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

Correlation

The correlation between EZPW and VGT is 0.41, 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.


Performance

EZPW vs. VGT - Performance Comparison

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

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Key characteristics

Sharpe Ratio

EZPW:

1.60

VGT:

0.39

Sortino Ratio

EZPW:

2.43

VGT:

0.73

Omega Ratio

EZPW:

1.28

VGT:

1.10

Calmar Ratio

EZPW:

0.58

VGT:

0.43

Martin Ratio

EZPW:

8.75

VGT:

1.39

Ulcer Index

EZPW:

4.91%

VGT:

8.33%

Daily Std Dev

EZPW:

27.55%

VGT:

29.76%

Max Drawdown

EZPW:

-97.26%

VGT:

-54.63%

Current Drawdown

EZPW:

-61.02%

VGT:

-11.63%

Returns By Period

In the year-to-date period, EZPW achieves a 21.44% return, which is significantly higher than VGT's -8.02% return. Over the past 10 years, EZPW has underperformed VGT with an annualized return of 5.08%, while VGT has yielded a comparatively higher 19.33% annualized return.


EZPW

YTD

21.44%

1M

-4.20%

6M

26.62%

1Y

44.64%

5Y*

23.23%

10Y*

5.08%

VGT

YTD

-8.02%

1M

12.05%

6M

-8.30%

1Y

11.24%

5Y*

18.63%

10Y*

19.33%

*Annualized

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Risk-Adjusted Performance

EZPW vs. VGT — Risk-Adjusted Performance Rank

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

EZPW
The Risk-Adjusted Performance Rank of EZPW is 8787
Overall Rank
The Sharpe Ratio Rank of EZPW is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of EZPW is 9090
Sortino Ratio Rank
The Omega Ratio Rank of EZPW is 8686
Omega Ratio Rank
The Calmar Ratio Rank of EZPW is 7575
Calmar Ratio Rank
The Martin Ratio Rank of EZPW is 9393
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5252
Overall Rank
The Sharpe Ratio Rank of VGT is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5252
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5656
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EZPW vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EZCORP, Inc. (EZPW) 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 EZPW Sharpe Ratio is 1.60, which is higher than the VGT Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of EZPW 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.


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Dividends

EZPW vs. VGT - Dividend Comparison

EZPW has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.56%.


TTM20242023202220212020201920182017201620152014
EZPW
EZCORP, 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%
VGT
Vanguard Information Technology ETF
0.56%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

EZPW vs. VGT - Drawdown Comparison

The maximum EZPW drawdown since its inception was -97.26%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for EZPW and VGT. For additional features, visit the drawdowns tool.


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Volatility

EZPW vs. VGT - Volatility Comparison

EZCORP, Inc. (EZPW) and Vanguard Information Technology ETF (VGT) have volatilities of 9.02% and 9.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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