EDIT vs. VUG

In the year-to-date period, EDIT achieves a -87.07% return, which is significantly lower than VUG's 34.89% return.

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This table presents a comparison of risk-adjusted performance metrics for Editas Medicine, Inc. (EDIT) 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.

The current EDIT Sharpe Ratio is -1.15, which is lower than the VUG Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of EDIT and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EDIT has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.33%.

The maximum EDIT drawdown since its inception was -98.55%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for EDIT and VUG. For additional features, visit the drawdowns tool.

Editas Medicine, Inc. (EDIT) has a higher volatility of 35.04% compared to Vanguard Growth ETF (VUG) at 4.86%. This indicates that EDIT'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.