^W1DOW vs. VZ
Compare and contrast key facts about Dow Jones Global Index (^W1DOW) and Verizon Communications Inc. (VZ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^W1DOW or VZ.
Key characteristics
| ^W1DOW | VZ | |
|---|---|---|
| YTD Return | 16.63% | 24.46% |
| 1Y Return | 32.22% | 48.58% |
| 3Y Return (Ann) | 4.03% | 0.49% |
| 5Y Return (Ann) | 8.74% | -1.04% |
| 10Y Return (Ann) | 6.35% | 4.10% |
| Sharpe Ratio | 2.95 | 2.29 |
| Sortino Ratio | 3.91 | 3.27 |
| Omega Ratio | 1.57 | 1.45 |
| Calmar Ratio | 2.16 | 1.28 |
| Martin Ratio | 17.32 | 13.90 |
| Ulcer Index | 1.71% | 3.68% |
| Daily Std Dev | 10.23% | 22.27% |
| Max Drawdown | -59.33% | -56.77% |
| Current Drawdown | -0.42% | -10.06% |
Correlation
The correlation between ^W1DOW and VZ is 0.39, 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
^W1DOW vs. VZ - Performance Comparison
In the year-to-date period, ^W1DOW achieves a 16.63% return, which is significantly lower than VZ's 24.46% return. Over the past 10 years, ^W1DOW has outperformed VZ with an annualized return of 6.35%, while VZ has yielded a comparatively lower 4.10% 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
^W1DOW vs. VZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Global Index (^W1DOW) and Verizon Communications Inc. (VZ). 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.
Drawdowns
^W1DOW vs. VZ - Drawdown Comparison
The maximum ^W1DOW drawdown since its inception was -59.33%, roughly equal to the maximum VZ drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for ^W1DOW and VZ. For additional features, visit the drawdowns tool.
Volatility
^W1DOW vs. VZ - Volatility Comparison
The current volatility for Dow Jones Global Index (^W1DOW) is 2.00%, while Verizon Communications Inc. (VZ) has a volatility of 2.89%. This indicates that ^W1DOW experiences smaller price fluctuations and is considered to be less risky than VZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.