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FGEN vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FGEN and VT is 0.39, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

FGEN vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FibroGen, Inc. (FGEN) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
-98.57%
138.87%
FGEN
VT

Key characteristics

Sharpe Ratio

FGEN:

-0.58

VT:

0.58

Sortino Ratio

FGEN:

-0.52

VT:

0.93

Omega Ratio

FGEN:

0.93

VT:

1.13

Calmar Ratio

FGEN:

-0.71

VT:

0.62

Martin Ratio

FGEN:

-1.15

VT:

2.80

Ulcer Index

FGEN:

61.44%

VT:

3.65%

Daily Std Dev

FGEN:

121.30%

VT:

17.70%

Max Drawdown

FGEN:

-99.62%

VT:

-50.27%

Current Drawdown

FGEN:

-99.53%

VT:

-6.29%

Returns By Period

In the year-to-date period, FGEN achieves a -40.76% return, which is significantly lower than VT's -1.11% return. Over the past 10 years, FGEN has underperformed VT with an annualized return of -35.07%, while VT has yielded a comparatively higher 8.64% annualized return.


FGEN

YTD

-40.76%

1M

-0.03%

6M

1.85%

1Y

-69.84%

5Y*

-62.07%

10Y*

-35.07%

VT

YTD

-1.11%

1M

-0.02%

6M

-1.42%

1Y

9.60%

5Y*

13.43%

10Y*

8.64%

*Annualized

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Risk-Adjusted Performance

FGEN vs. VT — Risk-Adjusted Performance Rank

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

FGEN
The Risk-Adjusted Performance Rank of FGEN is 2020
Overall Rank
The Sharpe Ratio Rank of FGEN is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of FGEN is 2323
Sortino Ratio Rank
The Omega Ratio Rank of FGEN is 2424
Omega Ratio Rank
The Calmar Ratio Rank of FGEN is 99
Calmar Ratio Rank
The Martin Ratio Rank of FGEN is 2222
Martin Ratio Rank

VT
The Risk-Adjusted Performance Rank of VT is 6767
Overall Rank
The Sharpe Ratio Rank of VT is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VT is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VT is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7272
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.

FGEN vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FibroGen, Inc. (FGEN) and Vanguard Total World Stock ETF (VT). 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 chart of Sharpe ratio for FGEN, currently valued at -0.58, compared to the broader market-2.00-1.000.001.002.003.00
FGEN: -0.58
VT: 0.58
The chart of Sortino ratio for FGEN, currently valued at -0.52, compared to the broader market-6.00-4.00-2.000.002.004.00
FGEN: -0.52
VT: 0.93
The chart of Omega ratio for FGEN, currently valued at 0.93, compared to the broader market0.501.001.502.00
FGEN: 0.93
VT: 1.13
The chart of Calmar ratio for FGEN, currently valued at -0.71, compared to the broader market0.001.002.003.004.005.00
FGEN: -0.71
VT: 0.62
The chart of Martin ratio for FGEN, currently valued at -1.15, compared to the broader market-5.000.005.0010.0015.0020.00
FGEN: -1.15
VT: 2.80

The current FGEN Sharpe Ratio is -0.58, which is lower than the VT Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of FGEN and VT, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.58
0.58
FGEN
VT

Dividends

FGEN vs. VT - Dividend Comparison

FGEN has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.95%.


TTM20242023202220212020201920182017201620152014
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%
VT
Vanguard Total World Stock ETF
1.95%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

Drawdowns

FGEN vs. VT - Drawdown Comparison

The maximum FGEN drawdown since its inception was -99.62%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for FGEN and VT. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-99.53%
-6.29%
FGEN
VT

Volatility

FGEN vs. VT - Volatility Comparison

FibroGen, Inc. (FGEN) has a higher volatility of 19.97% compared to Vanguard Total World Stock ETF (VT) at 12.77%. This indicates that FGEN's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
19.97%
12.77%
FGEN
VT