FGEN vs. VPU
Compare and contrast key facts about FibroGen, Inc. (FGEN) and Vanguard Utilities ETF (VPU).
VPU is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Utilities 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FGEN or VPU.
Key characteristics
| FGEN | VPU | |
|---|---|---|
| YTD Return | -63.29% | 24.40% |
| 1Y Return | -49.74% | 28.82% |
| 3Y Return (Ann) | -71.05% | 7.66% |
| 5Y Return (Ann) | -61.59% | 6.99% |
| Sharpe Ratio | -0.27 | 1.89 |
| Sortino Ratio | 0.61 | 2.67 |
| Omega Ratio | 1.08 | 1.33 |
| Calmar Ratio | -0.43 | 1.41 |
| Martin Ratio | -0.75 | 9.69 |
| Ulcer Index | 57.01% | 3.07% |
| Daily Std Dev | 155.01% | 15.76% |
| Max Drawdown | -99.56% | -46.31% |
| Current Drawdown | -99.52% | -5.97% |
Correlation
The correlation between FGEN and VPU is 0.11, 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.
Performance
FGEN vs. VPU - Performance Comparison
In the year-to-date period, FGEN achieves a -63.29% return, which is significantly lower than VPU's 24.40% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FGEN vs. VPU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FibroGen, Inc. (FGEN) and Vanguard Utilities ETF (VPU). 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.
Dividends
FGEN vs. VPU - Dividend Comparison
FGEN has not paid dividends to shareholders, while VPU's dividend yield for the trailing twelve months is around 2.98%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGEN FibroGen, 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% |
VPU Vanguard Utilities ETF | 2.98% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% | 3.76% |
Drawdowns
FGEN vs. VPU - Drawdown Comparison
The maximum FGEN drawdown since its inception was -99.56%, which is greater than VPU's maximum drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for FGEN and VPU. For additional features, visit the drawdowns tool.
Volatility
FGEN vs. VPU - Volatility Comparison
FibroGen, Inc. (FGEN) has a higher volatility of 21.50% compared to Vanguard Utilities ETF (VPU) at 5.32%. This indicates that FGEN's price experiences larger fluctuations and is considered to be riskier than VPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.