20

Ulcer Index

WF:

7.73%

VONG:

7.03%

Daily Std Dev

WF:

28.95%

VONG:

25.16%

Max Drawdown

WF:

-89.59%

VONG:

-32.72%

Current Drawdown

WF:

-28.31%

VONG:

-5.84%

Returns By Period

In the year-to-date period, WF achieves a 30.28% return, which is significantly higher than VONG's -1.85% return. Over the past 10 years, WF has underperformed VONG with an annualized return of 8.28%, while VONG has yielded a comparatively higher 15.67% annualized return.


WF

YTD

30.28%

1M

10.32%

6M

14.88%

1Y

25.31%

3Y*

14.33%

5Y*

23.05%

10Y*

8.28%

VONG

YTD

-1.85%

1M

18.37%

6M

0.36%

1Y

14.56%

3Y*

21.75%

5Y*

17.77%

10Y*

15.67%

*Annualized

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Woori Financial Group Inc.

Vanguard Russell 1000 Growth ETF

Risk-Adjusted Performance

WF vs. VONG — Risk-Adjusted Performance Rank

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

WF
The Risk-Adjusted Performance Rank of WF is 7878
Overall Rank
The Sharpe Ratio Rank of WF is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of WF is 7878
Sortino Ratio Rank
The Omega Ratio Rank of WF is 7575
Omega Ratio Rank
The Calmar Ratio Rank of WF is 7575
Calmar Ratio Rank
The Martin Ratio Rank of WF is 8181
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 6060
Overall Rank
The Sharpe Ratio Rank of VONG is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WF vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Woori Financial Group Inc. (WF) and Vanguard Russell 1000 Growth ETF (VONG). 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 WF Sharpe Ratio is 0.88, which is higher than the VONG Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of WF and VONG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

WF vs. VONG - Dividend Comparison

WF's dividend yield for the trailing twelve months is around 5.55%, more than VONG's 0.55% yield.


TTM20242023202220212020201920182017201620152014
WF
Woori Financial Group Inc.
5.55%12.98%2.71%8.20%1.19%3.49%5.71%0.00%3.73%3.29%5.70%5.01%
VONG
Vanguard Russell 1000 Growth ETF
0.55%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

Drawdowns

WF vs. VONG - Drawdown Comparison

The maximum WF drawdown since its inception was -89.59%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for WF and VONG. For additional features, visit the drawdowns tool.


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Volatility

WF vs. VONG - Volatility Comparison

The current volatility for Woori Financial Group Inc. (WF) is 5.73%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 6.08%. This indicates that WF experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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