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IFNNY vs. VONG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IFNNY vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Infineon Technologies AG ADR (IFNNY) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

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IFNNY vs. VONG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IFNNY
Infineon Technologies AG ADR
6.50%36.86%-21.68%40.02%-33.89%19.84%73.61%13.16%-25.98%59.79%
VONG
Vanguard Russell 1000 Growth ETF
-8.97%18.45%33.20%42.67%-29.18%27.60%38.30%36.06%-1.53%30.05%

Returns By Period

In the year-to-date period, IFNNY achieves a 6.50% return, which is significantly higher than VONG's -8.97% return. Over the past 10 years, IFNNY has underperformed VONG with an annualized return of 13.47%, while VONG has yielded a comparatively higher 16.75% annualized return.


IFNNY

1D
2.81%
1M
-10.96%
YTD
6.50%
6M
18.25%
1Y
40.82%
3Y*
5.27%
5Y*
2.32%
10Y*
13.47%

VONG

1D
0.91%
1M
-4.62%
YTD
-8.97%
6M
-8.47%
1Y
18.72%
3Y*
21.47%
5Y*
12.55%
10Y*
16.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

IFNNY vs. VONG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IFNNY
IFNNY Risk / Return Rank: 7070
Overall Rank
IFNNY Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IFNNY Sortino Ratio Rank: 6969
Sortino Ratio Rank
IFNNY Omega Ratio Rank: 6565
Omega Ratio Rank
IFNNY Calmar Ratio Rank: 7373
Calmar Ratio Rank
IFNNY Martin Ratio Rank: 7373
Martin Ratio Rank

VONG
VONG Risk / Return Rank: 4545
Overall Rank
VONG Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VONG Sortino Ratio Rank: 4848
Sortino Ratio Rank
VONG Omega Ratio Rank: 4747
Omega Ratio Rank
VONG Calmar Ratio Rank: 4545
Calmar Ratio Rank
VONG Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IFNNY vs. VONG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Infineon Technologies AG ADR (IFNNY) and Vanguard Russell 1000 Growth ETF (VONG). 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.


IFNNYVONGDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.84

+0.13

Sortino ratio

Return per unit of downside risk

1.59

1.36

+0.23

Omega ratio

Gain probability vs. loss probability

1.19

1.19

0.00

Calmar ratio

Return relative to maximum drawdown

1.72

1.22

+0.50

Martin ratio

Return relative to average drawdown

4.31

4.16

+0.16

IFNNY vs. VONG - Sharpe Ratio Comparison

The current IFNNY Sharpe Ratio is 0.97, which is comparable to the VONG Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of IFNNY and VONG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IFNNYVONGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.84

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.59

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.81

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.84

-0.51

Correlation

The correlation between IFNNY and VONG is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IFNNY vs. VONG - Dividend Comparison

IFNNY's dividend yield for the trailing twelve months is around 0.88%, more than VONG's 0.50% yield.


TTM20252024202320222021202020192018201720162015
IFNNY
Infineon Technologies AG ADR
0.88%0.83%1.17%0.79%1.03%0.39%0.54%0.94%1.42%0.79%1.20%0.00%
VONG
Vanguard Russell 1000 Growth ETF
0.50%0.45%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%

Drawdowns

IFNNY vs. VONG - Drawdown Comparison

The maximum IFNNY drawdown since its inception was -62.74%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for IFNNY and VONG.


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Drawdown Indicators


IFNNYVONGDifference

Max Drawdown

Largest peak-to-trough decline

-62.74%

-32.72%

-30.02%

Max Drawdown (1Y)

Largest decline over 1 year

-24.09%

-16.23%

-7.86%

Max Drawdown (5Y)

Largest decline over 5 years

-55.54%

-32.72%

-22.82%

Max Drawdown (10Y)

Largest decline over 10 years

-62.74%

-32.72%

-30.02%

Current Drawdown

Current decline from peak

-16.51%

-12.29%

-4.22%

Average Drawdown

Average peak-to-trough decline

-19.42%

-4.90%

-14.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.60%

4.78%

+4.82%

Volatility

IFNNY vs. VONG - Volatility Comparison

Infineon Technologies AG ADR (IFNNY) has a higher volatility of 16.45% compared to Vanguard Russell 1000 Growth ETF (VONG) at 6.81%. This indicates that IFNNY's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IFNNYVONGDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.45%

6.81%

+9.64%

Volatility (6M)

Calculated over the trailing 6-month period

28.50%

12.37%

+16.13%

Volatility (1Y)

Calculated over the trailing 1-year period

42.25%

22.42%

+19.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.31%

21.35%

+18.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.97%

20.82%

+19.15%