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MAG vs. VUG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MAG vs. VUG - Performance Comparison

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

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Returns By Period


MAG

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

VUG

1D
-1.24%
1M
-1.87%
YTD
5.76%
6M
5.17%
1Y
24.00%
3Y*
23.62%
5Y*
13.40%
10Y*
18.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAG vs. VUG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MAG
MAG Silver Corp.
0.00%85.31%30.64%-33.40%-0.26%-23.64%73.31%62.19%-40.94%12.06%
VUG
Vanguard Growth ETF
5.76%19.40%32.69%46.83%-33.16%27.35%40.25%37.03%-3.32%27.72%

Correlation

The correlation between MAG and VUG is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2004

0.20

The correlation between MAG and VUG shifts across timeframes, from 0.05 (1 year) to 0.23 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

MAG vs. VUG — Risk / Return Rank

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

MAG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


VUG
VUG Risk / Return Rank: 3737
Overall Rank
VUG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 3939
Sortino Ratio Rank
VUG Omega Ratio Rank: 3939
Omega Ratio Rank
VUG Calmar Ratio Rank: 3030
Calmar Ratio Rank
VUG Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MAG vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MAG Silver Corp. (MAG) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MAGVUGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

1.46

Martin ratioReturn relative to average drawdown

4.99

MAG vs. VUG - Sharpe Ratio Comparison


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Drawdowns

MAG vs. VUG - Drawdown Comparison


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Drawdown Indicators


MAGVUGDifference

Max Drawdown

Largest peak-to-trough decline

-50.68%

Max Drawdown (1Y)

Largest decline over 1 year

-16.53%

Max Drawdown (3Y)

Largest decline over 3 years

-22.85%

Max Drawdown (5Y)

Largest decline over 5 years

-35.61%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

Current Drawdown

Current decline from peak

-4.86%

Average Drawdown

Average peak-to-trough decline

-7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.82%

Volatility

MAG vs. VUG - Volatility Comparison


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Volatility by Period


MAGVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.55%

Volatility (6M)

Calculated over the trailing 6-month period

13.32%

Volatility (1Y)

Calculated over the trailing 1-year period

16.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.53%

Dividends

MAG vs. VUG - Dividend Comparison

MAG has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.39%.


PositionTTM20252024202320222021202020192018201720162015
MAG
MAG Silver Corp.
0.59%2.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.39%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%

Frequently Asked Questions


MAG and VUG have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for MAG and VUG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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