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CRSP vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CRSP and VUG is 0.41, 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.


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.

150.00%200.00%250.00%300.00%December2025FebruaryMarchAprilMay
152.80%
275.85%
CRSP
VUG

Key characteristics

Sharpe Ratio

CRSP:

-0.60

VUG:

0.54

Sortino Ratio

CRSP:

-0.78

VUG:

0.91

Omega Ratio

CRSP:

0.92

VUG:

1.13

Calmar Ratio

CRSP:

-0.42

VUG:

0.59

Martin Ratio

CRSP:

-1.22

VUG:

2.00

Ulcer Index

CRSP:

29.41%

VUG:

6.73%

Daily Std Dev

CRSP:

56.11%

VUG:

24.81%

Max Drawdown

CRSP:

-85.11%

VUG:

-50.68%

Current Drawdown

CRSP:

-83.04%

VUG:

-9.21%

Returns By Period

In the year-to-date period, CRSP achieves a -9.50% return, which is significantly lower than VUG's -5.41% return.


CRSP

YTD

-9.50%

1M

2.09%

6M

-31.00%

1Y

-33.48%

5Y*

-7.95%

10Y*

N/A

VUG

YTD

-5.41%

1M

5.42%

6M

-4.74%

1Y

13.28%

5Y*

16.70%

10Y*

14.68%

*Annualized

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Risk-Adjusted Performance

CRSP vs. VUG — Risk-Adjusted Performance Rank

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

CRSP
The Risk-Adjusted Performance Rank of CRSP is 2020
Overall Rank
The Sharpe Ratio Rank of CRSP is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of CRSP is 1717
Sortino Ratio Rank
The Omega Ratio Rank of CRSP is 2020
Omega Ratio Rank
The Calmar Ratio Rank of CRSP is 2525
Calmar Ratio Rank
The Martin Ratio Rank of CRSP is 1818
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6363
Overall Rank
The Sharpe Ratio Rank of VUG is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6161
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.

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.


The current CRSP Sharpe Ratio is -0.60, which is lower than the VUG Sharpe Ratio of 0.54. 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.60
0.54
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 0.50%.


TTM20242023202220212020201920182017201620152014
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
0.50%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

CRSP vs. VUG - Drawdown Comparison

The maximum CRSP drawdown since its inception was -85.11%, 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%December2025FebruaryMarchAprilMay
-83.04%
-9.21%
CRSP
VUG

Volatility

CRSP vs. VUG - Volatility Comparison

CRISPR Therapeutics AG (CRSP) has a higher volatility of 21.76% compared to Vanguard Growth ETF (VUG) at 8.37%. 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%25.00%December2025FebruaryMarchAprilMay
21.76%
8.37%
CRSP
VUG