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

Correlation

The correlation between ANSS and VGT is 0.66, 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.


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.

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Key characteristics

Sharpe Ratio

ANSS:

0.08

VGT:

0.39

Sortino Ratio

ANSS:

0.33

VGT:

0.73

Omega Ratio

ANSS:

1.04

VGT:

1.10

Calmar Ratio

ANSS:

0.09

VGT:

0.43

Martin Ratio

ANSS:

0.38

VGT:

1.39

Ulcer Index

ANSS:

6.96%

VGT:

8.33%

Daily Std Dev

ANSS:

24.99%

VGT:

29.76%

Max Drawdown

ANSS:

-63.28%

VGT:

-54.63%

Current Drawdown

ANSS:

-18.84%

VGT:

-11.63%

Returns By Period

In the year-to-date period, ANSS achieves a -1.06% return, which is significantly higher than VGT's -8.02% return. Over the past 10 years, ANSS has underperformed VGT with an annualized return of 14.28%, while VGT has yielded a comparatively higher 19.33% annualized return.


ANSS

YTD

-1.06%

1M

12.56%

6M

-2.47%

1Y

1.67%

5Y*

4.67%

10Y*

14.28%

VGT

YTD

-8.02%

1M

12.05%

6M

-8.30%

1Y

11.24%

5Y*

18.63%

10Y*

19.33%

*Annualized

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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 5252
Overall Rank
The Sharpe Ratio Rank of ANSS is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of ANSS is 4747
Sortino Ratio Rank
The Omega Ratio Rank of ANSS is 4646
Omega Ratio Rank
The Calmar Ratio Rank of ANSS is 5656
Calmar Ratio Rank
The Martin Ratio Rank of ANSS is 5757
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5252
Overall Rank
The Sharpe Ratio Rank of VGT is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5252
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5656
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 5050
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.


The current ANSS Sharpe Ratio is 0.08, which is lower than the VGT Sharpe Ratio of 0.39. 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.


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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 0.56%.


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
0.56%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.


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Volatility

ANSS vs. VGT - Volatility Comparison

The current volatility for ANSYS, Inc. (ANSS) is 7.76%, while Vanguard Information Technology ETF (VGT) has a volatility of 9.35%. 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.


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