WF vs. VUG
Compare and contrast key facts about Woori Financial Group Inc. (WF) and Vanguard Growth ETF (VUG).
VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WF or VUG.
Key characteristics
| WF | VUG | |
|---|---|---|
| Sharpe Ratio | 0.98 | 2.32 |
| Sortino Ratio | 1.52 | 3.00 |
| Omega Ratio | 1.19 | 1.42 |
| Calmar Ratio | 0.53 | 3.02 |
| Martin Ratio | 4.95 | 11.93 |
| Ulcer Index | 6.02% | 3.29% |
| Daily Std Dev | 30.28% | 16.89% |
| Max Drawdown | -89.59% | -50.68% |
| Current Drawdown | -38.47% | 0.00% |
Correlation
The correlation between WF and VUG is 0.38, 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
WF vs. VUG - Performance Comparison
Returns By Period
In the year-to-date period, WF achieves a 30.63% return, which is significantly lower than VUG's 33.95% return. Over the past 10 years, WF has underperformed VUG with an annualized return of 7.25%, while VUG has yielded a comparatively higher 15.82% annualized return.
WF
30.63%
3.70%
15.21%
32.83%
10.86%
7.25%
VUG
33.95%
7.48%
17.18%
40.56%
19.65%
15.82%
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Risk-Adjusted Performance
WF vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Woori Financial Group Inc. (WF) and Vanguard Growth ETF (VUG). 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
WF vs. VUG - Dividend Comparison
WF's dividend yield for the trailing twelve months is around 10.38%, more than VUG's 0.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WF Woori Financial Group Inc. | 10.38% | 2.71% | 8.20% | 1.19% | 3.49% | 5.71% | 0.00% | 3.73% | 3.29% | 5.70% | 5.01% | 0.00% |
VUG Vanguard Growth ETF | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
WF vs. VUG - Drawdown Comparison
The maximum WF drawdown since its inception was -89.59%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for WF and VUG. For additional features, visit the drawdowns tool.
Volatility
WF vs. VUG - Volatility Comparison
Woori Financial Group Inc. (WF) has a higher volatility of 4.93% compared to Vanguard Growth ETF (VUG) at 4.23%. This indicates that WF's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.