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

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.

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
1.15%
12.12%
ANSS
VGT

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

YTD

-8.40%

1M

1.52%

6M

1.43%

1Y

10.99%

5Y (annualized)

6.54%

10Y (annualized)

15.38%

VGT

YTD

25.23%

1M

0.64%

6M

13.55%

1Y

33.20%

5Y (annualized)

21.96%

10Y (annualized)

20.52%

Key characteristics


ANSSVGT
Sharpe Ratio0.391.60
Sortino Ratio0.912.11
Omega Ratio1.111.29
Calmar Ratio0.352.20
Martin Ratio1.187.92
Ulcer Index9.56%4.23%
Daily Std Dev29.10%20.99%
Max Drawdown-63.28%-54.63%
Current Drawdown-19.17%-3.62%

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Correlation

-0.50.00.51.00.7

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.


Sharpe ratio
The chart of Sharpe ratio for ANSS, currently valued at 0.39, compared to the broader market-4.00-2.000.002.004.000.391.60
The chart of Sortino ratio for ANSS, currently valued at 0.91, compared to the broader market-4.00-2.000.002.004.000.912.11
The chart of Omega ratio for ANSS, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.29
The chart of Calmar ratio for ANSS, currently valued at 0.35, compared to the broader market0.002.004.006.000.352.20
The chart of Martin ratio for ANSS, currently valued at 1.18, compared to the broader market0.0010.0020.0030.001.187.92
ANSS
VGT

The current ANSS Sharpe Ratio is 0.39, which is lower than the VGT Sharpe Ratio of 1.60. 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.39
1.60
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 0.62%.


TTM20232022202120202019201820172016201520142013
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
0.62%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-19.17%
-3.62%
ANSS
VGT

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.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.51%
6.53%
ANSS
VGT