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HACK vs. VBK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


HACKVBK
YTD Return2.00%0.14%
1Y Return38.40%13.62%
3Y Return (Ann)2.78%-4.77%
5Y Return (Ann)9.01%6.21%
Sharpe Ratio2.090.75
Daily Std Dev17.98%18.58%
Max Drawdown-42.68%-58.69%
Current Drawdown-8.63%-19.70%

Correlation

-0.50.00.51.00.8

The correlation between HACK and VBK is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

HACK vs. VBK - Performance Comparison

In the year-to-date period, HACK achieves a 2.00% return, which is significantly higher than VBK's 0.14% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


60.00%80.00%100.00%120.00%140.00%160.00%180.00%NovemberDecember2024FebruaryMarchApril
156.10%
106.98%
HACK
VBK

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ETFMG Prime Cyber Security ETF

Vanguard Small-Cap Growth ETF

HACK vs. VBK - Expense Ratio Comparison

HACK has a 0.60% expense ratio, which is higher than VBK's 0.07% expense ratio.


HACK
ETFMG Prime Cyber Security ETF
Expense ratio chart for HACK: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for VBK: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

HACK vs. VBK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG Prime Cyber Security ETF (HACK) and Vanguard Small-Cap Growth ETF (VBK). 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.


HACK
Sharpe ratio
The chart of Sharpe ratio for HACK, currently valued at 2.09, compared to the broader market-1.000.001.002.003.004.005.002.09
Sortino ratio
The chart of Sortino ratio for HACK, currently valued at 2.72, compared to the broader market-2.000.002.004.006.008.002.72
Omega ratio
The chart of Omega ratio for HACK, currently valued at 1.35, compared to the broader market0.501.001.502.002.501.35
Calmar ratio
The chart of Calmar ratio for HACK, currently valued at 1.05, compared to the broader market0.002.004.006.008.0010.0012.0014.001.05
Martin ratio
The chart of Martin ratio for HACK, currently valued at 10.96, compared to the broader market0.0020.0040.0060.0010.96
VBK
Sharpe ratio
The chart of Sharpe ratio for VBK, currently valued at 0.75, compared to the broader market-1.000.001.002.003.004.005.000.75
Sortino ratio
The chart of Sortino ratio for VBK, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.001.18
Omega ratio
The chart of Omega ratio for VBK, currently valued at 1.13, compared to the broader market0.501.001.502.002.501.13
Calmar ratio
The chart of Calmar ratio for VBK, currently valued at 0.40, compared to the broader market0.002.004.006.008.0010.0012.0014.000.40
Martin ratio
The chart of Martin ratio for VBK, currently valued at 2.14, compared to the broader market0.0020.0040.0060.002.14

HACK vs. VBK - Sharpe Ratio Comparison

The current HACK Sharpe Ratio is 2.09, which is higher than the VBK Sharpe Ratio of 0.75. The chart below compares the 12-month rolling Sharpe Ratio of HACK and VBK.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2024FebruaryMarchApril
2.09
0.75
HACK
VBK

Dividends

HACK vs. VBK - Dividend Comparison

HACK's dividend yield for the trailing twelve months is around 0.20%, less than VBK's 0.71% yield.


TTM20232022202120202019201820172016201520142013
HACK
ETFMG Prime Cyber Security ETF
0.20%0.20%0.24%0.26%1.11%0.14%0.09%0.01%1.23%0.00%0.00%0.00%
VBK
Vanguard Small-Cap Growth ETF
0.71%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%1.01%0.65%

Drawdowns

HACK vs. VBK - Drawdown Comparison

The maximum HACK drawdown since its inception was -42.68%, smaller than the maximum VBK drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for HACK and VBK. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-8.63%
-19.70%
HACK
VBK

Volatility

HACK vs. VBK - Volatility Comparison

ETFMG Prime Cyber Security ETF (HACK) and Vanguard Small-Cap Growth ETF (VBK) have volatilities of 5.29% and 5.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2024FebruaryMarchApril
5.29%
5.29%
HACK
VBK