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INTU vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between INTU and VUG is 0.66, 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

INTU vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intuit Inc. (INTU) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

INTU:

0.15

VUG:

0.54

Sortino Ratio

INTU:

0.36

VUG:

0.91

Omega Ratio

INTU:

1.05

VUG:

1.13

Calmar Ratio

INTU:

0.12

VUG:

0.59

Martin Ratio

INTU:

0.25

VUG:

2.00

Ulcer Index

INTU:

10.63%

VUG:

6.73%

Daily Std Dev

INTU:

33.62%

VUG:

24.81%

Max Drawdown

INTU:

-75.29%

VUG:

-50.68%

Current Drawdown

INTU:

-7.10%

VUG:

-9.21%

Returns By Period

In the year-to-date period, INTU achieves a 4.39% return, which is significantly higher than VUG's -5.41% return. Over the past 10 years, INTU has outperformed VUG with an annualized return of 21.41%, while VUG has yielded a comparatively lower 14.70% annualized return.


INTU

YTD

4.39%

1M

13.23%

6M

-4.11%

1Y

4.08%

5Y*

18.60%

10Y*

21.41%

VUG

YTD

-5.41%

1M

9.75%

6M

-4.74%

1Y

13.34%

5Y*

16.55%

10Y*

14.70%

*Annualized

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Risk-Adjusted Performance

INTU vs. VUG — Risk-Adjusted Performance Rank

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

INTU
The Risk-Adjusted Performance Rank of INTU is 5353
Overall Rank
The Sharpe Ratio Rank of INTU is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of INTU is 4747
Sortino Ratio Rank
The Omega Ratio Rank of INTU is 4747
Omega Ratio Rank
The Calmar Ratio Rank of INTU is 5757
Calmar Ratio Rank
The Martin Ratio Rank of INTU is 5555
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6464
Overall Rank
The Sharpe Ratio Rank of VUG is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6262
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.

INTU vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Intuit Inc. (INTU) 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.


The current INTU Sharpe Ratio is 0.15, which is lower than the VUG Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of INTU and VUG, 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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Dividends

INTU vs. VUG - Dividend Comparison

INTU's dividend yield for the trailing twelve months is around 0.61%, more than VUG's 0.50% yield.


TTM20242023202220212020201920182017201620152014
INTU
Intuit Inc.
0.61%0.60%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%
VUG
Vanguard Growth ETF
0.50%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

INTU vs. VUG - Drawdown Comparison

The maximum INTU drawdown since its inception was -75.29%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for INTU and VUG. For additional features, visit the drawdowns tool.


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Volatility

INTU vs. VUG - Volatility Comparison

The current volatility for Intuit Inc. (INTU) is 7.76%, while Vanguard Growth ETF (VUG) has a volatility of 8.37%. This indicates that INTU experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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