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

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.


-0.50.00.51.00.4

Performance

WF vs. VUG - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-6.96%
14.11%
WF
VUG

Key characteristics

Sharpe Ratio

WF:

0.79

VUG:

1.60

Sortino Ratio

WF:

1.28

VUG:

2.14

Omega Ratio

WF:

1.16

VUG:

1.29

Calmar Ratio

WF:

0.44

VUG:

2.21

Martin Ratio

WF:

2.98

VUG:

8.40

Ulcer Index

WF:

7.98%

VUG:

3.41%

Daily Std Dev

WF:

30.02%

VUG:

17.94%

Max Drawdown

WF:

-89.59%

VUG:

-50.68%

Current Drawdown

WF:

-43.22%

VUG:

-3.42%

Returns By Period

In the year-to-date period, WF achieves a 4.29% return, which is significantly higher than VUG's 0.61% return. Over the past 10 years, WF has underperformed VUG with an annualized return of 8.01%, while VUG has yielded a comparatively higher 16.05% annualized return.


WF

YTD

4.29%

1M

3.89%

6M

-6.97%

1Y

22.36%

5Y*

9.92%

10Y*

8.01%

VUG

YTD

0.61%

1M

-1.56%

6M

14.11%

1Y

28.56%

5Y*

17.54%

10Y*

16.05%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

WF vs. VUG — 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 6868
Overall Rank
The Sharpe Ratio Rank of WF is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of WF is 6666
Sortino Ratio Rank
The Omega Ratio Rank of WF is 6565
Omega Ratio Rank
The Calmar Ratio Rank of WF is 6565
Calmar Ratio Rank
The Martin Ratio Rank of WF is 7373
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6868
Overall Rank
The Sharpe Ratio Rank of VUG is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6969
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. 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.


Sharpe ratio
The chart of Sharpe ratio for WF, currently valued at 0.79, compared to the broader market-2.000.002.000.791.60
The chart of Sortino ratio for WF, currently valued at 1.28, compared to the broader market-4.00-2.000.002.004.001.282.14
The chart of Omega ratio for WF, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.29
The chart of Calmar ratio for WF, currently valued at 0.44, compared to the broader market0.002.004.006.000.442.21
The chart of Martin ratio for WF, currently valued at 2.98, compared to the broader market-10.000.0010.0020.002.988.40
WF
VUG

The current WF Sharpe Ratio is 0.79, which is lower than the VUG Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of WF and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.79
1.60
WF
VUG

Dividends

WF vs. VUG - Dividend Comparison

WF's dividend yield for the trailing twelve months is around 11.25%, more than VUG's 0.46% yield.


TTM20242023202220212020201920182017201620152014
WF
Woori Financial Group Inc.
11.25%11.73%2.71%8.20%1.19%3.49%5.71%0.00%3.73%3.29%5.70%5.01%
VUG
Vanguard Growth ETF
0.46%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-43.22%
-3.42%
WF
VUG

Volatility

WF vs. VUG - Volatility Comparison

The current volatility for Woori Financial Group Inc. (WF) is 4.15%, while Vanguard Growth ETF (VUG) has a volatility of 6.06%. This indicates that WF experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
4.15%
6.06%
WF
VUG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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