NANC vs. VUG

Last updated Jun 4, 2026

NANC (Unusual Whales Subversive Democratic Trading ETF) and VUG (Vanguard Growth ETF) are both exchange-traded funds - NANC is a Large Cap Blend Equities fund actively managed by Subversive, while VUG is a Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. NANC is actively managed, while VUG is passively managed. Over the past 3 years, NANC returned 23.55%/yr vs 25.93%/yr for VUG. Their correlation of 0.94 suggests significant overlap in exposure. NANC charges 0.72%/yr vs 0.03%/yr for VUG.

Performance

NANC vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unusual Whales Subversive Democratic Trading ETF (NANC) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with NANC having a 9.48% return and VUG slightly higher at 9.49%.

NANC

• 1D: -1.03%
• 1M: 6.13%
• YTD: 9.48%
• 6M: 9.13%
• 1Y: 26.05%
• 3Y*: 23.55%
• 5Y*: —
• 10Y*: —

VUG

• 1D: -1.23%
• 1M: 6.22%
• YTD: 9.49%
• 6M: 8.72%
• 1Y: 27.84%
• 3Y*: 25.93%
• 5Y*: 15.11%
• 10Y*: 18.26%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NANC vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
NANC Unusual Whales Subversive Democratic Trading ETF	9.48%	18.54%	26.83%	20.79%
VUG Vanguard Growth ETF	9.49%	19.40%	32.69%	27.42%

Correlation

The correlation between NANC and VUG is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (All Time) Calculated using the full available price history since Feb 8, 2023	0.94

The correlation between NANC and VUG has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

NANC vs. VUG - Sectors Allocation Comparison

Sectors	NANC	VUG
Technology	41.5%	53.5%
Communication Services	15.1%	17.3%
Healthcare	10.5%	4.6%
Consumer Cyclical	9.2%	12.2%
Financial Services	7.7%	4.3%
Consumer Defensive	7.6%	1.5%
Industrials	5.5%	3.6%
Basic Materials	2.2%	0.6%
Utilities	0.6%	0.9%
Energy	-	0.4%
Real Estate	-	1.0%

Return for Risk

NANC vs. VUG — Risk / Return Rank

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

NANC

NANC Risk / Return Rank: 51
NANC Sharpe Ratio Rank: 55
NANC Sortino Ratio Rank: 54
NANC Omega Ratio Rank: 54
NANC Calmar Ratio Rank: 42
NANC Martin Ratio Rank: 52

VUG

VUG Risk / Return Rank: 43
VUG Sharpe Ratio Rank: 50
VUG Sortino Ratio Rank: 47
VUG Omega Ratio Rank: 48
VUG Calmar Ratio Rank: 33
VUG Martin Ratio Rank: 37

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.

NANC vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Unusual Whales Subversive Democratic Trading ETF (NANC) 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.

	NANC	VUG	Difference
Sharpe ratio: Return per unit of total volatility	1.93	1.77	+0.16
Sortino ratio: Return per unit of downside risk	2.67	2.40	+0.27
Omega ratio: Gain probability vs. loss probability	1.34	1.31	+0.03
Calmar ratio: Return relative to maximum drawdown	2.14	1.69	+0.45
Martin ratio: Return relative to average drawdown	8.86	5.92	+2.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NANC vs. VUG - Sharpe Ratio Comparison

The current NANC Sharpe Ratio is 1.93, which is comparable to the VUG Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of NANC and VUG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NANC	VUG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.93	1.77	+0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.68	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.85	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.38	0.62	+0.77

Drawdowns

NANC vs. VUG - Drawdown Comparison

The maximum NANC drawdown since its inception was -20.94%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for NANC and VUG.

Drawdown Indicators

	NANC	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-20.94%	-50.68%	+29.74%
Max Drawdown (1Y) Largest decline over 1 year	-12.21%	-16.53%	+4.32%
Max Drawdown (3Y) Largest decline over 3 years	-20.94%	-22.85%	+1.91%
Max Drawdown (5Y) Largest decline over 5 years	—	-35.61%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.61%	—
Current Drawdown Current decline from peak	-1.34%	-1.51%	+0.17%
Average Drawdown Average peak-to-trough decline	-2.67%	-7.09%	+4.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.95%	4.71%	-1.76%

Volatility

NANC vs. VUG - Volatility Comparison

Unusual Whales Subversive Democratic Trading ETF (NANC) and Vanguard Growth ETF (VUG) have volatilities of 3.65% and 3.83%, 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.

Volatility by Period

	NANC	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.65%	3.83%	-0.18%
Volatility (6M) Calculated over the trailing 6-month period	10.38%	12.11%	-1.73%
Volatility (1Y) Calculated over the trailing 1-year period	13.60%	15.84%	-2.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.73%	22.22%	-5.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.73%	21.44%	-4.71%

NANC vs. VUG - Expense Ratio Comparison

NANC has a 0.72% expense ratio, which is higher than VUG's 0.03% expense ratio.

Dividends

NANC vs. VUG - Dividend Comparison

NANC's dividend yield for the trailing twelve months is around 0.19%, less than VUG's 0.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NANC Unusual Whales Subversive Democratic Trading ETF	0.19%	0.21%	0.20%	0.94%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VUG Vanguard Growth ETF	0.37%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%

Frequently Asked Questions

Can I hold both NANC and VUG in my portfolio?

With a correlation of 0.93, NANC and VUG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, NANC or VUG?

VUG has higher volatility (3.83%) compared to NANC (3.65%). In terms of maximum drawdown, NANC dropped -20.94% vs VUG's -50.68%.

Which ETF is better, NANC or VUG?

On 3-year performance, VUG leads with 25.93% vs 23.55% for NANC. On fees, VUG is cheaper at 0.03% per year. On volatility, NANC has been the lower-risk option at 3.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NANC or VUG?

Over the 3-year period, VUG has performed better with a 25.93% return vs 23.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NANC or VUG?

VUG is cheaper with a 0.03% expense ratio, compared with 0.72% for NANC.

Which ETF pays a higher dividend yield, NANC or VUG?

VUG has the higher dividend yield at 0.37%, compared with 0.19% for NANC.

What is the main difference between NANC and VUG?

NANC is categorized as Large Cap Blend Equities, while VUG is Large Cap Growth Equities. They also come from different issuers: Subversive and Vanguard. Their fees differ too: 0.72% for NANC and 0.03% for VUG.

Which has better risk-adjusted returns?

NANC currently has the higher Sharpe Ratio (1.93 vs 1.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.