DRCT vs. VGK

Last updated Aug 1, 2026

DRCT (Direct Digital Holdings Inc) is a stock, while VGK (Vanguard FTSE Europe ETF) is Europe Equities fund tracking the FTSE Developed Europe All Cap Index. Over the past 3 years, DRCT returned -83.85%/yr vs 16.62%/yr for VGK. Their 0.15 correlation means their historical movements had little consistent relationship.

Performance

DRCT vs. VGK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direct Digital Holdings Inc (DRCT) and Vanguard FTSE Europe ETF (VGK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DRCT achieves a -82.00% return, which is significantly lower than VGK's 10.34% return.

DRCT

• 1D: 2.41%
• 1M: -10.53%
• 6M: -72.04%
• YTD: -82.00%
• 1Y: -97.70%
• 3Y*: -83.85%
• 5Y*: —
• 10Y*: —
• ALL TIME*: -73.42%

VGK

• 1D: -0.44%
• 1M: 1.39%
• 6M: 5.43%
• YTD: 10.34%
• 1Y: 24.06%
• 3Y*: 16.62%
• 5Y*: 9.31%
• 10Y*: 10.03%
• ALL TIME*: 6.47%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DRCT Direct Digital Holdings Inc	$33.44K	$63.01K	$224.42K
VGK Vanguard FTSE Europe ETF	$214.81M	$182.15M	$234.17M

DRCT vs. VGK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DRCT Direct Digital Holdings Inc	-82.00%	-95.95%	-89.31%	513.61%	-43.60%
VGK Vanguard FTSE Europe ETF	10.34%	35.83%	1.88%	20.19%	-13.68%

Correlation

The correlation between DRCT and VGK is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.02
Correlation (3Y) Balances recent behavior with more history.	0.15
Correlation (All Time) Calculated using the full available price history since Feb 11, 2022	0.15

The correlation between DRCT and VGK shifts across timeframes, from 0.02 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DRCT vs. VGK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DRCT

DRCT Risk / Return Rank: 7
DRCT Sharpe Ratio Rank: 16
DRCT Sortino Ratio Rank: 1
DRCT Omega Ratio Rank: 2
DRCT Calmar Ratio Rank: 1
DRCT Martin Ratio Rank: 16

VGK

VGK Risk / Return Rank: 62
VGK Sharpe Ratio Rank: 65
VGK Sortino Ratio Rank: 66
VGK Omega Ratio Rank: 61
VGK Calmar Ratio Rank: 55
VGK Martin Ratio Rank: 62

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DRCT vs. VGK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direct Digital Holdings Inc (DRCT) and Vanguard FTSE Europe ETF (VGK). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DRCT	VGK	Difference
Sharpe ratio: Return per unit of total volatility	-0.61	1.48	-2.10
Sortino ratio: Return per unit of downside risk	-2.59	2.16	-4.75
Omega ratio: Gain probability vs. loss probability	0.71	1.26	-0.55
Calmar ratio: Return relative to maximum drawdown	-1.00	1.95	-2.94
Martin ratio: Return relative to average drawdown	-1.19	7.41	-8.60

DRCT vs. VGK - Sharpe Ratio Comparison

The current DRCT Sharpe Ratio is -0.61, which is lower than the VGK Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of DRCT and VGK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DRCT vs. VGK - Drawdown Comparison

The maximum DRCT drawdown since its inception was -99.97%, which is greater than VGK's maximum drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for DRCT and VGK.

Drawdown Indicators

	DRCT	VGK	Difference
Max Drawdown Largest peak-to-trough decline	-99.97%	-63.61%	-36.36%
Max Drawdown (1Y) Largest decline over 1 year	-98.18%	-12.09%	-86.09%
Max Drawdown (3Y) Largest decline over 3 years	-99.97%	-14.31%	-85.66%
Max Drawdown (5Y) Largest decline over 5 years	—	-32.74%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.24%	—
Current Drawdown Current decline from peak	-99.96%	-0.44%	-99.52%
Average Drawdown Average peak-to-trough decline	-68.87%	-13.25%	-55.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	81.74%	3.17%	+78.57%

Volatility

DRCT vs. VGK - Volatility Comparison

Direct Digital Holdings Inc (DRCT) has a higher volatility of 15.52% compared to Vanguard FTSE Europe ETF (VGK) at 4.44%. This indicates that DRCT's price experiences larger fluctuations and is considered to be riskier than VGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRCT	VGK	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.52%	4.44%	+11.08%
Volatility (6M) Calculated over the trailing 6-month period	87.53%	13.76%	+73.77%
Volatility (1Y) Calculated over the trailing 1-year period	159.54%	15.90%	+143.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	455.19%	17.97%	+437.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	455.19%	18.49%	+436.70%

Dividends

DRCT vs. VGK - Dividend Comparison

DRCT has not paid dividends to shareholders, while VGK's dividend yield for the trailing twelve months is around 2.83%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DRCT Direct Digital 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%
VGK Vanguard FTSE Europe ETF	2.83%	2.86%	3.61%	3.15%	3.25%	3.05%	2.11%	3.27%	3.95%	2.70%	3.52%	3.25%

Frequently Asked Questions

Can I hold both DRCT and VGK in my portfolio?

DRCT and VGK have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DRCT or VGK?

DRCT has higher volatility (15.52%) compared to VGK (4.44%). In terms of maximum drawdown, DRCT dropped -99.97% vs VGK's -63.61%.

Which has better risk-adjusted returns?

VGK currently has the higher Sharpe Ratio (1.48 vs -0.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.