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

Correlation

The correlation between BLNK and VGT is 0.35, 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.


Performance

BLNK vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blink Charging Co. (BLNK) 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

BLNK:

-0.93

VGT:

0.39

Sortino Ratio

BLNK:

-1.74

VGT:

0.73

Omega Ratio

BLNK:

0.81

VGT:

1.10

Calmar Ratio

BLNK:

-0.72

VGT:

0.43

Martin Ratio

BLNK:

-1.31

VGT:

1.39

Ulcer Index

BLNK:

54.27%

VGT:

8.33%

Daily Std Dev

BLNK:

75.60%

VGT:

29.76%

Max Drawdown

BLNK:

-98.91%

VGT:

-54.63%

Current Drawdown

BLNK:

-98.62%

VGT:

-11.63%

Returns By Period

In the year-to-date period, BLNK achieves a -39.71% return, which is significantly lower than VGT's -8.02% return.


BLNK

YTD

-39.71%

1M

12.14%

6M

-49.81%

1Y

-70.28%

5Y*

-14.61%

10Y*

N/A

VGT

YTD

-8.02%

1M

9.82%

6M

-8.30%

1Y

11.24%

5Y*

19.16%

10Y*

19.15%

*Annualized

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Risk-Adjusted Performance

BLNK vs. VGT — Risk-Adjusted Performance Rank

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

BLNK
The Risk-Adjusted Performance Rank of BLNK is 77
Overall Rank
The Sharpe Ratio Rank of BLNK is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of BLNK is 33
Sortino Ratio Rank
The Omega Ratio Rank of BLNK is 77
Omega Ratio Rank
The Calmar Ratio Rank of BLNK is 55
Calmar Ratio Rank
The Martin Ratio Rank of BLNK is 1212
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5858
Overall Rank
The Sharpe Ratio Rank of VGT is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 5656
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.

BLNK vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blink Charging Co. (BLNK) 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 BLNK Sharpe Ratio is -0.93, which is lower than the VGT Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of BLNK 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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Dividends

BLNK vs. VGT - Dividend Comparison

BLNK has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.56%.


TTM20242023202220212020201920182017201620152014
BLNK
Blink Charging Co.
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
0.56%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

BLNK vs. VGT - Drawdown Comparison

The maximum BLNK drawdown since its inception was -98.91%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for BLNK and VGT. For additional features, visit the drawdowns tool.


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Volatility

BLNK vs. VGT - Volatility Comparison

Blink Charging Co. (BLNK) has a higher volatility of 22.71% compared to Vanguard Information Technology ETF (VGT) at 9.35%. This indicates that BLNK'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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