CSPI vs. VGT
Compare and contrast key facts about CSP Inc. (CSPI) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 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: CSPI or VGT.
Performance
CSPI vs. VGT - Performance Comparison
Returns By Period
In the year-to-date period, CSPI achieves a 31.41% return, which is significantly higher than VGT's 25.60% return. Over the past 10 years, CSPI has underperformed VGT with an annualized return of 15.95%, while VGT has yielded a comparatively higher 20.55% annualized return.
CSPI
31.41%
-3.34%
-13.63%
6.93%
17.36%
15.95%
VGT
25.60%
0.19%
12.45%
33.54%
22.06%
20.55%
Key characteristics
| CSPI | VGT | |
|---|---|---|
| Sharpe Ratio | 0.13 | 1.60 |
| Sortino Ratio | 0.87 | 2.12 |
| Omega Ratio | 1.11 | 1.29 |
| Calmar Ratio | 0.20 | 2.21 |
| Martin Ratio | 0.28 | 7.93 |
| Ulcer Index | 41.94% | 4.24% |
| Daily Std Dev | 90.66% | 21.03% |
| Max Drawdown | -85.01% | -54.63% |
| Current Drawdown | -54.23% | -3.33% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between CSPI and VGT is 0.12, 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.
Risk-Adjusted Performance
CSPI vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CSP Inc. (CSPI) and Vanguard Information Technology ETF (VGT). 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
CSPI vs. VGT - Dividend Comparison
CSPI's dividend yield for the trailing twelve months is around 0.82%, more than VGT's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSPI CSP Inc. | 0.82% | 0.77% | 0.64% | 0.00% | 1.94% | 5.75% | 3.77% | 3.48% | 3.12% | 6.34% | 6.03% | 3.71% |
VGT Vanguard Information Technology ETF | 0.62% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
CSPI vs. VGT - Drawdown Comparison
The maximum CSPI drawdown since its inception was -85.01%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for CSPI and VGT. For additional features, visit the drawdowns tool.
Volatility
CSPI vs. VGT - Volatility Comparison
CSP Inc. (CSPI) has a higher volatility of 9.94% compared to Vanguard Information Technology ETF (VGT) at 6.53%. This indicates that CSPI's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.