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MRIN vs. VGT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MRIN vs. VGT - Performance Comparison

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

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Returns By Period


MRIN

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

VGT

1D
-1.48%
1M
18.07%
YTD
31.64%
6M
30.51%
1Y
60.15%
3Y*
33.48%
5Y*
22.23%
10Y*
25.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRIN vs. VGT - Yearly Performance Comparison


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Return for Risk

MRIN vs. VGT — Risk / Return Rank

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

MRIN

VGT
VGT Risk / Return Rank: 7676
Overall Rank
VGT Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 7979
Sortino Ratio Rank
VGT Omega Ratio Rank: 7878
Omega Ratio Rank
VGT Calmar Ratio Rank: 7272
Calmar Ratio Rank
VGT Martin Ratio Rank: 6464
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.

MRIN vs. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Marin Software Incorporated (MRIN) 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.


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

MRIN vs. VGT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MRINVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

Drawdowns

MRIN vs. VGT - Drawdown Comparison

The maximum MRIN drawdown since its inception was 0.00%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for MRIN and VGT.


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Drawdown Indicators


MRINVGTDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-54.63%

+54.63%

Max Drawdown (1Y)

Largest decline over 1 year

-16.40%

Max Drawdown (3Y)

Largest decline over 3 years

-27.23%

Max Drawdown (5Y)

Largest decline over 5 years

-35.07%

Max Drawdown (10Y)

Largest decline over 10 years

-35.07%

Current Drawdown

Current decline from peak

0.00%

-1.48%

+1.48%

Average Drawdown

Average peak-to-trough decline

0.00%

-7.95%

+7.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.13%

Volatility

MRIN vs. VGT - Volatility Comparison


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Volatility by Period


MRINVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.39%

Volatility (6M)

Calculated over the trailing 6-month period

16.07%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

20.57%

-20.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

25.18%

-25.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

24.60%

-24.60%

Dividends

MRIN vs. VGT - Dividend Comparison

MRIN has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.31%.


PositionTTM20252024202320222021202020192018201720162015
MRIN
Marin Software Incorporated
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
0.31%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%
Portfolio Optimizer

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