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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.

-50.00%0.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
-28.10%
66.53%
AUR
VONG

Key characteristics

Sharpe Ratio

AUR:

0.80

VONG:

2.15

Sortino Ratio

AUR:

1.73

VONG:

2.77

Omega Ratio

AUR:

1.20

VONG:

1.39

Calmar Ratio

AUR:

0.85

VONG:

2.81

Martin Ratio

AUR:

2.39

VONG:

11.01

Ulcer Index

AUR:

31.12%

VONG:

3.35%

Daily Std Dev

AUR:

93.64%

VONG:

17.17%

Max Drawdown

AUR:

-93.34%

VONG:

-32.72%

Current Drawdown

AUR:

-57.98%

VONG:

-2.62%

Returns By Period

In the year-to-date period, AUR achieves a 64.53% return, which is significantly higher than VONG's 35.22% return.


AUR

YTD

64.53%

1M

19.63%

6M

208.58%

1Y

68.38%

5Y*

N/A

10Y*

N/A

VONG

YTD

35.22%

1M

3.63%

6M

12.28%

1Y

35.39%

5Y*

19.34%

10Y*

16.75%

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Risk-Adjusted Performance

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 0.80, compared to the broader market-4.00-2.000.002.000.802.15
The chart of Sortino ratio for AUR, currently valued at 1.73, compared to the broader market-4.00-2.000.002.004.001.732.77
The chart of Omega ratio for AUR, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.39
The chart of Calmar ratio for AUR, currently valued at 0.85, compared to the broader market0.002.004.006.000.852.81
The chart of Martin ratio for AUR, currently valued at 2.39, compared to the broader market-5.000.005.0010.0015.0020.0025.002.3911.01
AUR
VONG

The current AUR Sharpe Ratio is 0.80, which is lower than the VONG Sharpe Ratio of 2.15. 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.80
2.15
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 0.41%.


TTM20232022202120202019201820172016201520142013
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
0.41%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%

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%JulyAugustSeptemberOctoberNovemberDecember
-57.98%
-2.62%
AUR
VONG

Volatility

AUR vs. VONG - Volatility Comparison

Aurora Innovation, Inc. (AUR) has a higher volatility of 31.27% compared to Vanguard Russell 1000 Growth ETF (VONG) at 4.94%. 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%JulyAugustSeptemberOctoberNovemberDecember
31.27%
4.94%
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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