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HA vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HA and VUG is 0.38, 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.


-0.50.00.51.00.4

Performance

HA vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hawaiian Holdings, Inc. (HA) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
38.14%
10.63%
HA
VUG

Key characteristics

Returns By Period


HA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VUG

YTD

1.33%

1M

-0.32%

6M

10.62%

1Y

30.63%

5Y*

17.53%

10Y*

15.92%

*Annualized

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Risk-Adjusted Performance

HA vs. VUG — Risk-Adjusted Performance Rank

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

HA
The Risk-Adjusted Performance Rank of HA is 8484
Overall Rank
The Sharpe Ratio Rank of HA is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of HA is 9898
Sortino Ratio Rank
The Omega Ratio Rank of HA is 9797
Omega Ratio Rank
The Calmar Ratio Rank of HA is 8282
Calmar Ratio Rank
The Martin Ratio Rank of HA is 8080
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 7373
Overall Rank
The Sharpe Ratio Rank of VUG is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 7373
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.

HA vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hawaiian Holdings, Inc. (HA) 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.


Sharpe ratio
The chart of Sharpe ratio for HA, currently valued at 1.01, compared to the broader market-2.000.002.004.001.011.95
The chart of Sortino ratio for HA, currently valued at 1.77, compared to the broader market-4.00-2.000.002.004.006.001.772.55
The chart of Omega ratio for HA, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.35
The chart of Calmar ratio for HA, currently valued at 0.42, compared to the broader market0.002.004.006.000.422.65
The chart of Martin ratio for HA, currently valued at 4.34, compared to the broader market-10.000.0010.0020.0030.004.3410.13
HA
VUG


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.01
1.95
HA
VUG

Dividends

HA vs. VUG - Dividend Comparison

HA has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.46%.


TTM20242023202220212020201920182017201620152014
HA
Hawaiian Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.68%1.64%1.82%0.30%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.46%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

HA vs. VUG - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-69.02%
-2.73%
HA
VUG

Volatility

HA vs. VUG - Volatility Comparison

The current volatility for Hawaiian Holdings, Inc. (HA) is 0.00%, while Vanguard Growth ETF (VUG) has a volatility of 6.36%. This indicates that HA experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember20250
6.36%
HA
VUG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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