OWL vs. VGT
Compare and contrast key facts about Blue Owl Capital Inc. (OWL) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OWL or VGT.
Key characteristics
OWL | VGT | |
---|---|---|
YTD Return | 57.94% | 28.36% |
1Y Return | 73.44% | 36.83% |
3Y Return (Ann) | 17.15% | 12.14% |
Sharpe Ratio | 2.26 | 1.78 |
Sortino Ratio | 2.85 | 2.32 |
Omega Ratio | 1.39 | 1.32 |
Calmar Ratio | 3.51 | 2.43 |
Martin Ratio | 10.60 | 8.76 |
Ulcer Index | 6.71% | 4.22% |
Daily Std Dev | 31.48% | 20.83% |
Max Drawdown | -50.53% | -54.63% |
Current Drawdown | -4.02% | -1.21% |
Correlation
The correlation between OWL and VGT is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
OWL vs. VGT - Performance Comparison
In the year-to-date period, OWL achieves a 57.94% return, which is significantly higher than VGT's 28.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
OWL vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Blue Owl Capital Inc. (OWL) 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.
Dividends
OWL vs. VGT - Dividend Comparison
OWL's dividend yield for the trailing twelve months is around 3.61%, more than VGT's 0.60% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Blue Owl Capital Inc. | 3.61% | 3.69% | 4.06% | 0.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
OWL vs. VGT - Drawdown Comparison
The maximum OWL drawdown since its inception was -50.53%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for OWL and VGT. For additional features, visit the drawdowns tool.
Volatility
OWL vs. VGT - Volatility Comparison
Blue Owl Capital Inc. (OWL) has a higher volatility of 13.77% compared to Vanguard Information Technology ETF (VGT) at 6.00%. This indicates that OWL's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.