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ATEC vs. VGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ATEC vs. VGT - Performance Comparison

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

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ATEC vs. VGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ATEC
Alphatec Holdings, Inc.
-48.29%129.19%-39.25%22.35%8.05%-21.28%104.65%209.83%-13.91%-17.13%
VGT
Vanguard Information Technology ETF
-7.34%21.77%29.30%52.66%-29.70%30.45%46.04%48.62%2.46%37.08%

Returns By Period

In the year-to-date period, ATEC achieves a -48.29% return, which is significantly lower than VGT's -7.34% return. Over the past 10 years, ATEC has underperformed VGT with an annualized return of 14.46%, while VGT has yielded a comparatively higher 21.35% annualized return.


ATEC

1D
-1.09%
1M
-20.12%
YTD
-48.29%
6M
-25.17%
1Y
7.30%
3Y*
-11.32%
5Y*
-6.94%
10Y*
14.46%

VGT

1D
4.34%
1M
-3.89%
YTD
-7.34%
6M
-6.36%
1Y
29.19%
3Y*
22.58%
5Y*
14.54%
10Y*
21.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ATEC vs. VGT — Risk / Return Rank

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

ATEC
ATEC Risk / Return Rank: 4646
Overall Rank
ATEC Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
ATEC Sortino Ratio Rank: 4747
Sortino Ratio Rank
ATEC Omega Ratio Rank: 4646
Omega Ratio Rank
ATEC Calmar Ratio Rank: 4545
Calmar Ratio Rank
ATEC Martin Ratio Rank: 4545
Martin Ratio Rank

VGT
VGT Risk / Return Rank: 6767
Overall Rank
VGT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 6969
Sortino Ratio Rank
VGT Omega Ratio Rank: 6666
Omega Ratio Rank
VGT Calmar Ratio Rank: 7373
Calmar Ratio Rank
VGT Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ATEC vs. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphatec Holdings, Inc. (ATEC) 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.


ATECVGTDifference

Sharpe ratio

Return per unit of total volatility

0.13

1.08

-0.95

Sortino ratio

Return per unit of downside risk

0.65

1.65

-0.99

Omega ratio

Gain probability vs. loss probability

1.09

1.23

-0.14

Calmar ratio

Return relative to maximum drawdown

0.13

1.77

-1.64

Martin ratio

Return relative to average drawdown

0.33

5.47

-5.14

ATEC vs. VGT - Sharpe Ratio Comparison

The current ATEC Sharpe Ratio is 0.13, which is lower than the VGT Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of ATEC 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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Sharpe Ratios by Period


ATECVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

1.08

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.58

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.88

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

0.61

-0.76

Correlation

The correlation between ATEC and VGT is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ATEC vs. VGT - Dividend Comparison

ATEC has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.44%.


TTM20252024202320222021202020192018201720162015
ATEC
Alphatec Holdings, 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
0.44%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

ATEC vs. VGT - Drawdown Comparison

The maximum ATEC drawdown since its inception was -98.90%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ATEC and VGT.


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Drawdown Indicators


ATECVGTDifference

Max Drawdown

Largest peak-to-trough decline

-98.90%

-54.63%

-44.27%

Max Drawdown (1Y)

Largest decline over 1 year

-52.03%

-16.40%

-35.63%

Max Drawdown (5Y)

Largest decline over 5 years

-73.51%

-35.07%

-38.44%

Max Drawdown (10Y)

Largest decline over 10 years

-87.34%

-35.07%

-52.27%

Current Drawdown

Current decline from peak

-89.90%

-12.77%

-77.13%

Average Drawdown

Average peak-to-trough decline

-80.35%

-8.00%

-72.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.38%

5.30%

+15.08%

Volatility

ATEC vs. VGT - Volatility Comparison

Alphatec Holdings, Inc. (ATEC) has a higher volatility of 12.15% compared to Vanguard Information Technology ETF (VGT) at 7.99%. This indicates that ATEC'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.


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Volatility by Period


ATECVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.15%

7.99%

+4.16%

Volatility (6M)

Calculated over the trailing 6-month period

41.68%

16.31%

+25.37%

Volatility (1Y)

Calculated over the trailing 1-year period

57.89%

27.24%

+30.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.62%

25.07%

+35.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.38%

24.48%

+43.90%