EXE vs. VGT

Last updated Jun 25, 2026

EXE (Expand Energy Corp) is a stock, while VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 5 years, EXE returned 16.07%/yr vs 19.33%/yr for VGT. At a 0.18 correlation, their price movements are largely independent.

Performance

EXE vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Expand Energy Corp (EXE) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EXE achieves a -18.79% return, which is significantly lower than VGT's 22.32% return.

EXE

• 1D: -0.15%
• 1M: -9.54%
• YTD: -18.79%
• 6M: -17.91%
• 1Y: -25.37%
• 3Y*: 6.19%
• 5Y*: 16.07%
• 10Y*: —

VGT

• 1D: -0.81%
• 1M: -0.54%
• YTD: 22.32%
• 6M: 20.31%
• 1Y: 43.06%
• 3Y*: 29.77%
• 5Y*: 19.33%
• 10Y*: 25.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EXE vs. VGT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
EXE Expand Energy Corp	-18.79%	14.35%	33.18%	-14.77%	62.34%	53.16%
VGT Vanguard Information Technology ETF	22.32%	21.77%	29.30%	52.66%	-29.70%	23.05%

Correlation

The correlation between EXE and VGT is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (All Time) Calculated using the full available price history since Feb 10, 2021	0.18

The correlation between EXE and VGT shifts across timeframes, from -0.10 (1 year) to 0.19 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

EXE vs. VGT — Risk / Return Rank

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

EXE

EXE Risk / Return Rank: 9
EXE Sharpe Ratio Rank: 9
EXE Sortino Ratio Rank: 11
EXE Omega Ratio Rank: 13
EXE Calmar Ratio Rank: 7
EXE Martin Ratio Rank: 4

VGT

VGT Risk / Return Rank: 58
VGT Sharpe Ratio Rank: 65
VGT Sortino Ratio Rank: 57
VGT Omega Ratio Rank: 58
VGT Calmar Ratio Rank: 59
VGT Martin Ratio Rank: 51

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.

EXE vs. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Expand Energy Corp (EXE) and Vanguard Information Technology ETF (VGT). 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.

	EXE	VGT	Difference
Sharpe ratio: Return per unit of total volatility	-0.81	1.91	-2.71
Sortino ratio: Return per unit of downside risk	-1.07	2.44	-3.50
Omega ratio: Gain probability vs. loss probability	0.88	1.32	-0.45
Calmar ratio: Return relative to maximum drawdown	-0.90	2.64	-3.53
Martin ratio: Return relative to average drawdown	-1.66	8.02	-9.67

EXE vs. VGT - Sharpe Ratio Comparison

The current EXE Sharpe Ratio is -0.81, which is lower than the VGT Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of EXE and VGT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EXE vs. VGT - Drawdown Comparison

The maximum EXE drawdown since its inception was -29.69%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for EXE and VGT.

Drawdown Indicators

	EXE	VGT	Difference
Max Drawdown Largest peak-to-trough decline	-29.69%	-54.63%	+24.94%
Max Drawdown (1Y) Largest decline over 1 year	-28.40%	-16.40%	-12.00%
Max Drawdown (3Y) Largest decline over 3 years	-28.40%	-27.23%	-1.17%
Max Drawdown (5Y) Largest decline over 5 years	-29.69%	-35.07%	+5.38%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.07%	—
Current Drawdown Current decline from peak	-27.07%	-8.46%	-18.61%
Average Drawdown Average peak-to-trough decline	-11.07%	-7.95%	-3.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.17%	5.39%	+10.78%

Volatility

EXE vs. VGT - Volatility Comparison

The current volatility for Expand Energy Corp (EXE) is 6.64%, while Vanguard Information Technology ETF (VGT) has a volatility of 11.37%. This indicates that EXE experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EXE	VGT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.64%	11.37%	-4.73%
Volatility (6M) Calculated over the trailing 6-month period	21.97%	18.52%	+3.45%
Volatility (1Y) Calculated over the trailing 1-year period	31.60%	22.73%	+8.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.07%	25.55%	+9.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.71%	24.76%	+9.95%

Dividends

EXE vs. VGT - Dividend Comparison

EXE's dividend yield for the trailing twelve months is around 3.60%, more than VGT's 0.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EXE Expand Energy Corp	3.60%	2.89%	2.45%	4.70%	10.16%	1.74%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VGT Vanguard Information Technology ETF	0.33%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%

Frequently Asked Questions

Can I hold both EXE and VGT in my portfolio?

EXE and VGT have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EXE or VGT?

VGT has higher volatility (11.37%) compared to EXE (6.64%). In terms of maximum drawdown, EXE dropped -29.69% vs VGT's -54.63%.

Which has better risk-adjusted returns?

VGT currently has the higher Sharpe Ratio (1.91 vs -0.81), 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.