BREJY vs. VUG

Last updated Jun 3, 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 27.84% 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.

Returns By Period

BREJY

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

VUG

• 1D: -1.23%
• 1M: 6.22%
• YTD: 9.49%
• 6M: 8.72%
• 1Y: 27.84%
• 3Y*: 25.93%
• 5Y*: 15.11%
• 10Y*: 18.26%

*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	9.49%	16.70%

Return for Risk

BREJY vs. VUG — Risk / Return Rank

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

VUG

VUG Risk / Return Rank: 43
VUG Sharpe Ratio Rank: 50
VUG Sortino Ratio Rank: 47
VUG Omega Ratio Rank: 48
VUG Calmar Ratio Rank: 33
VUG Martin Ratio Rank: 37

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.

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

Sharpe Ratios by Period

	BREJY	VUG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.77	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.68	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.85	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.62	—

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.

Drawdown Indicators

	BREJY	VUG	Difference
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%	-1.51%	+1.51%
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%	4.71%	-4.71%

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 3.83%. 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.

Volatility by Period

	BREJY	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	3.83%	-3.83%
Volatility (6M) Calculated over the trailing 6-month period	0.00%	12.11%	-12.11%
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	15.84%	-15.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	22.22%	-22.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	21.44%	-21.44%

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 0.37%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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	0.37%	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

Which is riskier, BREJY or VUG?

VUG has higher volatility (3.83%) compared to BREJY (0.00%). In terms of maximum drawdown, BREJY dropped 0.00% vs VUG's -50.68%.