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

Correlation

The correlation between AUR and VGT is 0.47, 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.

AUR vs. VGT

Last updated May 30, 2025

Compare and contrast key facts about Aurora Innovation, Inc. (AUR) 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: AUR or VGT.

Performance

AUR vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aurora Innovation, Inc. (AUR) 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

AUR:

1.38

VGT:

0.39

Sortino Ratio

AUR:

2.50

VGT:

0.77

Omega Ratio

AUR:

1.29

VGT:

1.10

Calmar Ratio

AUR:

1.75

VGT:

0.45

Martin Ratio

AUR:

7.14

VGT:

1.46

Ulcer Index

AUR:

21.53%

VGT:

8.44%

Daily Std Dev

AUR:

113.85%

VGT:

30.25%

Max Drawdown

AUR:

-93.34%

VGT:

-54.63%

Current Drawdown

AUR:

-63.53%

VGT:

-5.76%

Returns By Period

In the year-to-date period, AUR achieves a -0.95% return, which is significantly higher than VGT's -1.91% return.

AUR

YTD

-0.95%

1M

-14.64%

6M

-3.85%

1Y

155.74%

3Y*

25.46%

5Y*

N/A

10Y*

N/A

VGT

YTD

-1.91%

1M

11.12%

6M

-0.99%

1Y

11.75%

3Y*

19.59%

5Y*

19.37%

10Y*

19.81%

*Annualized

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Aurora Innovation, Inc.

Vanguard Information Technology ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AUR vs. VGT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AUR
The Risk-Adjusted Performance Rank of AUR is 9090
Overall Rank
The Sharpe Ratio Rank of AUR is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of AUR is 9191
Sortino Ratio Rank
The Omega Ratio Rank of AUR is 8686
Omega Ratio Rank
The Calmar Ratio Rank of AUR is 9191
Calmar Ratio Rank
The Martin Ratio Rank of AUR is 9191
Martin Ratio Rank
VGT
The Risk-Adjusted Performance Rank of VGT is 4343
Overall Rank
The Sharpe Ratio Rank of VGT is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 4242
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 4242
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 4848
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 4242
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.

AUR vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aurora Innovation, Inc. (AUR) 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 AUR Sharpe Ratio is 1.38, which is higher than the VGT Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of AUR 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AUR vs. VGT - Dividend Comparison

AUR has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.52%.

TTM20242023202220212020201920182017201620152014
AUR
Aurora Innovation, 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		0.52%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

AUR vs. VGT - Drawdown Comparison

The maximum AUR drawdown since its inception was -93.34%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for AUR and VGT.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AUR vs. VGT - Volatility Comparison

Aurora Innovation, Inc. (AUR) has a higher volatility of 27.31% compared to Vanguard Information Technology ETF (VGT) at 6.63%. This indicates that AUR'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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