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^W2DOW vs. VICI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^W2DOW and VICI is 0.29, 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.


-0.50.00.51.00.3

Performance

^W2DOW vs. VICI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Global ex-U.S. Index (^W2DOW) and VICI Properties Inc. (VICI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
5.62%
-2.49%
^W2DOW
VICI

Key characteristics

Sharpe Ratio

^W2DOW:

0.52

VICI:

0.08

Sortino Ratio

^W2DOW:

0.76

VICI:

0.24

Omega Ratio

^W2DOW:

1.10

VICI:

1.03

Calmar Ratio

^W2DOW:

0.42

VICI:

0.09

Martin Ratio

^W2DOW:

1.32

VICI:

0.26

Ulcer Index

^W2DOW:

4.27%

VICI:

5.88%

Daily Std Dev

^W2DOW:

10.85%

VICI:

19.02%

Max Drawdown

^W2DOW:

-93.05%

VICI:

-60.21%

Current Drawdown

^W2DOW:

-7.17%

VICI:

-10.11%

Returns By Period

In the year-to-date period, ^W2DOW achieves a 2.72% return, which is significantly higher than VICI's 2.02% return.


^W2DOW

YTD

2.72%

1M

2.94%

6M

5.61%

1Y

8.27%

5Y*

2.16%

10Y*

2.23%

VICI

YTD

2.02%

1M

1.15%

6M

-2.50%

1Y

6.40%

5Y*

7.44%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

^W2DOW vs. VICI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^W2DOW
The Risk-Adjusted Performance Rank of ^W2DOW is 3030
Overall Rank
The Sharpe Ratio Rank of ^W2DOW is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of ^W2DOW is 2626
Sortino Ratio Rank
The Omega Ratio Rank of ^W2DOW is 3030
Omega Ratio Rank
The Calmar Ratio Rank of ^W2DOW is 3232
Calmar Ratio Rank
The Martin Ratio Rank of ^W2DOW is 2828
Martin Ratio Rank

VICI
The Risk-Adjusted Performance Rank of VICI is 4646
Overall Rank
The Sharpe Ratio Rank of VICI is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of VICI is 3939
Sortino Ratio Rank
The Omega Ratio Rank of VICI is 3939
Omega Ratio Rank
The Calmar Ratio Rank of VICI is 5151
Calmar Ratio Rank
The Martin Ratio Rank of VICI is 5050
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.

^W2DOW vs. VICI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Global ex-U.S. Index (^W2DOW) and VICI Properties Inc. (VICI). 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 ^W2DOW, currently valued at 0.52, compared to the broader market-0.500.000.501.001.502.002.500.520.36
The chart of Sortino ratio for ^W2DOW, currently valued at 0.76, compared to the broader market-1.000.001.002.003.000.760.62
The chart of Omega ratio for ^W2DOW, currently valued at 1.10, compared to the broader market1.001.201.401.601.101.08
The chart of Calmar ratio for ^W2DOW, currently valued at 0.42, compared to the broader market0.001.002.003.004.000.420.41
The chart of Martin ratio for ^W2DOW, currently valued at 1.32, compared to the broader market0.005.0010.0015.0020.001.321.14
^W2DOW
VICI

The current ^W2DOW Sharpe Ratio is 0.52, which is higher than the VICI Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of ^W2DOW and VICI, 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 Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.52
0.36
^W2DOW
VICI

Drawdowns

^W2DOW vs. VICI - Drawdown Comparison

The maximum ^W2DOW drawdown since its inception was -93.05%, which is greater than VICI's maximum drawdown of -60.21%. Use the drawdown chart below to compare losses from any high point for ^W2DOW and VICI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-7.17%
-10.11%
^W2DOW
VICI

Volatility

^W2DOW vs. VICI - Volatility Comparison

The current volatility for Dow Jones Global ex-U.S. Index (^W2DOW) is 3.61%, while VICI Properties Inc. (VICI) has a volatility of 7.17%. This indicates that ^W2DOW experiences smaller price fluctuations and is considered to be less risky than VICI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.61%
7.17%
^W2DOW
VICI
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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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