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

Key characteristics


MAGAVUG
YTD Return22.33%31.76%
1Y Return37.85%45.05%
3Y Return (Ann)10.38%9.08%
5Y Return (Ann)14.19%19.65%
Sharpe Ratio3.032.60
Sortino Ratio4.443.34
Omega Ratio1.551.47
Calmar Ratio4.283.38
Martin Ratio17.3913.39
Ulcer Index2.18%3.28%
Daily Std Dev12.51%16.91%
Max Drawdown-43.17%-50.68%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.6

The correlation between MAGA and VUG is 0.61, 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

MAGA vs. VUG - Performance Comparison

In the year-to-date period, MAGA achieves a 22.33% return, which is significantly lower than VUG's 31.76% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.94%
18.98%
MAGA
VUG

Compare stocks, funds, or ETFs

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


MAGA vs. VUG - Expense Ratio Comparison

MAGA has a 0.72% expense ratio, which is higher than VUG's 0.04% expense ratio.


MAGA
Point Bridge GOP Stock Tracker ETF
Expense ratio chart for MAGA: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

MAGA vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Point Bridge GOP Stock Tracker ETF (MAGA) 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.


MAGA
Sharpe ratio
The chart of Sharpe ratio for MAGA, currently valued at 3.03, compared to the broader market-2.000.002.004.003.03
Sortino ratio
The chart of Sortino ratio for MAGA, currently valued at 4.44, compared to the broader market-2.000.002.004.006.008.0010.0012.004.44
Omega ratio
The chart of Omega ratio for MAGA, currently valued at 1.55, compared to the broader market1.001.502.002.503.001.55
Calmar ratio
The chart of Calmar ratio for MAGA, currently valued at 4.28, compared to the broader market0.005.0010.0015.004.28
Martin ratio
The chart of Martin ratio for MAGA, currently valued at 17.39, compared to the broader market0.0020.0040.0060.0080.00100.0017.39
VUG
Sharpe ratio
The chart of Sharpe ratio for VUG, currently valued at 2.60, compared to the broader market-2.000.002.004.002.60
Sortino ratio
The chart of Sortino ratio for VUG, currently valued at 3.34, compared to the broader market-2.000.002.004.006.008.0010.0012.003.34
Omega ratio
The chart of Omega ratio for VUG, currently valued at 1.47, compared to the broader market1.001.502.002.503.001.47
Calmar ratio
The chart of Calmar ratio for VUG, currently valued at 3.38, compared to the broader market0.005.0010.0015.003.38
Martin ratio
The chart of Martin ratio for VUG, currently valued at 13.39, compared to the broader market0.0020.0040.0060.0080.00100.0013.39

MAGA vs. VUG - Sharpe Ratio Comparison

The current MAGA Sharpe Ratio is 3.03, which is comparable to the VUG Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of MAGA 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
3.03
2.60
MAGA
VUG

Dividends

MAGA vs. VUG - Dividend Comparison

MAGA's dividend yield for the trailing twelve months is around 1.31%, more than VUG's 0.48% yield.


TTM20232022202120202019201820172016201520142013
MAGA
Point Bridge GOP Stock Tracker ETF
1.31%1.60%1.33%0.69%2.59%2.19%2.14%0.43%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.48%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

MAGA vs. VUG - Drawdown Comparison

The maximum MAGA drawdown since its inception was -43.17%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for MAGA and VUG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
MAGA
VUG

Volatility

MAGA vs. VUG - Volatility Comparison

Point Bridge GOP Stock Tracker ETF (MAGA) and Vanguard Growth ETF (VUG) have volatilities of 4.84% and 5.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
4.84%
5.09%
MAGA
VUG