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DNA vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

DNA vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ginkgo Bioworks Holdings, Inc. (DNA) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-75.81%
13.44%
DNA
VTI

Returns By Period

In the year-to-date period, DNA achieves a -90.59% return, which is significantly lower than VTI's 24.77% return.


DNA

YTD

-90.59%

1M

-28.70%

6M

-77.32%

1Y

-88.88%

5Y (annualized)

N/A

10Y (annualized)

N/A

VTI

YTD

24.77%

1M

1.74%

6M

12.48%

1Y

32.60%

5Y (annualized)

14.96%

10Y (annualized)

12.63%

Key characteristics


DNAVTI
Sharpe Ratio-0.902.58
Sortino Ratio-2.343.45
Omega Ratio0.751.48
Calmar Ratio-0.903.76
Martin Ratio-1.3916.48
Ulcer Index64.40%1.96%
Daily Std Dev99.17%12.50%
Max Drawdown-99.10%-55.45%
Current Drawdown-98.93%-1.53%

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Correlation

-0.50.00.51.00.5

The correlation between DNA and VTI is 0.49, 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

DNA vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ginkgo Bioworks Holdings, Inc. (DNA) and Vanguard Total Stock Market ETF (VTI). 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 DNA, currently valued at -0.90, compared to the broader market-4.00-2.000.002.004.00-0.902.58
The chart of Sortino ratio for DNA, currently valued at -2.34, compared to the broader market-4.00-2.000.002.004.00-2.343.45
The chart of Omega ratio for DNA, currently valued at 0.75, compared to the broader market0.501.001.502.000.751.48
The chart of Calmar ratio for DNA, currently valued at -0.90, compared to the broader market0.002.004.006.00-0.903.76
The chart of Martin ratio for DNA, currently valued at -1.39, compared to the broader market-10.000.0010.0020.0030.00-1.3916.48
DNA
VTI

The current DNA Sharpe Ratio is -0.90, which is lower than the VTI Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of DNA and VTI, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.90
2.58
DNA
VTI

Dividends

DNA vs. VTI - Dividend Comparison

DNA has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.28%.


TTM20232022202120202019201820172016201520142013
DNA
Ginkgo Bioworks Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.28%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

DNA vs. VTI - Drawdown Comparison

The maximum DNA drawdown since its inception was -99.10%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DNA and VTI. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-98.93%
-1.53%
DNA
VTI

Volatility

DNA vs. VTI - Volatility Comparison

Ginkgo Bioworks Holdings, Inc. (DNA) has a higher volatility of 26.77% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that DNA's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
26.77%
4.28%
DNA
VTI