PERI vs. VGT
Compare and contrast key facts about Perion Network Ltd. (PERI) 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: PERI or VGT.
Performance
PERI vs. VGT - Performance Comparison
Returns By Period
In the year-to-date period, PERI achieves a -72.72% return, which is significantly lower than VGT's 27.28% return. Over the past 10 years, PERI has underperformed VGT with an annualized return of -6.72%, while VGT has yielded a comparatively higher 20.69% annualized return.
PERI
-72.72%
3.44%
-27.04%
-70.17%
10.85%
-6.72%
VGT
27.28%
0.97%
13.82%
34.56%
22.52%
20.69%
Key characteristics
| PERI | VGT | |
|---|---|---|
| Sharpe Ratio | -1.08 | 1.59 |
| Sortino Ratio | -1.61 | 2.11 |
| Omega Ratio | 0.69 | 1.29 |
| Calmar Ratio | -0.86 | 2.20 |
| Martin Ratio | -1.22 | 7.89 |
| Ulcer Index | 57.93% | 4.24% |
| Daily Std Dev | 65.46% | 20.98% |
| Max Drawdown | -95.14% | -54.63% |
| Current Drawdown | -80.91% | -2.04% |
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Correlation
The correlation between PERI and VGT is 0.30, 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
PERI vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Perion Network Ltd. (PERI) 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
PERI vs. VGT - Dividend Comparison
PERI has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.61%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PERI Perion Network 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% |
VGT Vanguard Information Technology ETF | 0.61% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
PERI vs. VGT - Drawdown Comparison
The maximum PERI drawdown since its inception was -95.14%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for PERI and VGT. For additional features, visit the drawdowns tool.
Volatility
PERI vs. VGT - Volatility Comparison
Perion Network Ltd. (PERI) has a higher volatility of 10.77% compared to Vanguard Information Technology ETF (VGT) at 6.62%. This indicates that PERI'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.