OTCM vs. VGT
OTCM (Otc Markets Group) is a stock, while VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, OTCM returned 17.29%/yr vs 24.06%/yr for VGT. Their 0.06 correlation means their historical movements had little consistent relationship.
Performance
OTCM vs. VGT - Performance Comparison
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Returns By Period
In the year-to-date period, OTCM achieves a 5.99% return, which is significantly lower than VGT's 20.36% return. Over the past 10 years, OTCM has underperformed VGT with an annualized return of 17.29%, while VGT has yielded a comparatively higher 24.06% annualized return.
OTCM
- 1D
- 0.94%
- 1M
- 4.47%
- 6M
- 1.04%
- YTD
- 5.99%
- 1Y
- -2.14%
- 3Y*
- 1.69%
- 5Y*
- 9.90%
- 10Y*
- 17.29%
- ALL TIME*
- 20.11%
VGT
- 1D
- -0.38%
- 1M
- -1.30%
- 6M
- 21.30%
- YTD
- 20.36%
- 1Y
- 34.81%
- 3Y*
- 26.48%
- 5Y*
- 17.81%
- 10Y*
- 24.06%
- ALL TIME*
- 14.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $210.11K | $183.17K | $375.09K | |
| $440.89M | $515.41M | $573.34M |
OTCM vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OTCM Otc Markets Group | 5.99% | 5.08% | -4.43% | 2.06% | -0.01% | 85.79% | 0.99% | 25.17% | 4.17% | 32.32% |
VGT Vanguard Information Technology ETF | 20.36% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
Correlation
The correlation between OTCM and VGT is 0.04, 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. | 0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2011 | 0.06 |
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Return for Risk
OTCM vs. VGT — Risk / Return Rank
OTCM
VGT
OTCM vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Otc Markets Group (OTCM) 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.
| OTCM | VGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.23 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 1.94 | -2.12 |
| Martin ratioReturn relative to average drawdown | -0.33 | 5.23 | -5.56 |
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Drawdowns
OTCM vs. VGT - Drawdown Comparison
The maximum OTCM drawdown since its inception was -39.87%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for OTCM and VGT.
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Drawdown Indicators
| OTCM | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.87% | -54.63% | +14.76% |
Max Drawdown (1Y)Largest decline over 1 year | -13.68% | -16.40% | +2.72% |
Max Drawdown (3Y)Largest decline over 3 years | -24.48% | -27.23% | +2.75% |
Max Drawdown (5Y)Largest decline over 5 years | -25.80% | -35.07% | +9.27% |
Max Drawdown (10Y)Largest decline over 10 years | -39.87% | -35.07% | -4.80% |
Current DrawdownCurrent decline from peak | -6.43% | -9.93% | +3.50% |
Average DrawdownAverage peak-to-trough decline | -8.57% | -7.95% | -0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.27% | 6.07% | +1.20% |
Volatility
OTCM vs. VGT - Volatility Comparison
The current volatility for Otc Markets Group (OTCM) is 7.02%, while Vanguard Information Technology ETF (VGT) has a volatility of 8.42%. This indicates that OTCM experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OTCM | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.02% | 8.42% | -1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 16.84% | 20.14% | -3.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.96% | 24.28% | +5.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.48% | 25.83% | +2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.07% | 24.89% | +8.18% |
Dividends
OTCM vs. VGT - Dividend Comparison
OTCM's dividend yield for the trailing twelve months is around 5.04%, more than VGT's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OTCM Otc Markets Group | 5.04% | 4.81% | 4.33% | 3.97% | 3.90% | 6.19% | 3.68% | 3.57% | 4.24% | 3.99% | 2.43% | 6.63% |
VGT Vanguard Information Technology ETF | 0.38% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Frequently Asked Questions
OTCM and VGT have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGT has higher volatility (8.42%) compared to OTCM (7.02%). In terms of maximum drawdown, OTCM dropped -39.87% vs VGT's -54.63%.
VGT currently has the higher Sharpe Ratio (1.31 vs -0.08), 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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