ABM vs. VGT
Compare and contrast key facts about ABM Industries Incorporated (ABM) 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: ABM or VGT.
Performance
ABM vs. VGT - Performance Comparison
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with ABM at 29.10% and VGT at 29.10%. Over the past 10 years, ABM has underperformed VGT with an annualized return of 9.77%, while VGT has yielded a comparatively higher 20.77% annualized return.
ABM
29.10%
6.45%
22.24%
41.58%
10.73%
9.77%
VGT
29.10%
4.10%
14.33%
35.99%
22.83%
20.77%
Key characteristics
| ABM | VGT | |
|---|---|---|
| Sharpe Ratio | 1.32 | 1.72 |
| Sortino Ratio | 2.09 | 2.24 |
| Omega Ratio | 1.30 | 1.31 |
| Calmar Ratio | 1.77 | 2.36 |
| Martin Ratio | 3.43 | 8.49 |
| Ulcer Index | 12.13% | 4.24% |
| Daily Std Dev | 31.61% | 20.98% |
| Max Drawdown | -59.61% | -54.63% |
| Current Drawdown | -3.11% | -0.64% |
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Correlation
The correlation between ABM 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
ABM vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ABM Industries Incorporated (ABM) 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
ABM vs. VGT - Dividend Comparison
ABM's dividend yield for the trailing twelve months is around 1.58%, more than VGT's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABM ABM Industries Incorporated | 1.58% | 1.96% | 1.76% | 1.86% | 1.47% | 2.40% | 2.18% | 1.80% | 1.62% | 1.69% | 2.18% | 2.12% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
ABM vs. VGT - Drawdown Comparison
The maximum ABM drawdown since its inception was -59.61%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ABM and VGT. For additional features, visit the drawdowns tool.
Volatility
ABM vs. VGT - Volatility Comparison
ABM Industries Incorporated (ABM) has a higher volatility of 7.28% compared to Vanguard Information Technology ETF (VGT) at 6.47%. This indicates that ABM'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.