IBN vs. VUG
IBN (ICICI Bank Limited) is a stock, while VUG (Vanguard Growth ETF) is Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. Over the past 10 years, IBN returned 16.99%/yr vs 17.38%/yr for VUG. Their 0.47 correlation means their historical movements had little consistent relationship.
Performance
IBN vs. VUG - Performance Comparison
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Returns By Period
In the year-to-date period, IBN achieves a 0.64% return, which is significantly lower than VUG's 5.02% return. Both investments have delivered pretty close results over the past 10 years, with IBN having a 16.99% annualized return and VUG not far ahead at 17.38%.
IBN
- 1D
- -0.89%
- 1M
- 1.70%
- 6M
- 2.39%
- YTD
- 0.64%
- 1Y
- -10.17%
- 3Y*
- 7.84%
- 5Y*
- 10.70%
- 10Y*
- 16.99%
- ALL TIME*
- 11.33%
VUG
- 1D
- 1.10%
- 1M
- -0.35%
- 6M
- 6.39%
- YTD
- 5.02%
- 1Y
- 15.36%
- 3Y*
- 21.19%
- 5Y*
- 12.16%
- 10Y*
- 17.38%
- ALL TIME*
- 12.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $219.63M | $223.82M | $208.43M | |
| $556.11M | $661.72M | $650.91M |
IBN vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBN ICICI Bank Limited | 0.64% | 0.57% | 26.32% | 9.80% | 11.27% | 33.57% | -1.52% | 47.01% | 6.25% | 44.03% |
VUG Vanguard Growth ETF | 5.02% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
Correlation
The correlation between IBN and VUG is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.27 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.40 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.47 |
Over the past year, the correlation between IBN and VUG has dropped to 0.21 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
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Return for Risk
IBN vs. VUG — Risk / Return Rank
IBN
VUG
IBN vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ICICI Bank Limited (IBN) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IBN | VUG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.13 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 0.78 | -1.20 |
| Martin ratioReturn relative to average drawdown | -0.80 | 2.47 | -3.27 |
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Drawdowns
IBN vs. VUG - Drawdown Comparison
The maximum IBN drawdown since its inception was -86.09%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for IBN and VUG.
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Drawdown Indicators
| IBN | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.09% | -50.68% | -35.41% |
Max Drawdown (1Y)Largest decline over 1 year | -24.51% | -16.53% | -7.98% |
Max Drawdown (3Y)Largest decline over 3 years | -26.20% | -22.85% | -3.35% |
Max Drawdown (5Y)Largest decline over 5 years | -26.24% | -35.61% | +9.37% |
Max Drawdown (10Y)Largest decline over 10 years | -55.05% | -35.61% | -19.44% |
Current DrawdownCurrent decline from peak | -12.18% | -5.53% | -6.65% |
Average DrawdownAverage peak-to-trough decline | -27.93% | -7.08% | -20.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.10% | 5.20% | +7.90% |
Volatility
IBN vs. VUG - Volatility Comparison
ICICI Bank Limited (IBN) has a higher volatility of 6.28% compared to Vanguard Growth ETF (VUG) at 5.58%. This indicates that IBN'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.
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Volatility by Period
| IBN | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 5.58% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 17.21% | 14.24% | +2.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.42% | 17.74% | +3.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.57% | 22.49% | +1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.40% | 21.55% | +9.85% |
Dividends
IBN vs. VUG - Dividend Comparison
IBN's dividend yield for the trailing twelve months is around 0.83%, more than VUG's 0.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBN ICICI Bank Limited | 0.83% | 0.84% | 0.80% | 0.81% | 0.57% | 0.27% | 0.00% | 0.19% | 0.43% | 0.79% | 1.98% | 4.01% |
VUG Vanguard Growth ETF | 0.40% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Frequently Asked Questions
IBN and VUG have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBN has higher volatility (6.28%) compared to VUG (5.58%). In terms of maximum drawdown, IBN dropped -86.09% vs VUG's -50.68%.
VUG currently has the higher Sharpe Ratio (0.72 vs -0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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