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ALLY vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ALLY and VGT is 0.44, 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.


-0.50.00.51.00.4

Performance

ALLY vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ally Financial Inc. (ALLY) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
1.48%
13.03%
ALLY
VGT

Key characteristics

Sharpe Ratio

ALLY:

0.90

VGT:

1.70

Sortino Ratio

ALLY:

1.39

VGT:

2.22

Omega Ratio

ALLY:

1.21

VGT:

1.30

Calmar Ratio

ALLY:

0.77

VGT:

2.35

Martin Ratio

ALLY:

2.94

VGT:

8.44

Ulcer Index

ALLY:

10.95%

VGT:

4.24%

Daily Std Dev

ALLY:

35.65%

VGT:

21.12%

Max Drawdown

ALLY:

-66.24%

VGT:

-54.63%

Current Drawdown

ALLY:

-22.71%

VGT:

-2.17%

Returns By Period

In the year-to-date period, ALLY achieves a 13.87% return, which is significantly lower than VGT's 30.97% return. Over the past 10 years, ALLY has underperformed VGT with an annualized return of 8.15%, while VGT has yielded a comparatively higher 21.26% annualized return.


ALLY

YTD

13.87%

1M

2.64%

6M

1.49%

1Y

32.46%

5Y (annualized)

7.24%

10Y (annualized)

8.15%

VGT

YTD

30.97%

1M

0.97%

6M

13.03%

1Y

34.89%

5Y (annualized)

22.67%

10Y (annualized)

21.26%

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Risk-Adjusted Performance

ALLY vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ally Financial Inc. (ALLY) 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.


Sharpe ratio
The chart of Sharpe ratio for ALLY, currently valued at 0.90, compared to the broader market-4.00-2.000.002.000.901.70
The chart of Sortino ratio for ALLY, currently valued at 1.39, compared to the broader market-4.00-2.000.002.004.001.392.22
The chart of Omega ratio for ALLY, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.30
The chart of Calmar ratio for ALLY, currently valued at 0.77, compared to the broader market0.002.004.006.000.772.35
The chart of Martin ratio for ALLY, currently valued at 2.94, compared to the broader market-10.000.0010.0020.0030.002.948.44
ALLY
VGT

The current ALLY Sharpe Ratio is 0.90, which is lower than the VGT Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of ALLY and VGT, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.90
1.70
ALLY
VGT

Dividends

ALLY vs. VGT - Dividend Comparison

ALLY's dividend yield for the trailing twelve months is around 3.11%, more than VGT's 0.59% yield.


TTM20232022202120202019201820172016201520142013
ALLY
Ally Financial Inc.
3.11%3.44%4.91%1.85%2.13%2.23%2.47%1.37%0.84%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.59%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

ALLY vs. VGT - Drawdown Comparison

The maximum ALLY drawdown since its inception was -66.24%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ALLY and VGT. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-22.71%
-2.17%
ALLY
VGT

Volatility

ALLY vs. VGT - Volatility Comparison

Ally Financial Inc. (ALLY) has a higher volatility of 7.29% compared to Vanguard Information Technology ETF (VGT) at 4.55%. This indicates that ALLY'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.29%
4.55%
ALLY
VGT
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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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