ANSS vs. VGT
Compare and contrast key facts about ANSYS, Inc. (ANSS) 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: ANSS or VGT.
Performance
ANSS vs. VGT - Performance Comparison
Returns By Period
In the year-to-date period, ANSS achieves a -8.40% return, which is significantly lower than VGT's 25.23% return. Over the past 10 years, ANSS has underperformed VGT with an annualized return of 15.38%, while VGT has yielded a comparatively higher 20.52% annualized return.
ANSS
-8.40%
1.52%
1.43%
10.99%
6.54%
15.38%
VGT
25.23%
0.64%
13.55%
33.20%
21.96%
20.52%
Key characteristics
ANSS | VGT | |
---|---|---|
Sharpe Ratio | 0.39 | 1.60 |
Sortino Ratio | 0.91 | 2.11 |
Omega Ratio | 1.11 | 1.29 |
Calmar Ratio | 0.35 | 2.20 |
Martin Ratio | 1.18 | 7.92 |
Ulcer Index | 9.56% | 4.23% |
Daily Std Dev | 29.10% | 20.99% |
Max Drawdown | -63.28% | -54.63% |
Current Drawdown | -19.17% | -3.62% |
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Correlation
The correlation between ANSS and VGT is 0.69, 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
ANSS vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ANSYS, Inc. (ANSS) 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
ANSS vs. VGT - Dividend Comparison
ANSS has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.62%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ANSYS, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard Information Technology ETF | 0.62% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
ANSS vs. VGT - Drawdown Comparison
The maximum ANSS drawdown since its inception was -63.28%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ANSS and VGT. For additional features, visit the drawdowns tool.
Volatility
ANSS vs. VGT - Volatility Comparison
ANSYS, Inc. (ANSS) has a higher volatility of 9.51% compared to Vanguard Information Technology ETF (VGT) at 6.53%. This indicates that ANSS'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.