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NAGE vs. VSGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NAGE vs. VSGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Niagen Bioscience, Inc (NAGE) and Vanguard ESG International Stock ETF (VSGX). The values are adjusted to include any dividend payments, if applicable.

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NAGE vs. VSGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
NAGE
Niagen Bioscience, Inc
-28.93%19.89%270.98%-14.88%-55.08%-22.08%11.37%25.66%-12.72%
VSGX
Vanguard ESG International Stock ETF
1.06%30.77%5.72%15.62%-18.61%7.24%13.01%23.04%-12.87%

Returns By Period

In the year-to-date period, NAGE achieves a -28.93% return, which is significantly lower than VSGX's 1.06% return.


NAGE

1D
2.49%
1M
-9.42%
YTD
-28.93%
6M
-42.71%
1Y
-34.21%
3Y*
43.49%
5Y*
-14.15%
10Y*
0.52%

VSGX

1D
-1.03%
1M
-3.28%
YTD
1.06%
6M
4.54%
1Y
25.60%
3Y*
14.70%
5Y*
6.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NAGE vs. VSGX — Risk / Return Rank

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

NAGE
NAGE Risk / Return Rank: 2020
Overall Rank
NAGE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
NAGE Sortino Ratio Rank: 1616
Sortino Ratio Rank
NAGE Omega Ratio Rank: 1717
Omega Ratio Rank
NAGE Calmar Ratio Rank: 2525
Calmar Ratio Rank
NAGE Martin Ratio Rank: 2727
Martin Ratio Rank

VSGX
VSGX Risk / Return Rank: 7171
Overall Rank
VSGX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VSGX Sortino Ratio Rank: 7474
Sortino Ratio Rank
VSGX Omega Ratio Rank: 7373
Omega Ratio Rank
VSGX Calmar Ratio Rank: 6767
Calmar Ratio Rank
VSGX Martin Ratio Rank: 6767
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.

NAGE vs. VSGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Niagen Bioscience, Inc (NAGE) and Vanguard ESG International Stock ETF (VSGX). 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.


NAGEVSGXDifference

Sharpe ratio

Return per unit of total volatility

-0.61

1.46

-2.07

Sortino ratio

Return per unit of downside risk

-0.62

2.00

-2.63

Omega ratio

Gain probability vs. loss probability

0.93

1.29

-0.36

Calmar ratio

Return relative to maximum drawdown

-0.49

2.02

-2.51

Martin ratio

Return relative to average drawdown

-0.79

7.79

-8.58

NAGE vs. VSGX - Sharpe Ratio Comparison

The current NAGE Sharpe Ratio is -0.61, which is lower than the VSGX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of NAGE and VSGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NAGEVSGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.61

1.46

-2.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

0.38

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.41

-0.43

Correlation

The correlation between NAGE and VSGX is 0.31, 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.


Dividends

NAGE vs. VSGX - Dividend Comparison

NAGE has not paid dividends to shareholders, while VSGX's dividend yield for the trailing twelve months is around 3.26%.


TTM20252024202320222021202020192018
NAGE
Niagen Bioscience, Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VSGX
Vanguard ESG International Stock ETF
3.26%3.23%3.10%2.77%2.61%2.49%1.67%2.28%0.38%

Drawdowns

NAGE vs. VSGX - Drawdown Comparison

The maximum NAGE drawdown since its inception was -97.00%, which is greater than VSGX's maximum drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for NAGE and VSGX.


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Drawdown Indicators


NAGEVSGXDifference

Max Drawdown

Largest peak-to-trough decline

-97.00%

-33.09%

-63.91%

Max Drawdown (1Y)

Largest decline over 1 year

-70.85%

-12.84%

-58.01%

Max Drawdown (5Y)

Largest decline over 5 years

-89.10%

-32.14%

-56.96%

Max Drawdown (10Y)

Largest decline over 10 years

-93.65%

Current Drawdown

Current decline from peak

-75.88%

-9.45%

-66.43%

Average Drawdown

Average peak-to-trough decline

-75.71%

-7.90%

-67.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.61%

3.33%

+40.28%

Volatility

NAGE vs. VSGX - Volatility Comparison

Niagen Bioscience, Inc (NAGE) has a higher volatility of 13.64% compared to Vanguard ESG International Stock ETF (VSGX) at 8.18%. This indicates that NAGE's price experiences larger fluctuations and is considered to be riskier than VSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NAGEVSGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.64%

8.18%

+5.46%

Volatility (6M)

Calculated over the trailing 6-month period

34.23%

12.27%

+21.96%

Volatility (1Y)

Calculated over the trailing 1-year period

56.36%

17.57%

+38.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.58%

15.98%

+61.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.93%

17.95%

+61.98%