AAON vs. VGT
Compare and contrast key facts about AAON, Inc. (AAON) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AAON or VGT.
Performance
AAON vs. VGT - Performance Comparison
Returns By Period
In the year-to-date period, AAON achieves a 79.30% return, which is significantly higher than VGT's 27.28% return. Over the past 10 years, AAON has outperformed VGT with an annualized return of 26.34%, while VGT has yielded a comparatively lower 20.69% annualized return.
AAON
79.30%
20.25%
73.80%
108.84%
33.47%
26.34%
VGT
27.28%
0.97%
13.82%
34.56%
22.52%
20.69%
Key characteristics
| AAON | VGT | |
|---|---|---|
| Sharpe Ratio | 2.81 | 1.59 |
| Sortino Ratio | 3.37 | 2.11 |
| Omega Ratio | 1.50 | 1.29 |
| Calmar Ratio | 4.61 | 2.20 |
| Martin Ratio | 12.83 | 7.89 |
| Ulcer Index | 8.55% | 4.24% |
| Daily Std Dev | 39.01% | 20.98% |
| Max Drawdown | -73.63% | -54.63% |
| Current Drawdown | -6.18% | -2.04% |
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Correlation
The correlation between AAON and VGT is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
AAON vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AAON, Inc. (AAON) and Vanguard Information Technology ETF (VGT). 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.
Dividends
AAON vs. VGT - Dividend Comparison
AAON's dividend yield for the trailing twelve months is around 0.24%, less than VGT's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAON AAON, Inc. | 0.24% | 0.43% | 0.57% | 0.48% | 0.57% | 0.65% | 0.91% | 0.71% | 0.73% | 0.95% | 0.79% | 0.52% |
VGT Vanguard Information Technology ETF | 0.61% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
AAON vs. VGT - Drawdown Comparison
The maximum AAON drawdown since its inception was -73.63%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for AAON and VGT. For additional features, visit the drawdowns tool.
Volatility
AAON vs. VGT - Volatility Comparison
AAON, Inc. (AAON) has a higher volatility of 19.78% compared to Vanguard Information Technology ETF (VGT) at 6.62%. This indicates that AAON's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.