CYBR vs. VGT
Compare and contrast key facts about CyberArk Software Ltd. (CYBR) 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: CYBR or VGT.
Key characteristics
| CYBR | VGT | |
|---|---|---|
| YTD Return | 33.12% | 28.88% |
| 1Y Return | 55.83% | 37.56% |
| 3Y Return (Ann) | 14.04% | 12.24% |
| 5Y Return (Ann) | 20.96% | 22.70% |
| 10Y Return (Ann) | 20.76% | 20.89% |
| Sharpe Ratio | 2.12 | 1.95 |
| Sortino Ratio | 2.97 | 2.51 |
| Omega Ratio | 1.38 | 1.35 |
| Calmar Ratio | 3.01 | 2.69 |
| Martin Ratio | 7.53 | 9.68 |
| Ulcer Index | 7.91% | 4.22% |
| Daily Std Dev | 28.04% | 20.95% |
| Max Drawdown | -55.64% | -54.63% |
| Current Drawdown | -3.04% | -0.81% |
Correlation
The correlation between CYBR and VGT is 0.52, 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
CYBR vs. VGT - Performance Comparison
In the year-to-date period, CYBR achieves a 33.12% return, which is significantly higher than VGT's 28.88% return. Both investments have delivered pretty close results over the past 10 years, with CYBR having a 20.76% annualized return and VGT not far ahead at 20.89%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CYBR vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CyberArk Software Ltd. (CYBR) 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
CYBR vs. VGT - Dividend Comparison
CYBR has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.60%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CYBR CyberArk Software Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
CYBR vs. VGT - Drawdown Comparison
The maximum CYBR drawdown since its inception was -55.64%, roughly equal to the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for CYBR and VGT. For additional features, visit the drawdowns tool.
Volatility
CYBR vs. VGT - Volatility Comparison
CyberArk Software Ltd. (CYBR) has a higher volatility of 8.64% compared to Vanguard Information Technology ETF (VGT) at 5.97%. This indicates that CYBR'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.