COLL vs. MGK
Compare and contrast key facts about Collegium Pharmaceutical, Inc. (COLL) and Vanguard Mega Cap Growth ETF (MGK).
MGK is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mega Cap Growth Index. It was launched on Dec 17, 2007.
Performance
COLL vs. MGK - Performance Comparison
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COLL vs. MGK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COLL Collegium Pharmaceutical, Inc. | -28.57% | 61.61% | -6.92% | 32.67% | 24.20% | -6.74% | -2.67% | 19.86% | -6.99% | 18.56% |
MGK Vanguard Mega Cap Growth ETF | -10.90% | 20.67% | 32.94% | 51.67% | -33.59% | 28.58% | 41.01% | 37.38% | -2.91% | 29.49% |
Returns By Period
In the year-to-date period, COLL achieves a -28.57% return, which is significantly lower than MGK's -10.90% return. Over the past 10 years, COLL has underperformed MGK with an annualized return of 5.60%, while MGK has yielded a comparatively higher 16.84% annualized return.
COLL
- 1D
- 3.38%
- 1M
- -20.64%
- YTD
- -28.57%
- 6M
- -5.49%
- 1Y
- 10.79%
- 3Y*
- 11.29%
- 5Y*
- 7.18%
- 10Y*
- 5.60%
MGK
- 1D
- 3.95%
- 1M
- -4.96%
- YTD
- -10.90%
- 6M
- -8.52%
- 1Y
- 19.40%
- 3Y*
- 22.12%
- 5Y*
- 12.38%
- 10Y*
- 16.84%
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Return for Risk
COLL vs. MGK — Risk / Return Rank
COLL
MGK
COLL vs. MGK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Collegium Pharmaceutical, Inc. (COLL) and Vanguard Mega Cap Growth ETF (MGK). 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.
| COLL | MGK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.28 | 0.84 | -0.56 |
Sortino ratioReturn per unit of downside risk | 0.70 | 1.36 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.19 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 1.16 | -0.84 |
Martin ratioReturn relative to average drawdown | 1.02 | 4.07 | -3.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COLL | MGK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 0.84 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.55 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.77 | -0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.60 | -0.44 |
Correlation
The correlation between COLL and MGK is 0.25, 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
COLL vs. MGK - Dividend Comparison
COLL has not paid dividends to shareholders, while MGK's dividend yield for the trailing twelve months is around 0.39%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLL Collegium Pharmaceutical, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MGK Vanguard Mega Cap Growth ETF | 0.39% | 0.35% | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% |
Drawdowns
COLL vs. MGK - Drawdown Comparison
The maximum COLL drawdown since its inception was -73.59%, which is greater than MGK's maximum drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for COLL and MGK.
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Drawdown Indicators
| COLL | MGK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.59% | -47.97% | -25.62% |
Max Drawdown (1Y)Largest decline over 1 year | -35.81% | -16.85% | -18.96% |
Max Drawdown (5Y)Largest decline over 5 years | -43.99% | -36.01% | -7.98% |
Max Drawdown (10Y)Largest decline over 10 years | -65.22% | -36.01% | -29.21% |
Current DrawdownCurrent decline from peak | -33.65% | -13.57% | -20.08% |
Average DrawdownAverage peak-to-trough decline | -31.16% | -7.51% | -23.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.09% | 4.81% | +6.28% |
Volatility
COLL vs. MGK - Volatility Comparison
Collegium Pharmaceutical, Inc. (COLL) has a higher volatility of 11.70% compared to Vanguard Mega Cap Growth ETF (MGK) at 7.01%. This indicates that COLL's price experiences larger fluctuations and is considered to be riskier than MGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COLL | MGK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.70% | 7.01% | +4.69% |
Volatility (6M)Calculated over the trailing 6-month period | 27.82% | 12.88% | +14.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.31% | 23.33% | +15.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.24% | 22.64% | +17.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.39% | 21.82% | +32.57% |