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IMCC vs. VIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IMCC and VIG is 0.11, 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.


-0.50.00.51.00.1

Performance

IMCC vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Im Cannabis Corp (IMCC) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-98.52%
86.53%
IMCC
VIG

Key characteristics

Sharpe Ratio

IMCC:

-0.07

VIG:

1.88

Sortino Ratio

IMCC:

1.28

VIG:

2.64

Omega Ratio

IMCC:

1.14

VIG:

1.34

Calmar Ratio

IMCC:

-0.11

VIG:

3.78

Martin Ratio

IMCC:

-0.22

VIG:

11.75

Ulcer Index

IMCC:

50.04%

VIG:

1.63%

Daily Std Dev

IMCC:

161.47%

VIG:

10.20%

Max Drawdown

IMCC:

-99.81%

VIG:

-46.81%

Current Drawdown

IMCC:

-99.66%

VIG:

-3.60%

Returns By Period

In the year-to-date period, IMCC achieves a -2.89% return, which is significantly lower than VIG's 17.35% return.


IMCC

YTD

-2.89%

1M

-24.91%

6M

-27.78%

1Y

3.42%

5Y*

N/A

10Y*

N/A

VIG

YTD

17.35%

1M

-1.84%

6M

7.77%

1Y

17.96%

5Y*

11.67%

10Y*

11.31%

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Risk-Adjusted Performance

IMCC vs. VIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Im Cannabis Corp (IMCC) and Vanguard Dividend Appreciation ETF (VIG). 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.


Sharpe ratio
The chart of Sharpe ratio for IMCC, currently valued at -0.07, compared to the broader market-4.00-2.000.002.00-0.071.88
The chart of Sortino ratio for IMCC, currently valued at 1.28, compared to the broader market-4.00-2.000.002.004.001.282.64
The chart of Omega ratio for IMCC, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.34
The chart of Calmar ratio for IMCC, currently valued at -0.11, compared to the broader market0.002.004.006.00-0.113.78
The chart of Martin ratio for IMCC, currently valued at -0.22, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.2211.75
IMCC
VIG

The current IMCC Sharpe Ratio is -0.07, which is lower than the VIG Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of IMCC and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.07
1.88
IMCC
VIG

Dividends

IMCC vs. VIG - Dividend Comparison

IMCC has not paid dividends to shareholders, while VIG's dividend yield for the trailing twelve months is around 1.27%.


TTM20232022202120202019201820172016201520142013
IMCC
Im Cannabis Corp
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIG
Vanguard Dividend Appreciation ETF
1.27%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%

Drawdowns

IMCC vs. VIG - Drawdown Comparison

The maximum IMCC drawdown since its inception was -99.81%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for IMCC and VIG. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-99.66%
-3.60%
IMCC
VIG

Volatility

IMCC vs. VIG - Volatility Comparison

Im Cannabis Corp (IMCC) has a higher volatility of 56.32% compared to Vanguard Dividend Appreciation ETF (VIG) at 3.55%. This indicates that IMCC's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
56.32%
3.55%
IMCC
VIG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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