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EXPO vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EXPO and VGT is 0.47, 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.


-0.50.00.51.00.5

Performance

EXPO vs. VGT - Performance Comparison

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

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%4,500.00%JulyAugustSeptemberOctoberNovemberDecember
3,362.14%
1,448.46%
EXPO
VGT

Key characteristics

Sharpe Ratio

EXPO:

0.22

VGT:

1.55

Sortino Ratio

EXPO:

0.58

VGT:

2.05

Omega Ratio

EXPO:

1.08

VGT:

1.28

Calmar Ratio

EXPO:

0.19

VGT:

2.18

Martin Ratio

EXPO:

0.81

VGT:

7.80

Ulcer Index

EXPO:

9.29%

VGT:

4.26%

Daily Std Dev

EXPO:

34.85%

VGT:

21.45%

Max Drawdown

EXPO:

-86.44%

VGT:

-54.63%

Current Drawdown

EXPO:

-25.13%

VGT:

-2.41%

Returns By Period

In the year-to-date period, EXPO achieves a 4.23% return, which is significantly lower than VGT's 31.34% return. Over the past 10 years, EXPO has underperformed VGT with an annualized return of 17.28%, while VGT has yielded a comparatively higher 20.77% annualized return.


EXPO

YTD

4.23%

1M

-4.33%

6M

-4.43%

1Y

6.06%

5Y*

6.35%

10Y*

17.28%

VGT

YTD

31.34%

1M

2.11%

6M

9.77%

1Y

31.45%

5Y*

22.00%

10Y*

20.77%

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Risk-Adjusted Performance

EXPO vs. VGT - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for EXPO, currently valued at 0.22, compared to the broader market-4.00-2.000.002.000.221.55
The chart of Sortino ratio for EXPO, currently valued at 0.58, compared to the broader market-4.00-2.000.002.004.000.582.05
The chart of Omega ratio for EXPO, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.28
The chart of Calmar ratio for EXPO, currently valued at 0.19, compared to the broader market0.002.004.006.000.192.18
The chart of Martin ratio for EXPO, currently valued at 0.81, compared to the broader market-5.000.005.0010.0015.0020.0025.000.817.80
EXPO
VGT

The current EXPO Sharpe Ratio is 0.22, which is lower than the VGT Sharpe Ratio of 1.55. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.22
1.55
EXPO
VGT

Dividends

EXPO vs. VGT - Dividend Comparison

EXPO's dividend yield for the trailing twelve months is around 1.24%, more than VGT's 0.59% yield.


TTM20232022202120202019201820172016201520142013
EXPO
Exponent, Inc.
1.24%1.18%0.97%0.69%0.84%0.93%1.03%1.18%1.19%1.20%1.21%0.78%
VGT
Vanguard Information Technology ETF
0.59%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

EXPO vs. VGT - Drawdown Comparison

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.13%
-2.41%
EXPO
VGT

Volatility

EXPO vs. VGT - Volatility Comparison

Exponent, Inc. (EXPO) has a higher volatility of 6.04% compared to Vanguard Information Technology ETF (VGT) at 5.62%. This indicates that EXPO's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.04%
5.62%
EXPO
VGT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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