ENGN vs. VUG
ENGN (enGene Holdings 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 year, ENGN returned -43.38% vs 20.05% for VUG. At a 0.17 correlation, their price movements are largely independent.
Performance
ENGN vs. VUG - Performance Comparison
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Returns By Period
In the year-to-date period, ENGN achieves a -81.06% return, which is significantly lower than VUG's 3.52% return.
ENGN
- 1D
- 1.18%
- 1M
- 4.27%
- YTD
- -81.06%
- 6M
- -81.45%
- 1Y
- -43.38%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VUG
- 1D
- -2.12%
- 1M
- -3.95%
- YTD
- 3.52%
- 6M
- 2.23%
- 1Y
- 20.05%
- 3Y*
- 22.74%
- 5Y*
- 12.80%
- 10Y*
- 18.02%
ENGN vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ENGN enGene Holdings Inc | -81.06% | 35.79% | -27.95% | -48.46% |
VUG Vanguard Growth ETF | 3.52% | 19.40% | 32.69% | 16.43% |
Correlation
The correlation between ENGN and VUG is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2023 | 0.17 |
The correlation between ENGN and VUG shifts across timeframes, from 0.17 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ENGN vs. VUG — Risk / Return Rank
ENGN
VUG
ENGN vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for enGene Holdings Inc (ENGN) 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.
| ENGN | VUG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 1.22 | -1.71 |
| Martin ratioReturn relative to average drawdown | -1.19 | 4.15 | -5.34 |
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Drawdowns
ENGN vs. VUG - Drawdown Comparison
The maximum ENGN drawdown since its inception was -92.80%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for ENGN and VUG.
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Drawdown Indicators
| ENGN | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.80% | -50.68% | -42.12% |
Max Drawdown (1Y)Largest decline over 1 year | -88.17% | -16.53% | -71.64% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.85% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.61% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.61% | — |
Current DrawdownCurrent decline from peak | -91.45% | -6.88% | -84.57% |
Average DrawdownAverage peak-to-trough decline | -61.52% | -7.09% | -54.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.41% | 4.84% | +31.57% |
Volatility
ENGN vs. VUG - Volatility Comparison
enGene Holdings Inc (ENGN) has a higher volatility of 17.52% compared to Vanguard Growth ETF (VUG) at 6.86%. This indicates that ENGN'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
| ENGN | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.52% | 6.86% | +10.66% |
Volatility (6M)Calculated over the trailing 6-month period | 173.95% | 13.44% | +160.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 123.40% | 16.91% | +106.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 132.09% | 22.39% | +109.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 132.09% | 21.51% | +110.58% |
Dividends
ENGN vs. VUG - Dividend Comparison
ENGN 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENGN enGene 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% |
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
ENGN and VUG have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENGN has higher volatility (17.52%) compared to VUG (6.86%). In terms of maximum drawdown, ENGN dropped -92.80% vs VUG's -50.68%.
VUG currently has the higher Sharpe Ratio (1.19 vs -0.35), 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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