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FFIE vs. VGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFIE vs. VGT - Performance Comparison

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

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FFIE vs. VGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FFIE
Faraday Future Intelligent Electric Inc.
-75.53%-58.02%-91.23%-99.01%-94.54%-46.80%3.63%
VGT
Vanguard Information Technology ETF
-6.16%21.77%29.30%52.66%-29.70%30.45%5.01%

Returns By Period

In the year-to-date period, FFIE achieves a -75.53% return, which is significantly lower than VGT's -6.16% return.


FFIE

1D
-9.17%
1M
-45.85%
YTD
-75.53%
6M
-81.78%
1Y
-77.91%
3Y*
-95.81%
5Y*
-92.68%
10Y*

VGT

1D
1.28%
1M
-3.61%
YTD
-6.16%
6M
-5.90%
1Y
29.76%
3Y*
23.10%
5Y*
14.83%
10Y*
21.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FFIE vs. VGT — Risk / Return Rank

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

FFIE
FFIE Risk / Return Rank: 1111
Overall Rank
FFIE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
FFIE Sortino Ratio Rank: 1010
Sortino Ratio Rank
FFIE Omega Ratio Rank: 1313
Omega Ratio Rank
FFIE Calmar Ratio Rank: 1010
Calmar Ratio Rank
FFIE Martin Ratio Rank: 88
Martin Ratio Rank

VGT
VGT Risk / Return Rank: 6262
Overall Rank
VGT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 6363
Sortino Ratio Rank
VGT Omega Ratio Rank: 6161
Omega Ratio Rank
VGT Calmar Ratio Rank: 7171
Calmar Ratio Rank
VGT Martin Ratio Rank: 5757
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.

FFIE vs. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Faraday Future Intelligent Electric Inc. (FFIE) 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.


FFIEVGTDifference

Sharpe ratio

Return per unit of total volatility

-0.64

1.10

-1.74

Sortino ratio

Return per unit of downside risk

-1.07

1.67

-2.75

Omega ratio

Gain probability vs. loss probability

0.89

1.23

-0.34

Calmar ratio

Return relative to maximum drawdown

-0.85

1.88

-2.73

Martin ratio

Return relative to average drawdown

-1.52

5.77

-7.29

FFIE vs. VGT - Sharpe Ratio Comparison

The current FFIE Sharpe Ratio is -0.64, which is lower than the VGT Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of FFIE 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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Sharpe Ratios by Period


FFIEVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.64

1.10

-1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

0.59

-0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.37

0.61

-0.98

Correlation

The correlation between FFIE and VGT is 0.24, 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

FFIE vs. VGT - Dividend Comparison

FFIE has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.43%.


TTM20252024202320222021202020192018201720162015
FFIE
Faraday Future Intelligent Electric 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
0.43%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

FFIE vs. VGT - Drawdown Comparison

The maximum FFIE drawdown since its inception was -100.00%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for FFIE and VGT.


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Drawdown Indicators


FFIEVGTDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-54.63%

-45.37%

Max Drawdown (1Y)

Largest decline over 1 year

-91.95%

-16.40%

-75.55%

Max Drawdown (5Y)

Largest decline over 5 years

-100.00%

-35.07%

-64.93%

Max Drawdown (10Y)

Largest decline over 10 years

-35.07%

Current Drawdown

Current decline from peak

-100.00%

-11.66%

-88.34%

Average Drawdown

Average peak-to-trough decline

-80.29%

-8.00%

-72.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.24%

5.35%

+45.89%

Volatility

FFIE vs. VGT - Volatility Comparison

Faraday Future Intelligent Electric Inc. (FFIE) has a higher volatility of 42.38% compared to Vanguard Information Technology ETF (VGT) at 8.03%. This indicates that FFIE'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.


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Volatility by Period


FFIEVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

42.38%

8.03%

+34.35%

Volatility (6M)

Calculated over the trailing 6-month period

72.44%

16.35%

+56.09%

Volatility (1Y)

Calculated over the trailing 1-year period

121.36%

27.27%

+94.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

257.37%

25.06%

+232.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

244.57%

24.48%

+220.09%