HQH vs. VUG

In the year-to-date period, HQH achieves a 0.79% return, which is significantly lower than VUG's 1.33% return. Over the past 10 years, HQH has underperformed VUG with an annualized return of 1.10%, while VUG has yielded a comparatively higher 15.30% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Tekla Healthcare Investors (HQH) 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.

The current HQH Sharpe Ratio is 0.10, which is lower than the VUG Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of HQH and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HQH's dividend yield for the trailing twelve months is around 15.12%, more than VUG's 0.47% yield.

The maximum HQH drawdown since its inception was -56.17%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for HQH and VUG. For additional features, visit the drawdowns tool.

Tekla Healthcare Investors (HQH) has a higher volatility of 8.26% compared to Vanguard Growth ETF (VUG) at 6.86%. This indicates that HQH'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.