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CJET vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CJET and VT is 0.04, 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.


-0.50.00.51.00.0

Performance

CJET vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chijet Motor Company Inc. Ordinary Shares (CJET) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-48.54%
4.98%
CJET
VT

Key characteristics

Sharpe Ratio

CJET:

-0.58

VT:

1.47

Sortino Ratio

CJET:

-1.06

VT:

2.02

Omega Ratio

CJET:

0.88

VT:

1.27

Calmar Ratio

CJET:

-0.87

VT:

2.17

Martin Ratio

CJET:

-1.22

VT:

8.63

Ulcer Index

CJET:

70.77%

VT:

2.05%

Daily Std Dev

CJET:

148.94%

VT:

12.04%

Max Drawdown

CJET:

-99.14%

VT:

-50.27%

Current Drawdown

CJET:

-98.99%

VT:

-1.66%

Returns By Period

In the year-to-date period, CJET achieves a -22.84% return, which is significantly lower than VT's 3.77% return.


CJET

YTD

-22.84%

1M

1.13%

6M

-48.71%

1Y

-85.08%

5Y*

N/A

10Y*

N/A

VT

YTD

3.77%

1M

0.55%

6M

4.99%

1Y

15.76%

5Y*

10.56%

10Y*

9.27%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CJET vs. VT — Risk-Adjusted Performance Rank

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

CJET
The Risk-Adjusted Performance Rank of CJET is 1111
Overall Rank
The Sharpe Ratio Rank of CJET is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of CJET is 1010
Sortino Ratio Rank
The Omega Ratio Rank of CJET is 1313
Omega Ratio Rank
The Calmar Ratio Rank of CJET is 33
Calmar Ratio Rank
The Martin Ratio Rank of CJET is 1414
Martin Ratio Rank

VT
The Risk-Adjusted Performance Rank of VT is 6565
Overall Rank
The Sharpe Ratio Rank of VT is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VT is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VT is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7171
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.

CJET vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chijet Motor Company Inc. Ordinary Shares (CJET) and Vanguard Total World Stock ETF (VT). 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.


Sharpe ratio
The chart of Sharpe ratio for CJET, currently valued at -0.58, compared to the broader market-2.000.002.00-0.581.47
The chart of Sortino ratio for CJET, currently valued at -1.06, compared to the broader market-4.00-2.000.002.004.006.00-1.062.02
The chart of Omega ratio for CJET, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.27
The chart of Calmar ratio for CJET, currently valued at -0.87, compared to the broader market0.002.004.006.00-0.872.17
The chart of Martin ratio for CJET, currently valued at -1.22, compared to the broader market-10.000.0010.0020.0030.00-1.228.63
CJET
VT

The current CJET Sharpe Ratio is -0.58, which is lower than the VT Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of CJET and VT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.58
1.47
CJET
VT

Dividends

CJET vs. VT - Dividend Comparison

CJET has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.88%.


TTM20242023202220212020201920182017201620152014
CJET
Chijet Motor Company Inc. Ordinary Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
1.88%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

Drawdowns

CJET vs. VT - Drawdown Comparison

The maximum CJET drawdown since its inception was -99.14%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for CJET and VT. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-98.99%
-1.66%
CJET
VT

Volatility

CJET vs. VT - Volatility Comparison

Chijet Motor Company Inc. Ordinary Shares (CJET) has a higher volatility of 16.69% compared to Vanguard Total World Stock ETF (VT) at 3.18%. This indicates that CJET's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
16.69%
3.18%
CJET
VT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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