CRSP vs. VUG
Compare and contrast key facts about CRISPR Therapeutics AG (CRSP) and Vanguard Growth ETF (VUG).
VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CRSP or VUG.
Performance
CRSP vs. VUG - Performance Comparison
Returns By Period
In the year-to-date period, CRSP achieves a -24.44% return, which is significantly lower than VUG's 29.03% return.
CRSP
-24.44%
-3.31%
-14.73%
-30.33%
-6.86%
N/A
VUG
29.03%
1.90%
13.65%
36.18%
18.78%
15.45%
Key characteristics
| CRSP | VUG | |
|---|---|---|
| Sharpe Ratio | -0.38 | 2.14 |
| Sortino Ratio | -0.24 | 2.80 |
| Omega Ratio | 0.97 | 1.39 |
| Calmar Ratio | -0.26 | 2.78 |
| Martin Ratio | -0.60 | 10.98 |
| Ulcer Index | 33.67% | 3.29% |
| Daily Std Dev | 51.67% | 16.87% |
| Max Drawdown | -81.61% | -50.68% |
| Current Drawdown | -77.48% | -2.24% |
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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.
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.
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 0.49%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.49% | 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.
Volatility
CRSP vs. VUG - Volatility Comparison
CRISPR Therapeutics AG (CRSP) has a higher volatility of 17.94% compared to Vanguard Growth ETF (VUG) at 5.47%. 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.