PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CRSP vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CRSP and VUG is 0.44, 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.


-0.50.00.51.00.4

Performance

CRSP vs. VUG - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-28.19%
11.56%
CRSP
VUG

Key characteristics

Sharpe Ratio

CRSP:

-0.77

VUG:

2.07

Sortino Ratio

CRSP:

-1.06

VUG:

2.69

Omega Ratio

CRSP:

0.89

VUG:

1.38

Calmar Ratio

CRSP:

-0.49

VUG:

2.75

Martin Ratio

CRSP:

-1.10

VUG:

10.80

Ulcer Index

CRSP:

36.01%

VUG:

3.31%

Daily Std Dev

CRSP:

51.10%

VUG:

17.24%

Max Drawdown

CRSP:

-81.61%

VUG:

-50.68%

Current Drawdown

CRSP:

-80.77%

VUG:

-2.93%

Returns By Period

In the year-to-date period, CRSP achieves a -35.49% return, which is significantly lower than VUG's 34.17% return.


CRSP

YTD

-35.49%

1M

-14.02%

6M

-32.24%

1Y

-33.59%

5Y*

-9.93%

10Y*

N/A

VUG

YTD

34.17%

1M

2.91%

6M

11.45%

1Y

35.73%

5Y*

18.80%

10Y*

15.80%

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

CRSP vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CRISPR Therapeutics AG (CRSP) 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.


Sharpe ratio
The chart of Sharpe ratio for CRSP, currently valued at -0.67, compared to the broader market-4.00-2.000.002.00-0.672.07
The chart of Sortino ratio for CRSP, currently valued at -0.83, compared to the broader market-4.00-2.000.002.004.00-0.832.69
The chart of Omega ratio for CRSP, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.38
The chart of Calmar ratio for CRSP, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.422.75
The chart of Martin ratio for CRSP, currently valued at -0.93, compared to the broader market0.0010.0020.00-0.9310.80
CRSP
VUG

The current CRSP Sharpe Ratio is -0.77, which is lower than the VUG Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of CRSP and VUG, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.67
2.07
CRSP
VUG

Dividends

CRSP vs. VUG - Dividend Comparison

CRSP has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.47%.


TTM20232022202120202019201820172016201520142013
CRSP
CRISPR Therapeutics AG
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
0.33%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

CRSP vs. VUG - Drawdown Comparison

The maximum CRSP drawdown since its inception was -81.61%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for CRSP and VUG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-80.77%
-2.93%
CRSP
VUG

Volatility

CRSP vs. VUG - Volatility Comparison

CRISPR Therapeutics AG (CRSP) has a higher volatility of 18.96% compared to Vanguard Growth ETF (VUG) at 4.79%. This indicates that CRSP's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
18.96%
4.79%
CRSP
VUG
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab