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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
-3.68%
1M
0.28%
YTD
23.32%
6M
21.50%
1Y
46.82%
3Y*
30.13%
5Y*
19.51%
10Y*
25.49%
*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

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


VGT
VGT Risk / Return Rank: 5858
Overall Rank
VGT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 5656
Sortino Ratio Rank
VGT Omega Ratio Rank: 5858
Omega Ratio Rank
VGT Calmar Ratio Rank: 6060
Calmar Ratio Rank
VGT Martin Ratio Rank: 5252
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.

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.


MRINVGTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.87

Martin ratioReturn relative to average drawdown

8.76

MRIN vs. VGT - Sharpe Ratio Comparison


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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%

-7.71%

+7.71%

Average Drawdown

Average peak-to-trough decline

0.00%

-7.95%

+7.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

Volatility

MRIN vs. VGT - Volatility Comparison


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Volatility by Period


MRINVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.39%

Volatility (6M)

Calculated over the trailing 6-month period

18.58%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

22.72%

-22.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

25.55%

-25.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

24.77%

-24.77%

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 0.33%.


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
0.33%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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