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

Correlation

The correlation between IT and VUG is 0.62, 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

IT vs. VUG - Performance Comparison

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

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Key characteristics

Sharpe Ratio

IT:

-0.04

VUG:

0.54

Sortino Ratio

IT:

0.11

VUG:

0.91

Omega Ratio

IT:

1.01

VUG:

1.13

Calmar Ratio

IT:

-0.03

VUG:

0.59

Martin Ratio

IT:

-0.09

VUG:

2.00

Ulcer Index

IT:

11.19%

VUG:

6.73%

Daily Std Dev

IT:

24.72%

VUG:

24.81%

Max Drawdown

IT:

-85.09%

VUG:

-50.68%

Current Drawdown

IT:

-21.62%

VUG:

-9.21%

Returns By Period

In the year-to-date period, IT achieves a -10.73% return, which is significantly lower than VUG's -5.41% return. Over the past 10 years, IT has outperformed VUG with an annualized return of 17.89%, while VUG has yielded a comparatively lower 14.68% annualized return.


IT

YTD

-10.73%

1M

6.49%

6M

-20.99%

1Y

-0.97%

5Y*

28.76%

10Y*

17.89%

VUG

YTD

-5.41%

1M

5.42%

6M

-4.74%

1Y

13.28%

5Y*

16.70%

10Y*

14.68%

*Annualized

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Risk-Adjusted Performance

IT vs. VUG — Risk-Adjusted Performance Rank

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

IT
The Risk-Adjusted Performance Rank of IT is 4646
Overall Rank
The Sharpe Ratio Rank of IT is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of IT is 4040
Sortino Ratio Rank
The Omega Ratio Rank of IT is 4040
Omega Ratio Rank
The Calmar Ratio Rank of IT is 5050
Calmar Ratio Rank
The Martin Ratio Rank of IT is 5050
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6363
Overall Rank
The Sharpe Ratio Rank of VUG is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6161
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.

IT vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gartner, Inc. (IT) 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 IT Sharpe Ratio is -0.04, which is lower than the VUG Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of IT 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

IT vs. VUG - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
IT
Gartner, 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%
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

IT vs. VUG - Drawdown Comparison

The maximum IT drawdown since its inception was -85.09%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for IT and VUG. For additional features, visit the drawdowns tool.


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Volatility

IT vs. VUG - Volatility Comparison


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