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

Correlation

The correlation between MIRM and VGT is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

MIRM vs. VGT - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
18.89%
9.84%
MIRM
VGT

Key characteristics

Sharpe Ratio

MIRM:

1.44

VGT:

1.46

Sortino Ratio

MIRM:

2.33

VGT:

1.95

Omega Ratio

MIRM:

1.29

VGT:

1.26

Calmar Ratio

MIRM:

2.31

VGT:

2.08

Martin Ratio

MIRM:

7.26

VGT:

7.34

Ulcer Index

MIRM:

10.36%

VGT:

4.31%

Daily Std Dev

MIRM:

52.12%

VGT:

21.72%

Max Drawdown

MIRM:

-63.78%

VGT:

-54.63%

Current Drawdown

MIRM:

0.00%

VGT:

-3.05%

Returns By Period

In the year-to-date period, MIRM achieves a 13.54% return, which is significantly higher than VGT's 0.91% return.


MIRM

YTD

13.54%

1M

15.64%

6M

18.89%

1Y

78.25%

5Y*

18.39%

10Y*

N/A

VGT

YTD

0.91%

1M

1.00%

6M

9.84%

1Y

29.13%

5Y*

20.32%

10Y*

21.17%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MIRM vs. VGT — Risk-Adjusted Performance Rank

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

MIRM
The Risk-Adjusted Performance Rank of MIRM is 8787
Overall Rank
The Sharpe Ratio Rank of MIRM is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of MIRM is 8585
Sortino Ratio Rank
The Omega Ratio Rank of MIRM is 8383
Omega Ratio Rank
The Calmar Ratio Rank of MIRM is 9292
Calmar Ratio Rank
The Martin Ratio Rank of MIRM is 8787
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5858
Overall Rank
The Sharpe Ratio Rank of VGT is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 6060
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.

MIRM vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mirum Pharmaceuticals, Inc. (MIRM) 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 MIRM, currently valued at 1.44, compared to the broader market-2.000.002.004.001.441.46
The chart of Sortino ratio for MIRM, currently valued at 2.33, compared to the broader market-4.00-2.000.002.004.002.331.95
The chart of Omega ratio for MIRM, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.26
The chart of Calmar ratio for MIRM, currently valued at 2.31, compared to the broader market0.002.004.006.002.312.08
The chart of Martin ratio for MIRM, currently valued at 7.26, compared to the broader market-10.000.0010.0020.007.267.34
MIRM
VGT

The current MIRM Sharpe Ratio is 1.44, which is comparable to the VGT Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of MIRM 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 Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.44
1.46
MIRM
VGT

Dividends

MIRM vs. VGT - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
MIRM
Mirum Pharmaceuticals, 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%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

MIRM vs. VGT - Drawdown Comparison

The maximum MIRM drawdown since its inception was -63.78%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for MIRM and VGT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-3.05%
MIRM
VGT

Volatility

MIRM vs. VGT - Volatility Comparison

Mirum Pharmaceuticals, Inc. (MIRM) has a higher volatility of 11.90% compared to Vanguard Information Technology ETF (VGT) at 6.85%. This indicates that MIRM'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%AugustSeptemberOctoberNovemberDecember2025
11.90%
6.85%
MIRM
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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