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

Key characteristics


HACKVUG
YTD Return0.56%9.19%
1Y Return40.35%38.11%
3Y Return (Ann)2.92%8.66%
5Y Return (Ann)8.46%16.46%
Sharpe Ratio2.222.39
Daily Std Dev17.82%15.67%
Max Drawdown-42.68%-50.68%
Current Drawdown-9.92%-2.10%

Correlation

-0.50.00.51.00.8

The correlation between HACK and VUG is 0.78, 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. VUG - Performance Comparison

In the year-to-date period, HACK achieves a 0.56% return, which is significantly lower than VUG's 9.19% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%150.00%200.00%250.00%December2024FebruaryMarchAprilMay
152.49%
259.25%
HACK
VUG

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 Growth ETF

HACK vs. VUG - Expense Ratio Comparison

HACK has a 0.60% expense ratio, which is higher than VUG's 0.04% 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 VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

HACK vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG Prime Cyber Security ETF (HACK) 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.


HACK
Sharpe ratio
The chart of Sharpe ratio for HACK, currently valued at 2.22, compared to the broader market0.002.004.002.22
Sortino ratio
The chart of Sortino ratio for HACK, currently valued at 2.90, compared to the broader market-2.000.002.004.006.008.002.90
Omega ratio
The chart of Omega ratio for HACK, currently valued at 1.37, compared to the broader market0.501.001.502.002.501.37
Calmar ratio
The chart of Calmar ratio for HACK, currently valued at 1.11, compared to the broader market0.002.004.006.008.0010.0012.0014.001.11
Martin ratio
The chart of Martin ratio for HACK, currently valued at 11.15, compared to the broader market0.0020.0040.0060.0080.0011.15
VUG
Sharpe ratio
The chart of Sharpe ratio for VUG, currently valued at 2.39, compared to the broader market0.002.004.002.39
Sortino ratio
The chart of Sortino ratio for VUG, currently valued at 3.27, compared to the broader market-2.000.002.004.006.008.003.27
Omega ratio
The chart of Omega ratio for VUG, currently valued at 1.41, compared to the broader market0.501.001.502.002.501.41
Calmar ratio
The chart of Calmar ratio for VUG, currently valued at 1.60, compared to the broader market0.002.004.006.008.0010.0012.0014.001.60
Martin ratio
The chart of Martin ratio for VUG, currently valued at 11.80, compared to the broader market0.0020.0040.0060.0080.0011.80

HACK vs. VUG - Sharpe Ratio Comparison

The current HACK Sharpe Ratio is 2.22, which roughly equals the VUG Sharpe Ratio of 2.39. The chart below compares the 12-month rolling Sharpe Ratio of HACK and VUG.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.22
2.39
HACK
VUG

Dividends

HACK vs. VUG - Dividend Comparison

HACK's dividend yield for the trailing twelve months is around 0.20%, less than VUG's 0.54% 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%
VUG
Vanguard Growth ETF
0.54%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

HACK vs. VUG - Drawdown Comparison

The maximum HACK drawdown since its inception was -42.68%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for HACK and VUG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-9.92%
-2.10%
HACK
VUG

Volatility

HACK vs. VUG - Volatility Comparison

The current volatility for ETFMG Prime Cyber Security ETF (HACK) is 5.14%, while Vanguard Growth ETF (VUG) has a volatility of 5.84%. This indicates that HACK 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%December2024FebruaryMarchAprilMay
5.14%
5.84%
HACK
VUG