G vs. VUG
Compare and contrast key facts about Genpact Limited (G) and Vanguard Growth ETF (VUG).
VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth 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: G or VUG.
Performance
G vs. VUG - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with G having a 30.43% return and VUG slightly lower at 29.03%. Over the past 10 years, G has underperformed VUG with an annualized return of 10.58%, while VUG has yielded a comparatively higher 15.45% annualized return.
G
30.43%
14.74%
31.18%
33.93%
3.07%
10.58%
VUG
29.03%
1.90%
13.65%
36.18%
18.78%
15.45%
Key characteristics
| G | VUG | |
|---|---|---|
| Sharpe Ratio | 1.31 | 2.14 |
| Sortino Ratio | 2.45 | 2.80 |
| Omega Ratio | 1.30 | 1.39 |
| Calmar Ratio | 0.87 | 2.78 |
| Martin Ratio | 5.02 | 10.98 |
| Ulcer Index | 7.19% | 3.29% |
| Daily Std Dev | 27.50% | 16.87% |
| Max Drawdown | -64.14% | -50.68% |
| Current Drawdown | -13.44% | -2.24% |
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Correlation
The correlation between G and VUG is 0.51, 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.
Risk-Adjusted Performance
G vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Genpact Limited (G) and Vanguard Growth ETF (VUG). 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
G vs. VUG - Dividend Comparison
G's dividend yield for the trailing twelve months is around 1.34%, more than VUG's 0.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
G Genpact Limited | 1.34% | 1.59% | 1.08% | 0.81% | 0.95% | 0.81% | 1.11% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
G vs. VUG - Drawdown Comparison
The maximum G drawdown since its inception was -64.14%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for G and VUG. For additional features, visit the drawdowns tool.
Volatility
G vs. VUG - Volatility Comparison
Genpact Limited (G) has a higher volatility of 11.05% compared to Vanguard Growth ETF (VUG) at 5.47%. This indicates that G's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.