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IFNNY vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IFNNY and VONG is 0.58, 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.


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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Key characteristics

Sharpe Ratio

IFNNY:

-0.11

VONG:

0.65

Sortino Ratio

IFNNY:

0.21

VONG:

1.09

Omega Ratio

IFNNY:

1.03

VONG:

1.15

Calmar Ratio

IFNNY:

-0.05

VONG:

0.72

Martin Ratio

IFNNY:

-0.17

VONG:

2.39

Ulcer Index

IFNNY:

17.65%

VONG:

7.05%

Daily Std Dev

IFNNY:

43.72%

VONG:

25.32%

Max Drawdown

IFNNY:

-99.46%

VONG:

-32.72%

Current Drawdown

IFNNY:

-44.81%

VONG:

-4.27%

Returns By Period

In the year-to-date period, IFNNY achieves a 21.00% return, which is significantly higher than VONG's -0.21% return. Over the past 10 years, IFNNY has underperformed VONG with an annualized return of 12.75%, while VONG has yielded a comparatively higher 15.99% annualized return.


IFNNY

YTD

21.00%

1M

13.77%

6M

23.24%

1Y

-4.87%

3Y*

8.67%

5Y*

14.03%

10Y*

12.75%

VONG

YTD

-0.21%

1M

9.64%

6M

0.75%

1Y

16.24%

3Y*

19.62%

5Y*

17.85%

10Y*

15.99%

*Annualized

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Infineon Technologies AG ADR

Vanguard Russell 1000 Growth ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

IFNNY vs. VONG — Risk-Adjusted Performance Rank

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

IFNNY
The Risk-Adjusted Performance Rank of IFNNY is 4545
Overall Rank
The Sharpe Ratio Rank of IFNNY is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of IFNNY is 4242
Sortino Ratio Rank
The Omega Ratio Rank of IFNNY is 4242
Omega Ratio Rank
The Calmar Ratio Rank of IFNNY is 4848
Calmar Ratio Rank
The Martin Ratio Rank of IFNNY is 4848
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 6969
Overall Rank
The Sharpe Ratio Rank of VONG is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IFNNY vs. VONG - Risk-Adjusted Performance 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.


The current IFNNY Sharpe Ratio is -0.11, which is lower than the VONG Sharpe Ratio of 0.65. 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

IFNNY vs. VONG - Dividend Comparison

IFNNY has not paid dividends to shareholders, while VONG's dividend yield for the trailing twelve months is around 0.54%.


TTM20242023202220212020201920182017201620152014
IFNNY
Infineon Technologies AG ADR
0.00%1.17%0.79%1.03%0.58%0.78%1.37%1.49%0.84%1.26%1.51%1.55%
VONG
Vanguard Russell 1000 Growth ETF
0.54%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

Drawdowns

IFNNY vs. VONG - Drawdown Comparison

The maximum IFNNY drawdown since its inception was -99.46%, 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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

IFNNY vs. VONG - Volatility Comparison

Infineon Technologies AG ADR (IFNNY) has a higher volatility of 11.56% compared to Vanguard Russell 1000 Growth ETF (VONG) at 5.79%. 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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