INFY.NS vs. VGT
Compare and contrast key facts about Infosys Limited (INFY.NS) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: INFY.NS or VGT.
Key characteristics
| INFY.NS | VGT | |
|---|---|---|
| YTD Return | 24.96% | 29.40% |
| 1Y Return | 40.32% | 41.46% |
| 3Y Return (Ann) | 4.42% | 12.41% |
| 5Y Return (Ann) | 24.92% | 23.00% |
| 10Y Return (Ann) | 16.78% | 20.95% |
| Sharpe Ratio | 1.76 | 1.94 |
| Sortino Ratio | 2.57 | 2.51 |
| Omega Ratio | 1.32 | 1.35 |
| Calmar Ratio | 1.50 | 2.68 |
| Martin Ratio | 4.71 | 9.65 |
| Ulcer Index | 8.20% | 4.22% |
| Daily Std Dev | 22.07% | 20.96% |
| Max Drawdown | -83.04% | -54.63% |
| Current Drawdown | -4.28% | -0.41% |
Correlation
The correlation between INFY.NS and VGT is 0.13, 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.
Performance
INFY.NS vs. VGT - Performance Comparison
In the year-to-date period, INFY.NS achieves a 24.96% return, which is significantly lower than VGT's 29.40% return. Over the past 10 years, INFY.NS has underperformed VGT with an annualized return of 16.78%, while VGT has yielded a comparatively higher 20.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
INFY.NS vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Infosys Limited (INFY.NS) and Vanguard Information Technology ETF (VGT). 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.
Dividends
INFY.NS vs. VGT - Dividend Comparison
INFY.NS's dividend yield for the trailing twelve months is around 2.62%, more than VGT's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INFY.NS Infosys Limited | 2.62% | 2.30% | 2.15% | 1.58% | 1.72% | 3.07% | 3.37% | 2.67% | 2.50% | 0.94% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
INFY.NS vs. VGT - Drawdown Comparison
The maximum INFY.NS drawdown since its inception was -83.04%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for INFY.NS and VGT. For additional features, visit the drawdowns tool.
Volatility
INFY.NS vs. VGT - Volatility Comparison
Infosys Limited (INFY.NS) has a higher volatility of 8.49% compared to Vanguard Information Technology ETF (VGT) at 6.28%. This indicates that INFY.NS's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.