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

Correlation

The correlation between AUR and VONG 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.


-0.50.00.51.00.5

Performance

AUR vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aurora Innovation, Inc. (AUR) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%120.00%SeptemberOctoberNovemberDecember2025
77.08%
19.21%
AUR
VONG

Key characteristics

Sharpe Ratio

AUR:

1.18

VONG:

1.66

Sortino Ratio

AUR:

2.18

VONG:

2.21

Omega Ratio

AUR:

1.25

VONG:

1.30

Calmar Ratio

AUR:

1.33

VONG:

2.27

Martin Ratio

AUR:

6.04

VONG:

8.61

Ulcer Index

AUR:

19.30%

VONG:

3.46%

Daily Std Dev

AUR:

98.61%

VONG:

17.82%

Max Drawdown

AUR:

-93.34%

VONG:

-32.72%

Current Drawdown

AUR:

-60.26%

VONG:

-2.20%

Returns By Period

In the year-to-date period, AUR achieves a 7.94% return, which is significantly higher than VONG's 1.95% return.


AUR

YTD

7.94%

1M

7.94%

6M

77.08%

1Y

116.56%

5Y*

N/A

10Y*

N/A

VONG

YTD

1.95%

1M

1.95%

6M

19.21%

1Y

30.57%

5Y*

18.89%

10Y*

16.87%

*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

AUR vs. VONG — 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 8383
Overall Rank
The Sharpe Ratio Rank of AUR is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of AUR is 8383
Sortino Ratio Rank
The Omega Ratio Rank of AUR is 7979
Omega Ratio Rank
The Calmar Ratio Rank of AUR is 8585
Calmar Ratio Rank
The Martin Ratio Rank of AUR is 8585
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 6969
Overall Rank
The Sharpe Ratio Rank of VONG is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 6969
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. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aurora Innovation, Inc. (AUR) and Vanguard Russell 1000 Growth ETF (VONG). 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 AUR, currently valued at 1.18, compared to the broader market-2.000.002.001.181.66
The chart of Sortino ratio for AUR, currently valued at 2.18, compared to the broader market-4.00-2.000.002.004.002.182.21
The chart of Omega ratio for AUR, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.30
The chart of Calmar ratio for AUR, currently valued at 1.33, compared to the broader market0.002.004.006.001.332.27
The chart of Martin ratio for AUR, currently valued at 6.04, compared to the broader market0.0010.0020.006.048.61
AUR
VONG

The current AUR Sharpe Ratio is 1.18, which is comparable to the VONG Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of AUR and VONG, 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025
1.18
1.66
AUR
VONG

Dividends

AUR vs. VONG - Dividend Comparison

AUR has not paid dividends to shareholders, while VONG's dividend yield for the trailing twelve months is around 0.54%.


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%
VONG
Vanguard Russell 1000 Growth ETF
0.54%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

Drawdowns

AUR vs. VONG - Drawdown Comparison

The maximum AUR drawdown since its inception was -93.34%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for AUR and VONG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025
-60.26%
-2.20%
AUR
VONG

Volatility

AUR vs. VONG - Volatility Comparison

Aurora Innovation, Inc. (AUR) has a higher volatility of 37.44% compared to Vanguard Russell 1000 Growth ETF (VONG) at 6.07%. This indicates that AUR's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025
37.44%
6.07%
AUR
VONG
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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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