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BREJY vs. VUG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BREJY vs. VUG

Last updated Jun 24, 2026

BREJY (mBank S.A) is a stock, while VUG (Vanguard Growth ETF) is Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. Over the past year, BREJY returned 0.00% vs 20.05% for VUG.

Performance

BREJY vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in mBank S.A (BREJY) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

BREJY

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
—
5Y*
—
10Y*
—

VUG

1D
-2.12%
1M
-3.95%
YTD
3.52%
6M
2.23%
1Y
20.05%
3Y*
22.74%
5Y*
12.80%
10Y*
18.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BREJY vs. VUG - Yearly Performance Comparison

2026 (YTD)2025
BREJY
mBank S.A		0.00%0.00%
VUG
Vanguard Growth ETF		3.52%16.86%

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mBank S.A

Vanguard Growth ETF

Often compared with VUG:
VUG vs. QQQVUG vs. SCHGVUG vs. VOOVUG vs. VGTVUG vs. VTIVUG vs. FSPGXVUG vs. SPMO

Return for Risk

BREJY vs. VUG — Risk / Return Rank

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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VUG
VUG Risk / Return Rank: 3131
Overall Rank
VUG Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 3232
Sortino Ratio Rank
VUG Omega Ratio Rank: 3333
Omega Ratio Rank
VUG Calmar Ratio Rank: 2626
Calmar Ratio Rank
VUG Martin Ratio Rank: 3030
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.

BREJY vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for mBank S.A (BREJY) and Vanguard Growth ETF (VUG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

BREJYVUGDifference
Sharpe ratioReturn per unit of total volatility

—

1.19

—

Sortino ratioReturn per unit of downside risk

—

1.67

—

Omega ratioGain probability vs. loss probability

—

1.21

—

Calmar ratioReturn relative to maximum drawdown

—

1.22

—

Martin ratioReturn relative to average drawdown

—

4.15

—

BREJY vs. VUG - Sharpe Ratio Comparison

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Drawdowns

BREJY vs. VUG - Drawdown Comparison

The maximum BREJY drawdown since its inception was 0.00%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for BREJY and VUG.

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Drawdown Indicators

BREJYVUGDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-50.68%

+50.68%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-16.53%

+16.53%

Max Drawdown (3Y)

Largest decline over 3 years

—

-22.85%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-35.61%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.61%

—

Current Drawdown

Current decline from peak

0.00%

-6.88%

+6.88%

Average Drawdown

Average peak-to-trough decline

0.00%

-7.09%

+7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

4.84%

-4.84%

Volatility

BREJY vs. VUG - Volatility Comparison

The current volatility for mBank S.A (BREJY) is 0.00%, while Vanguard Growth ETF (VUG) has a volatility of 6.86%. This indicates that BREJY experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BREJYVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

6.86%

-6.86%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

13.44%

-13.44%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

16.91%

-16.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

22.39%

-22.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

21.51%

-21.51%

Dividends

BREJY vs. VUG - Dividend Comparison

BREJY has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.39%.

PositionTTM20252024202320222021202020192018201720162015
BREJY
mBank S.A		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF		0.39%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%

Frequently Asked Questions

VUG has higher volatility (6.86%) compared to BREJY (0.00%). In terms of maximum drawdown, BREJY dropped 0.00% vs VUG's -50.68%.

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