HCLTECH.NS vs. VGT
Compare and contrast key facts about HCL Technologies Limited (HCLTECH.NS) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 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: HCLTECH.NS or VGT.
Key characteristics
| HCLTECH.NS | VGT | |
|---|---|---|
| YTD Return | 32.31% | 29.40% |
| 1Y Return | 53.83% | 41.46% |
| 3Y Return (Ann) | 22.37% | 12.41% |
| 5Y Return (Ann) | 31.65% | 23.00% |
| 10Y Return (Ann) | 20.06% | 20.95% |
| Sharpe Ratio | 2.27 | 1.94 |
| Sortino Ratio | 3.14 | 2.51 |
| Omega Ratio | 1.41 | 1.35 |
| Calmar Ratio | 2.42 | 2.68 |
| Martin Ratio | 6.32 | 9.65 |
| Ulcer Index | 8.28% | 4.22% |
| Daily Std Dev | 23.33% | 20.96% |
| Max Drawdown | -72.52% | -54.63% |
| Current Drawdown | 0.00% | -0.41% |
Correlation
The correlation between HCLTECH.NS and VGT is 0.13, 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.
Performance
HCLTECH.NS vs. VGT - Performance Comparison
In the year-to-date period, HCLTECH.NS achieves a 32.31% return, which is significantly higher than VGT's 29.40% return. Both investments have delivered pretty close results over the past 10 years, with HCLTECH.NS having a 20.06% annualized return and VGT not far ahead at 20.95%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HCLTECH.NS vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HCL Technologies Limited (HCLTECH.NS) and Vanguard Information Technology ETF (VGT). 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
HCLTECH.NS vs. VGT - Dividend Comparison
HCLTECH.NS's dividend yield for the trailing twelve months is around 2.88%, more than VGT's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HCLTECH.NS HCL Technologies Limited | 2.88% | 3.41% | 4.62% | 1.97% | 1.06% | 0.70% | 0.83% | 1.80% | 2.90% | 2.11% | 1.63% | 0.95% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
HCLTECH.NS vs. VGT - Drawdown Comparison
The maximum HCLTECH.NS drawdown since its inception was -72.52%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for HCLTECH.NS and VGT. For additional features, visit the drawdowns tool.
Volatility
HCLTECH.NS vs. VGT - Volatility Comparison
HCL Technologies Limited (HCLTECH.NS) has a higher volatility of 6.61% compared to Vanguard Information Technology ETF (VGT) at 6.28%. This indicates that HCLTECH.NS's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.