PortfoliosLab logo
AZPN vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AZPN and VONG is 0.55, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

AZPN vs. VONG - Performance Comparison

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

1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
2,544.36%
743.20%
AZPN
VONG

Key characteristics

Returns By Period


AZPN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VONG

YTD

-8.98%

1M

-1.43%

6M

-4.53%

1Y

11.91%

5Y*

17.44%

10Y*

15.00%

*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

AZPN vs. VONG — Risk-Adjusted Performance Rank

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

AZPN
The Risk-Adjusted Performance Rank of AZPN is 8787
Overall Rank
The Sharpe Ratio Rank of AZPN is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of AZPN is 8686
Sortino Ratio Rank
The Omega Ratio Rank of AZPN is 8585
Omega Ratio Rank
The Calmar Ratio Rank of AZPN is 8787
Calmar Ratio Rank
The Martin Ratio Rank of AZPN is 8888
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 6363
Overall Rank
The Sharpe Ratio Rank of VONG is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 6161
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.

AZPN vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aspen Technology, Inc. (AZPN) 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.


The chart of Sharpe ratio for AZPN, currently valued at 1.19, compared to the broader market-2.00-1.000.001.002.003.00
AZPN: 1.19
VONG: 0.53
The chart of Sortino ratio for AZPN, currently valued at 2.13, compared to the broader market-6.00-4.00-2.000.002.004.00
AZPN: 2.13
VONG: 0.90
The chart of Omega ratio for AZPN, currently valued at 1.30, compared to the broader market0.501.001.502.00
AZPN: 1.30
VONG: 1.13
The chart of Calmar ratio for AZPN, currently valued at 1.04, compared to the broader market0.001.002.003.004.005.00
AZPN: 1.04
VONG: 0.57
The chart of Martin ratio for AZPN, currently valued at 5.76, compared to the broader market-5.000.005.0010.0015.0020.00
AZPN: 5.76
VONG: 2.00


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.19
0.53
AZPN
VONG

Dividends

AZPN vs. VONG - Dividend Comparison

AZPN has not paid dividends to shareholders, while VONG's dividend yield for the trailing twelve months is around 0.59%.


TTM20242023202220212020201920182017201620152014
AZPN
Aspen Technology, Inc.
0.20%0.42%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
0.59%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

Drawdowns

AZPN vs. VONG - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.81%
-12.68%
AZPN
VONG

Volatility

AZPN vs. VONG - Volatility Comparison

The current volatility for Aspen Technology, Inc. (AZPN) is 0.00%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 16.63%. This indicates that AZPN experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril0
16.63%
AZPN
VONG