WRB vs. VCR
WRB (W. R. Berkley Corporation) is a stock, while VCR (Vanguard Consumer Discretionary ETF) is Consumer Discretionary Equities fund tracking the MSCI US Investable Market Consumer Discretionary 25/50 Index. Over the past 10 years, WRB returned 17.92%/yr vs 13.76%/yr for VCR. At a 0.43 correlation, their price movements are largely independent.
Performance
WRB vs. VCR - Performance Comparison
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Returns By Period
In the year-to-date period, WRB achieves a -2.51% return, which is significantly lower than VCR's -0.09% return. Over the past 10 years, WRB has outperformed VCR with an annualized return of 17.92%, while VCR has yielded a comparatively lower 13.76% annualized return.
WRB
- 1D
- 1.08%
- 1M
- 2.74%
- YTD
- -2.51%
- 6M
- 0.17%
- 1Y
- -4.36%
- 3Y*
- 24.41%
- 5Y*
- 17.90%
- 10Y*
- 17.92%
VCR
- 1D
- 0.20%
- 1M
- 0.16%
- YTD
- -0.09%
- 6M
- -1.17%
- 1Y
- 12.37%
- 3Y*
- 13.30%
- 5Y*
- 6.00%
- 10Y*
- 13.76%
WRB vs. VCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WRB W. R. Berkley Corporation | -2.51% | 23.02% | 27.19% | 0.25% | 33.92% | 27.39% | -3.14% | 43.80% | 5.96% | 10.21% |
VCR Vanguard Consumer Discretionary ETF | -0.09% | 5.77% | 24.27% | 40.38% | -35.15% | 24.86% | 48.36% | 27.45% | -2.31% | 22.82% |
Correlation
The correlation between WRB and VCR is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.43 |
The correlation between WRB and VCR shifts across timeframes, from -0.06 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WRB vs. VCR — Risk / Return Rank
WRB
VCR
WRB vs. VCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for W. R. Berkley Corporation (WRB) and Vanguard Consumer Discretionary ETF (VCR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WRB | VCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.11 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 0.72 | -1.00 |
| Martin ratioReturn relative to average drawdown | -0.54 | 2.21 | -2.75 |
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Drawdowns
WRB vs. VCR - Drawdown Comparison
The maximum WRB drawdown since its inception was -69.33%, which is greater than VCR's maximum drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for WRB and VCR.
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Drawdown Indicators
| WRB | VCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.33% | -61.54% | -7.79% |
Max Drawdown (1Y)Largest decline over 1 year | -17.62% | -15.59% | -2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -17.62% | -27.36% | +9.74% |
Max Drawdown (5Y)Largest decline over 5 years | -26.29% | -39.20% | +12.91% |
Max Drawdown (10Y)Largest decline over 10 years | -45.35% | -39.20% | -6.15% |
Current DrawdownCurrent decline from peak | -11.49% | -4.64% | -6.85% |
Average DrawdownAverage peak-to-trough decline | -14.58% | -9.39% | -5.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.29% | 5.05% | +4.24% |
Volatility
WRB vs. VCR - Volatility Comparison
W. R. Berkley Corporation (WRB) has a higher volatility of 7.63% compared to Vanguard Consumer Discretionary ETF (VCR) at 6.17%. This indicates that WRB's price experiences larger fluctuations and is considered to be riskier than VCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WRB | VCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | 6.17% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 15.08% | 13.48% | +1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.37% | 18.62% | +2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.83% | 24.03% | -1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.56% | 22.43% | +2.13% |
Dividends
WRB vs. VCR - Dividend Comparison
WRB's dividend yield for the trailing twelve months is around 2.72%, more than VCR's 0.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VCR Vanguard Consumer Discretionary ETF | 0.73% | 0.74% | 0.74% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% |
WRB W. R. Berkley Corporation | 2.72% | 2.64% | 2.39% | 2.73% | 1.22% | 2.44% | 0.71% | 2.43% | 2.83% | 2.16% | 2.27% | 0.86% |
Frequently Asked Questions
WRB and VCR have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WRB has higher volatility (7.63%) compared to VCR (6.17%). In terms of maximum drawdown, WRB dropped -69.33% vs VCR's -61.54%.
VCR currently has the higher Sharpe Ratio (0.60 vs -0.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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