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

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.


-0.50.00.51.00.7

Performance

ANSS vs. VGT - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
2.79%
1.17%
ANSS
VGT

Key characteristics

Sharpe Ratio

ANSS:

-0.22

VGT:

1.29

Sortino Ratio

ANSS:

-0.16

VGT:

1.75

Omega Ratio

ANSS:

0.98

VGT:

1.23

Calmar Ratio

ANSS:

-0.18

VGT:

1.82

Martin Ratio

ANSS:

-0.74

VGT:

6.46

Ulcer Index

ANSS:

6.84%

VGT:

4.29%

Daily Std Dev

ANSS:

22.66%

VGT:

21.60%

Max Drawdown

ANSS:

-63.28%

VGT:

-54.63%

Current Drawdown

ANSS:

-17.42%

VGT:

-5.77%

Returns By Period

In the year-to-date period, ANSS achieves a 0.67% return, which is significantly higher than VGT's -1.92% return. Over the past 10 years, ANSS has underperformed VGT with an annualized return of 15.22%, while VGT has yielded a comparatively higher 20.94% annualized return.


ANSS

YTD

0.67%

1M

-0.19%

6M

2.79%

1Y

-1.99%

5Y*

4.96%

10Y*

15.22%

VGT

YTD

-1.92%

1M

-4.66%

6M

1.17%

1Y

27.43%

5Y*

19.81%

10Y*

20.94%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ANSS vs. VGT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ANSS
The Risk-Adjusted Performance Rank of ANSS is 3434
Overall Rank
The Sharpe Ratio Rank of ANSS is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of ANSS is 3131
Sortino Ratio Rank
The Omega Ratio Rank of ANSS is 3131
Omega Ratio Rank
The Calmar Ratio Rank of ANSS is 3939
Calmar Ratio Rank
The Martin Ratio Rank of ANSS is 3434
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 6262
Overall Rank
The Sharpe Ratio Rank of VGT is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for ANSS, currently valued at -0.22, compared to the broader market-2.000.002.00-0.221.29
The chart of Sortino ratio for ANSS, currently valued at -0.16, compared to the broader market-4.00-2.000.002.004.00-0.161.75
The chart of Omega ratio for ANSS, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.23
The chart of Calmar ratio for ANSS, currently valued at -0.18, compared to the broader market0.002.004.006.00-0.181.82
The chart of Martin ratio for ANSS, currently valued at -0.74, compared to the broader market0.0010.0020.00-0.746.46
ANSS
VGT

The current ANSS Sharpe Ratio is -0.22, which is lower than the VGT Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of ANSS 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
-0.22
1.29
ANSS
VGT

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 0.61%.


TTM20242023202220212020201920182017201620152014
ANSS
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%
VGT
Vanguard Information Technology ETF
0.61%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-17.42%
-5.77%
ANSS
VGT

Volatility

ANSS vs. VGT - Volatility Comparison

The current volatility for ANSYS, Inc. (ANSS) is 4.78%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.33%. This indicates that ANSS experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%11.00%AugustSeptemberOctoberNovemberDecember2025
4.78%
6.33%
ANSS
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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