EXPO vs. VGT

In the year-to-date period, EXPO achieves a -9.83% return, which is significantly lower than VGT's -0.69% return. Over the past 10 years, EXPO has underperformed VGT with an annualized return of 15.27%, while VGT has yielded a comparatively higher 20.05% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Exponent, Inc. (EXPO) 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.

The current EXPO Sharpe Ratio is -0.62, which is lower than the VGT Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of EXPO and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EXPO's dividend yield for the trailing twelve months is around 1.42%, more than VGT's 0.52% yield.

The maximum EXPO drawdown since its inception was -86.44%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for EXPO and VGT. For additional features, visit the drawdowns tool.

The current volatility for Exponent, Inc. (EXPO) is 7.06%, while Vanguard Information Technology ETF (VGT) has a volatility of 7.68%. This indicates that EXPO 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.