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

Correlation

The correlation between VONG and BOOM is 0.42, 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.


Performance

VONG vs. BOOM - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VONG:

0.49

BOOM:

-0.88

Sortino Ratio

VONG:

0.85

BOOM:

-1.20

Omega Ratio

VONG:

1.12

BOOM:

0.86

Calmar Ratio

VONG:

0.53

BOOM:

-0.51

Martin Ratio

VONG:

1.77

BOOM:

-1.29

Ulcer Index

VONG:

6.97%

BOOM:

36.35%

Daily Std Dev

VONG:

24.75%

BOOM:

56.30%

Max Drawdown

VONG:

-32.72%

BOOM:

-96.05%

Current Drawdown

VONG:

-10.29%

BOOM:

-90.75%

Returns By Period

In the year-to-date period, VONG achieves a -6.49% return, which is significantly lower than BOOM's -5.71% return. Over the past 10 years, VONG has outperformed BOOM with an annualized return of 15.36%, while BOOM has yielded a comparatively lower -5.69% annualized return.


VONG

YTD

-6.49%

1M

9.03%

6M

-5.73%

1Y

11.99%

5Y*

17.00%

10Y*

15.36%

BOOM

YTD

-5.71%

1M

6.78%

6M

-25.24%

1Y

-48.86%

5Y*

-22.57%

10Y*

-5.69%

*Annualized

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Risk-Adjusted Performance

VONG vs. BOOM — Risk-Adjusted Performance Rank

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

VONG
The Risk-Adjusted Performance Rank of VONG is 6060
Overall Rank
The Sharpe Ratio Rank of VONG is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 5757
Martin Ratio Rank

BOOM
The Risk-Adjusted Performance Rank of BOOM is 1313
Overall Rank
The Sharpe Ratio Rank of BOOM is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of BOOM is 1010
Sortino Ratio Rank
The Omega Ratio Rank of BOOM is 1212
Omega Ratio Rank
The Calmar Ratio Rank of BOOM is 1919
Calmar Ratio Rank
The Martin Ratio Rank of BOOM is 1515
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.

VONG vs. BOOM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Growth ETF (VONG) and DMC Global Inc. (BOOM). 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 VONG Sharpe Ratio is 0.49, which is higher than the BOOM Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of VONG and BOOM, 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

VONG vs. BOOM - Dividend Comparison

VONG's dividend yield for the trailing twelve months is around 0.57%, while BOOM has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
VONG
Vanguard Russell 1000 Growth ETF
0.57%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%
BOOM
DMC Global Inc.
0.00%0.00%0.00%0.00%0.00%0.29%0.65%0.23%0.32%0.50%2.00%1.00%

Drawdowns

VONG vs. BOOM - Drawdown Comparison

The maximum VONG drawdown since its inception was -32.72%, smaller than the maximum BOOM drawdown of -96.05%. Use the drawdown chart below to compare losses from any high point for VONG and BOOM. For additional features, visit the drawdowns tool.


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Volatility

VONG vs. BOOM - Volatility Comparison

The current volatility for Vanguard Russell 1000 Growth ETF (VONG) is 8.27%, while DMC Global Inc. (BOOM) has a volatility of 18.38%. This indicates that VONG experiences smaller price fluctuations and is considered to be less risky than BOOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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