VNX EURO vs GHO
GHO (GHO) is 873.3× the size of VNX EURO (VEUR) by market capitalisation. VEUR has been the more volatile of the two, at 19% annualised against GHO's 1%.
- Size ratio
- 1 : 873.3
GHO (GHO) is 873.3× the size of VNX EURO (VEUR) by market capitalisation. VEUR has been the more volatile of the two, at 19% annualised against GHO's 1%.
VEURGHO
| Metric | VEUR | GHO |
|---|---|---|
| Max drawdown (400d) | -5.3% | -0.2% |
| Risk-adjusted return (90d) | 0.02 | -0.01 |