WNC vs. VUSA.AS
Compare and contrast key facts about Wabash National Corporation (WNC) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WNC or VUSA.AS.
Key characteristics
| WNC | VUSA.AS | |
|---|---|---|
| YTD Return | -22.06% | 32.39% |
| 1Y Return | -6.69% | 38.50% |
| 3Y Return (Ann) | 4.33% | 12.52% |
| 5Y Return (Ann) | 7.87% | 16.22% |
| 10Y Return (Ann) | 7.47% | 14.66% |
| Sharpe Ratio | -0.15 | 3.19 |
| Sortino Ratio | 0.04 | 4.29 |
| Omega Ratio | 1.00 | 1.66 |
| Calmar Ratio | -0.11 | 4.59 |
| Martin Ratio | -0.22 | 20.53 |
| Ulcer Index | 24.37% | 1.86% |
| Daily Std Dev | 36.05% | 11.89% |
| Max Drawdown | -98.61% | -33.64% |
| Current Drawdown | -40.25% | 0.00% |
Correlation
The correlation between WNC and VUSA.AS is 0.31, 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
WNC vs. VUSA.AS - Performance Comparison
In the year-to-date period, WNC achieves a -22.06% return, which is significantly lower than VUSA.AS's 32.39% return. Over the past 10 years, WNC has underperformed VUSA.AS with an annualized return of 7.47%, while VUSA.AS has yielded a comparatively higher 14.66% 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
WNC vs. VUSA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wabash National Corporation (WNC) and Vanguard S&P 500 UCITS ETF (VUSA.AS). 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
WNC vs. VUSA.AS - Dividend Comparison
WNC's dividend yield for the trailing twelve months is around 1.63%, more than VUSA.AS's 0.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WNC Wabash National Corporation | 1.63% | 1.25% | 1.42% | 1.64% | 1.39% | 2.72% | 2.29% | 1.11% | 0.00% | 0.00% | 0.00% | 0.00% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 0.96% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
WNC vs. VUSA.AS - Drawdown Comparison
The maximum WNC drawdown since its inception was -98.61%, which is greater than VUSA.AS's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for WNC and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
WNC vs. VUSA.AS - Volatility Comparison
Wabash National Corporation (WNC) has a higher volatility of 12.76% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.54%. This indicates that WNC's price experiences larger fluctuations and is considered to be riskier than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.