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IOT vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IOT and VGT 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.


-0.50.00.51.00.6

Performance

IOT vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Samsara Inc. (IOT) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
79.43%
41.37%
IOT
VGT

Key characteristics

Sharpe Ratio

IOT:

0.67

VGT:

1.55

Sortino Ratio

IOT:

1.24

VGT:

2.05

Omega Ratio

IOT:

1.15

VGT:

1.28

Calmar Ratio

IOT:

1.02

VGT:

2.18

Martin Ratio

IOT:

2.92

VGT:

7.80

Ulcer Index

IOT:

11.58%

VGT:

4.26%

Daily Std Dev

IOT:

50.41%

VGT:

21.45%

Max Drawdown

IOT:

-70.38%

VGT:

-54.63%

Current Drawdown

IOT:

-21.35%

VGT:

-2.41%

Returns By Period

The year-to-date returns for both stocks are quite close, with IOT having a 32.77% return and VGT slightly lower at 31.34%.


IOT

YTD

32.77%

1M

-15.79%

6M

51.16%

1Y

31.16%

5Y*

N/A

10Y*

N/A

VGT

YTD

31.34%

1M

2.11%

6M

9.77%

1Y

31.45%

5Y*

22.00%

10Y*

20.77%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IOT vs. VGT - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for IOT, currently valued at 0.67, compared to the broader market-4.00-2.000.002.000.671.55
The chart of Sortino ratio for IOT, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.242.05
The chart of Omega ratio for IOT, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.28
The chart of Calmar ratio for IOT, currently valued at 1.02, compared to the broader market0.002.004.006.001.022.18
The chart of Martin ratio for IOT, currently valued at 2.92, compared to the broader market-5.000.005.0010.0015.0020.0025.002.927.80
IOT
VGT

The current IOT Sharpe Ratio is 0.67, which is lower than the VGT Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of IOT and VGT, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.67
1.55
IOT
VGT

Dividends

IOT vs. VGT - Dividend Comparison

IOT has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.59%.


TTM20232022202120202019201820172016201520142013
IOT
Samsara Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.59%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

IOT vs. VGT - Drawdown Comparison

The maximum IOT drawdown since its inception was -70.38%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for IOT and VGT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.35%
-2.41%
IOT
VGT

Volatility

IOT vs. VGT - Volatility Comparison

Samsara Inc. (IOT) has a higher volatility of 16.32% compared to Vanguard Information Technology ETF (VGT) at 5.62%. This indicates that IOT'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
16.32%
5.62%
IOT
VGT
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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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