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EDIT vs. VUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EDIT vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Editas Medicine, Inc. (EDIT) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

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EDIT vs. VUG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EDIT
Editas Medicine, Inc.
20.49%61.42%-87.46%14.21%-66.59%-62.13%136.78%30.15%-25.97%89.34%
VUG
Vanguard Growth ETF
-10.37%19.40%32.69%46.83%-33.16%27.35%40.25%37.03%-3.32%27.72%

Returns By Period

In the year-to-date period, EDIT achieves a 20.49% return, which is significantly higher than VUG's -10.37% return. Over the past 10 years, EDIT has underperformed VUG with an annualized return of -23.69%, while VUG has yielded a comparatively higher 16.03% annualized return.


EDIT

1D
10.76%
1M
12.27%
YTD
20.49%
6M
-28.82%
1Y
112.93%
3Y*
-30.16%
5Y*
-43.48%
10Y*
-23.69%

VUG

1D
4.00%
1M
-5.12%
YTD
-10.37%
6M
-8.73%
1Y
18.30%
3Y*
21.15%
5Y*
11.43%
10Y*
16.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EDIT vs. VUG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EDIT
EDIT Risk / Return Rank: 7575
Overall Rank
EDIT Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EDIT Sortino Ratio Rank: 8282
Sortino Ratio Rank
EDIT Omega Ratio Rank: 7575
Omega Ratio Rank
EDIT Calmar Ratio Rank: 7373
Calmar Ratio Rank
EDIT Martin Ratio Rank: 6868
Martin Ratio Rank

VUG
VUG Risk / Return Rank: 5050
Overall Rank
VUG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 5454
Sortino Ratio Rank
VUG Omega Ratio Rank: 5353
Omega Ratio Rank
VUG Calmar Ratio Rank: 4949
Calmar Ratio Rank
VUG Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EDIT vs. VUG - Risk-Adjusted Trends Comparison

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.


EDITVUGDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.81

+0.35

Sortino ratio

Return per unit of downside risk

2.16

1.31

+0.84

Omega ratio

Gain probability vs. loss probability

1.24

1.18

+0.06

Calmar ratio

Return relative to maximum drawdown

1.63

1.11

+0.52

Martin ratio

Return relative to average drawdown

3.10

3.96

-0.86

EDIT vs. VUG - Sharpe Ratio Comparison

The current EDIT Sharpe Ratio is 1.16, which is higher than the VUG Sharpe Ratio of 0.81. 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.


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Sharpe Ratios by Period


EDITVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.81

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

0.52

-0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.28

0.75

-1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

0.57

-0.78

Correlation

The correlation between EDIT and VUG is 0.41, 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.


Dividends

EDIT vs. VUG - Dividend Comparison

EDIT has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.46%.


TTM20252024202320222021202020192018201720162015
EDIT
Editas Medicine, 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
0.46%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%

Drawdowns

EDIT vs. VUG - Drawdown Comparison

The maximum EDIT drawdown since its inception was -98.92%, 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.


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Drawdown Indicators


EDITVUGDifference

Max Drawdown

Largest peak-to-trough decline

-98.92%

-50.68%

-48.24%

Max Drawdown (1Y)

Largest decline over 1 year

-59.88%

-16.53%

-43.35%

Max Drawdown (5Y)

Largest decline over 5 years

-98.66%

-35.61%

-63.05%

Max Drawdown (10Y)

Largest decline over 10 years

-98.92%

-35.61%

-63.31%

Current Drawdown

Current decline from peak

-97.27%

-13.20%

-84.07%

Average Drawdown

Average peak-to-trough decline

-61.98%

-7.13%

-54.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.49%

4.66%

+26.83%

Volatility

EDIT vs. VUG - Volatility Comparison

Editas Medicine, Inc. (EDIT) has a higher volatility of 31.71% compared to Vanguard Growth ETF (VUG) at 7.00%. 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.


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Volatility by Period


EDITVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.71%

7.00%

+24.71%

Volatility (6M)

Calculated over the trailing 6-month period

60.26%

12.65%

+47.61%

Volatility (1Y)

Calculated over the trailing 1-year period

98.42%

22.68%

+75.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

93.19%

22.23%

+70.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.41%

21.38%

+62.03%