^W2DOW vs. VICI
Compare and contrast key facts about Dow Jones Global ex-U.S. Index (^W2DOW) and VICI Properties Inc. (VICI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^W2DOW or VICI.
Key characteristics
| ^W2DOW | VICI | |
|---|---|---|
| YTD Return | 8.82% | 8.59% |
| 1Y Return | 23.07% | 24.92% |
| 3Y Return (Ann) | -0.72% | 8.80% |
| 5Y Return (Ann) | 3.72% | 13.28% |
| Sharpe Ratio | 1.91 | 1.15 |
| Sortino Ratio | 2.63 | 1.71 |
| Omega Ratio | 1.36 | 1.22 |
| Calmar Ratio | 1.02 | 1.18 |
| Martin Ratio | 10.47 | 3.02 |
| Ulcer Index | 2.00% | 7.31% |
| Daily Std Dev | 11.01% | 19.26% |
| Max Drawdown | -93.05% | -60.21% |
| Current Drawdown | -4.65% | -1.29% |
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.
Performance
^W2DOW vs. VICI - Performance Comparison
The year-to-date returns for both stocks are quite close, with ^W2DOW having a 8.82% return and VICI slightly lower at 8.59%. 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
^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.
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.
Volatility
^W2DOW vs. VICI - Volatility Comparison
Dow Jones Global ex-U.S. Index (^W2DOW) has a higher volatility of 3.17% compared to VICI Properties Inc. (VICI) at 2.93%. This indicates that ^W2DOW's price experiences larger fluctuations and is considered to be riskier than VICI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.