OCGN vs. VTSAX
Compare and contrast key facts about Ocugen, Inc. (OCGN) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OCGN or VTSAX.
Performance
OCGN vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, OCGN achieves a 63.23% return, which is significantly higher than VTSAX's 23.58% return.
OCGN
63.23%
-0.05%
-50.86%
159.28%
10.90%
N/A
VTSAX
23.58%
0.83%
11.42%
32.29%
14.64%
12.59%
Key characteristics
| OCGN | VTSAX | |
|---|---|---|
| Sharpe Ratio | 1.46 | 2.57 |
| Sortino Ratio | 2.44 | 3.44 |
| Omega Ratio | 1.27 | 1.47 |
| Calmar Ratio | 1.47 | 3.77 |
| Martin Ratio | 5.17 | 16.47 |
| Ulcer Index | 28.41% | 1.96% |
| Daily Std Dev | 100.73% | 12.55% |
| Max Drawdown | -99.97% | -55.34% |
| Current Drawdown | -99.87% | -2.42% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between OCGN and VTSAX is 0.25, 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.
Risk-Adjusted Performance
OCGN vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ocugen, Inc. (OCGN) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
Dividends
OCGN vs. VTSAX - Dividend Comparison
OCGN has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.28%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OCGN Ocugen, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.28% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
OCGN vs. VTSAX - Drawdown Comparison
The maximum OCGN drawdown since its inception was -99.97%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for OCGN and VTSAX. For additional features, visit the drawdowns tool.
Volatility
OCGN vs. VTSAX - Volatility Comparison
Ocugen, Inc. (OCGN) has a higher volatility of 23.97% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.25%. This indicates that OCGN's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.