WMG vs. VTSAX
Compare and contrast key facts about Warner Music Group Corp. (WMG) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WMG or VTSAX.
Key characteristics
| WMG | VTSAX | |
|---|---|---|
| YTD Return | -5.34% | 25.21% |
| 1Y Return | 3.69% | 34.00% |
| 3Y Return (Ann) | -7.89% | 8.41% |
| Sharpe Ratio | 0.12 | 2.75 |
| Sortino Ratio | 0.35 | 3.67 |
| Omega Ratio | 1.05 | 1.51 |
| Calmar Ratio | 0.08 | 4.00 |
| Martin Ratio | 0.23 | 17.55 |
| Ulcer Index | 13.39% | 1.95% |
| Daily Std Dev | 26.96% | 12.47% |
| Max Drawdown | -54.04% | -55.34% |
| Current Drawdown | -28.40% | -1.13% |
Correlation
The correlation between WMG and VTSAX 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
WMG vs. VTSAX - Performance Comparison
In the year-to-date period, WMG achieves a -5.34% return, which is significantly lower than VTSAX's 25.21% 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
WMG vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Warner Music Group Corp. (WMG) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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
WMG vs. VTSAX - Dividend Comparison
WMG's dividend yield for the trailing twelve months is around 2.07%, more than VTSAX's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMG Warner Music Group Corp. | 2.07% | 1.84% | 1.77% | 1.25% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.26% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
WMG vs. VTSAX - Drawdown Comparison
The maximum WMG drawdown since its inception was -54.04%, roughly equal to the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for WMG and VTSAX. For additional features, visit the drawdowns tool.
Volatility
WMG vs. VTSAX - Volatility Comparison
The current volatility for Warner Music Group Corp. (WMG) is 3.54%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.01%. This indicates that WMG experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.