NCI vs. VT
NCI (Neo-Concept International Group Holdings Ltd) is a stock, while VT (Vanguard Total World Stock ETF) is Global Equities fund tracking the FTSE Global All Cap Index. Over the past year, NCI returned -21.78% vs 23.51% for VT. Their 0.09 correlation means their historical movements had little consistent relationship.
Performance
NCI vs. VT - Performance Comparison
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Returns By Period
In the year-to-date period, NCI achieves a 37.06% return, which is significantly higher than VT's 11.15% return.
NCI
- 1D
- 2.74%
- 1M
- 4.03%
- 6M
- 23.90%
- YTD
- 37.06%
- 1Y
- -21.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -68.78%
VT
- 1D
- 0.26%
- 1M
- -0.20%
- 6M
- 7.80%
- YTD
- 11.15%
- 1Y
- 23.51%
- 3Y*
- 18.19%
- 5Y*
- 10.58%
- 10Y*
- 12.39%
- ALL TIME*
- 8.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.11M | $4.13M | $4.39M | |
| $425.08M | $369.63M | $481.55M |
NCI vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NCI Neo-Concept International Group Holdings Ltd | 37.06% | -65.76% | -84.83% |
VT Vanguard Total World Stock ETF | 11.15% | 22.43% | 12.71% |
Correlation
The correlation between NCI and VT is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.07 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2024 | 0.09 |
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Return for Risk
NCI vs. VT — Risk / Return Rank
NCI
VT
NCI vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Neo-Concept International Group Holdings Ltd (NCI) and Vanguard Total World Stock ETF (VT). 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.
| NCI | VT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.29 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 2.29 | -2.51 |
| Martin ratioReturn relative to average drawdown | -0.36 | 9.54 | -9.90 |
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Drawdowns
NCI vs. VT - Drawdown Comparison
The maximum NCI drawdown since its inception was -98.96%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for NCI and VT.
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Drawdown Indicators
| NCI | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.96% | -50.27% | -48.69% |
Max Drawdown (1Y)Largest decline over 1 year | -95.88% | -9.67% | -86.21% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.51% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.38% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.24% | — |
Current DrawdownCurrent decline from peak | -96.74% | -1.84% | -94.90% |
Average DrawdownAverage peak-to-trough decline | -94.51% | -6.97% | -87.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 58.26% | 2.32% | +55.94% |
Volatility
NCI vs. VT - Volatility Comparison
Neo-Concept International Group Holdings Ltd (NCI) has a higher volatility of 7.66% compared to Vanguard Total World Stock ETF (VT) at 3.99%. This indicates that NCI's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NCI | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.66% | 3.99% | +3.67% |
Volatility (6M)Calculated over the trailing 6-month period | 220.65% | 11.68% | +208.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 292.85% | 13.96% | +278.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 243.03% | 16.22% | +226.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 243.03% | 17.18% | +225.85% |
Dividends
NCI vs. VT - Dividend Comparison
NCI has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.59%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NCI Neo-Concept International Group Holdings Ltd | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.59% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Frequently Asked Questions
NCI and VT have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NCI has higher volatility (7.66%) compared to VT (3.99%). In terms of maximum drawdown, NCI dropped -98.96% vs VT's -50.27%.
VT currently has the higher Sharpe Ratio (1.59 vs -0.07), 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.
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