DVLT vs. VUG
DVLT (Datavault AI Inc) is a stock, while VUG (Vanguard Growth ETF) is Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. Over the past 5 years, DVLT returned -90.75%/yr vs 12.59%/yr for VUG. At a 0.18 correlation, their price movements are largely independent.
Performance
DVLT vs. VUG - Performance Comparison
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Returns By Period
In the year-to-date period, DVLT achieves a -43.87% return, which is significantly lower than VUG's 6.19% return.
DVLT
- 1D
- -1.72%
- 1M
- -0.81%
- 6M
- -59.97%
- YTD
- -43.87%
- 1Y
- -48.38%
- 3Y*
- -87.37%
- 5Y*
- -90.75%
- 10Y*
- —
VUG
- 1D
- -1.43%
- 1M
- 1.14%
- 6M
- 5.18%
- YTD
- 6.19%
- 1Y
- 17.55%
- 3Y*
- 21.97%
- 5Y*
- 12.59%
- 10Y*
- 17.61%
DVLT vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DVLT Datavault AI Inc | -43.87% | -68.19% | -88.31% | -98.92% | -92.24% | -60.73% | -70.98% | -82.16% | -31.60% |
VUG Vanguard Growth ETF | 6.19% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -13.37% |
Correlation
The correlation between DVLT and VUG is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2018 | 0.18 |
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Return for Risk
DVLT vs. VUG — Risk / Return Rank
DVLT
VUG
DVLT vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Datavault AI Inc (DVLT) 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.
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.
| DVLT | VUG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.19 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 1.07 | -1.60 |
| Martin ratioReturn relative to average drawdown | -0.74 | 3.52 | -4.25 |
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Drawdowns
DVLT vs. VUG - Drawdown Comparison
The maximum DVLT drawdown since its inception was -100.00%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for DVLT and VUG.
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Drawdown Indicators
| DVLT | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -50.68% | -49.32% |
Max Drawdown (1Y)Largest decline over 1 year | -90.18% | -16.53% | -73.65% |
Max Drawdown (3Y)Largest decline over 3 years | -99.87% | -22.85% | -77.02% |
Max Drawdown (5Y)Largest decline over 5 years | -100.00% | -35.61% | -64.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.61% | — |
Current DrawdownCurrent decline from peak | -100.00% | -4.48% | -95.52% |
Average DrawdownAverage peak-to-trough decline | -90.66% | -7.08% | -83.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 65.81% | 5.00% | +60.81% |
Volatility
DVLT vs. VUG - Volatility Comparison
Datavault AI Inc (DVLT) has a higher volatility of 27.16% compared to Vanguard Growth ETF (VUG) at 6.35%. This indicates that DVLT'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.
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Volatility by Period
| DVLT | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.16% | 6.35% | +20.81% |
Volatility (6M)Calculated over the trailing 6-month period | 82.33% | 13.87% | +68.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 206.76% | 17.18% | +189.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 192.84% | 22.44% | +170.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 165.78% | 21.51% | +144.27% |
Dividends
DVLT vs. VUG - Dividend Comparison
DVLT has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.39%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVLT Datavault AI 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% |
VUG Vanguard Growth ETF | 0.39% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Frequently Asked Questions
DVLT and VUG have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DVLT has higher volatility (27.16%) compared to VUG (6.35%). In terms of maximum drawdown, DVLT dropped -100.00% vs VUG's -50.68%.
VUG currently has the higher Sharpe Ratio (1.03 vs -0.24), 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.
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