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ERNA vs. VT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ERNA vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eterna Therapeutics Inc (ERNA) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

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ERNA vs. VT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ERNA
Eterna Therapeutics Inc
-83.42%-72.79%-83.62%-44.25%-96.14%-6.92%1.82%12.82%-53.68%-50.47%
VT
Vanguard Total World Stock ETF
-1.71%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%

Returns By Period

In the year-to-date period, ERNA achieves a -83.42% return, which is significantly lower than VT's -1.71% return. Over the past 10 years, ERNA has underperformed VT with an annualized return of -63.05%, while VT has yielded a comparatively higher 11.53% annualized return.


ERNA

1D
5.29%
1M
-30.20%
YTD
-83.42%
6M
-81.83%
1Y
-92.55%
3Y*
-84.26%
5Y*
-82.24%
10Y*
-63.05%

VT

1D
3.08%
1M
-6.22%
YTD
-1.71%
6M
1.42%
1Y
21.53%
3Y*
16.86%
5Y*
9.22%
10Y*
11.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Eterna Therapeutics Inc

Vanguard Total World Stock ETF

Return for Risk

ERNA vs. VT — Risk / Return Rank

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

ERNA
ERNA Risk / Return Rank: 55
Overall Rank
ERNA Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ERNA Sortino Ratio Rank: 11
Sortino Ratio Rank
ERNA Omega Ratio Rank: 22
Omega Ratio Rank
ERNA Calmar Ratio Rank: 33
Calmar Ratio Rank
ERNA Martin Ratio Rank: 99
Martin Ratio Rank

VT
VT Risk / Return Rank: 7777
Overall Rank
VT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VT Sortino Ratio Rank: 7676
Sortino Ratio Rank
VT Omega Ratio Rank: 7777
Omega Ratio Rank
VT Calmar Ratio Rank: 7575
Calmar Ratio Rank
VT Martin Ratio Rank: 8282
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.

ERNA vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eterna Therapeutics Inc (ERNA) and Vanguard Total World Stock ETF (VT). 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.


ERNAVTDifference

Sharpe ratio

Return per unit of total volatility

-0.82

1.25

-2.08

Sortino ratio

Return per unit of downside risk

-2.18

1.84

-4.02

Omega ratio

Gain probability vs. loss probability

0.73

1.27

-0.55

Calmar ratio

Return relative to maximum drawdown

-0.97

1.83

-2.80

Martin ratio

Return relative to average drawdown

-1.52

8.51

-10.03

ERNA vs. VT - Sharpe Ratio Comparison

The current ERNA Sharpe Ratio is -0.82, which is lower than the VT Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of ERNA and VT, 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


ERNAVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.82

1.25

-2.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.65

0.58

-1.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.42

0.67

-1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.28

0.40

-0.68

Correlation

The correlation between ERNA and VT is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ERNA vs. VT - Dividend Comparison

ERNA has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.82%.


TTM20252024202320222021202020192018201720162015
ERNA
Eterna Therapeutics 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%
VT
Vanguard Total World Stock ETF
1.82%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Drawdowns

ERNA vs. VT - Drawdown Comparison

The maximum ERNA drawdown since its inception was -100.00%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for ERNA and VT.


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Drawdown Indicators


ERNAVTDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-50.27%

-49.73%

Max Drawdown (1Y)

Largest decline over 1 year

-94.91%

-11.84%

-83.07%

Max Drawdown (5Y)

Largest decline over 5 years

-100.00%

-26.38%

-73.62%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

-34.24%

-65.76%

Current Drawdown

Current decline from peak

-100.00%

-6.89%

-93.11%

Average Drawdown

Average peak-to-trough decline

-86.08%

-7.08%

-79.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

60.71%

2.55%

+58.16%

Volatility

ERNA vs. VT - Volatility Comparison

Eterna Therapeutics Inc (ERNA) has a higher volatility of 25.94% compared to Vanguard Total World Stock ETF (VT) at 6.33%. This indicates that ERNA's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ERNAVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.94%

6.33%

+19.61%

Volatility (6M)

Calculated over the trailing 6-month period

101.60%

9.95%

+91.65%

Volatility (1Y)

Calculated over the trailing 1-year period

112.82%

17.24%

+95.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

126.03%

15.98%

+110.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

149.50%

17.20%

+132.30%