IQV vs. VUG

In the year-to-date period, IQV achieves a -21.99% return, which is significantly lower than VUG's -5.35% return. Over the past 10 years, IQV has underperformed VUG with an annualized return of 9.09%, while VUG has yielded a comparatively higher 14.66% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for IQVIA Holdings Inc. (IQV) 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 IQV Sharpe Ratio is -1.01, which is lower than the VUG Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of IQV 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.

IQV has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.50%.

The maximum IQV drawdown since its inception was -50.03%, roughly equal to the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for IQV and VUG. For additional features, visit the drawdowns tool.

IQVIA Holdings Inc. (IQV) has a higher volatility of 16.26% compared to Vanguard Growth ETF (VUG) at 13.61%. This indicates that IQV's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.