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BOOM vs. VONG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BOOM vs. VONG - Performance Comparison

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

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BOOM vs. VONG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BOOM
DMC Global Inc.
-22.12%-8.98%-60.95%-3.19%-50.92%-8.42%-3.27%28.78%40.52%58.86%
VONG
Vanguard Russell 1000 Growth ETF
-9.79%18.45%33.20%42.67%-29.18%27.60%38.30%36.06%-1.53%30.05%

Returns By Period

In the year-to-date period, BOOM achieves a -22.12% return, which is significantly lower than VONG's -9.79% return. Over the past 10 years, BOOM has underperformed VONG with an annualized return of -1.78%, while VONG has yielded a comparatively higher 16.65% annualized return.


BOOM

1D
2.56%
1M
-11.54%
YTD
-22.12%
6M
-38.34%
1Y
-38.12%
3Y*
-38.10%
5Y*
-37.65%
10Y*
-1.78%

VONG

1D
3.76%
1M
-5.21%
YTD
-9.79%
6M
-8.75%
1Y
18.79%
3Y*
21.10%
5Y*
12.35%
10Y*
16.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BOOM vs. VONG — Risk / Return Rank

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

BOOM
BOOM Risk / Return Rank: 1515
Overall Rank
BOOM Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BOOM Sortino Ratio Rank: 2121
Sortino Ratio Rank
BOOM Omega Ratio Rank: 2121
Omega Ratio Rank
BOOM Calmar Ratio Rank: 1212
Calmar Ratio Rank
BOOM Martin Ratio Rank: 66
Martin Ratio Rank

VONG
VONG Risk / Return Rank: 5151
Overall Rank
VONG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VONG Sortino Ratio Rank: 5656
Sortino Ratio Rank
VONG Omega Ratio Rank: 5454
Omega Ratio Rank
VONG Calmar Ratio Rank: 5151
Calmar Ratio Rank
VONG Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BOOM vs. VONG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DMC Global Inc. (BOOM) 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.


BOOMVONGDifference

Sharpe ratio

Return per unit of total volatility

-0.54

0.84

-1.39

Sortino ratio

Return per unit of downside risk

-0.38

1.36

-1.74

Omega ratio

Gain probability vs. loss probability

0.94

1.19

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.80

1.16

-1.97

Martin ratio

Return relative to average drawdown

-1.67

4.00

-5.67

BOOM vs. VONG - Sharpe Ratio Comparison

The current BOOM Sharpe Ratio is -0.54, which is lower than the VONG Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of BOOM 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.


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Sharpe Ratios by Period


BOOMVONGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.54

0.84

-1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.60

0.58

-1.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

0.80

-0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.84

-0.76

Correlation

The correlation between BOOM and VONG is 0.33, 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.


Dividends

BOOM vs. VONG - Dividend Comparison

BOOM has not paid dividends to shareholders, while VONG's dividend yield for the trailing twelve months is around 0.51%.


TTM20252024202320222021202020192018201720162015
BOOM
DMC Global Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.29%0.65%0.23%0.32%0.50%2.00%
VONG
Vanguard Russell 1000 Growth ETF
0.51%0.45%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%

Drawdowns

BOOM vs. VONG - Drawdown Comparison

The maximum BOOM drawdown since its inception was -96.05%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for BOOM and VONG.


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Drawdown Indicators


BOOMVONGDifference

Max Drawdown

Largest peak-to-trough decline

-96.05%

-32.72%

-63.33%

Max Drawdown (1Y)

Largest decline over 1 year

-47.27%

-16.23%

-31.04%

Max Drawdown (5Y)

Largest decline over 5 years

-92.32%

-32.72%

-59.60%

Max Drawdown (10Y)

Largest decline over 10 years

-93.69%

-32.72%

-60.97%

Current Drawdown

Current decline from peak

-93.05%

-13.09%

-79.96%

Average Drawdown

Average peak-to-trough decline

-59.21%

-4.90%

-54.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.70%

4.72%

+17.98%

Volatility

BOOM vs. VONG - Volatility Comparison

DMC Global Inc. (BOOM) has a higher volatility of 12.71% compared to Vanguard Russell 1000 Growth ETF (VONG) at 6.72%. This indicates that BOOM'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.


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Volatility by Period


BOOMVONGDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.71%

6.72%

+5.99%

Volatility (6M)

Calculated over the trailing 6-month period

58.64%

12.34%

+46.30%

Volatility (1Y)

Calculated over the trailing 1-year period

70.43%

22.40%

+48.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.53%

21.35%

+41.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.13%

20.82%

+39.31%