PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PRNT vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRNT and VUG is 0.70, 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.


-0.50.00.51.00.7

Performance

PRNT vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARK The 3D Printing ETF (PRNT) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
12.27%
304.97%
PRNT
VUG

Key characteristics

Sharpe Ratio

PRNT:

-0.18

VUG:

2.11

Sortino Ratio

PRNT:

-0.11

VUG:

2.74

Omega Ratio

PRNT:

0.99

VUG:

1.39

Calmar Ratio

PRNT:

-0.06

VUG:

2.81

Martin Ratio

PRNT:

-0.32

VUG:

11.02

Ulcer Index

PRNT:

12.10%

VUG:

3.31%

Daily Std Dev

PRNT:

21.35%

VUG:

17.27%

Max Drawdown

PRNT:

-65.08%

VUG:

-50.68%

Current Drawdown

PRNT:

-56.72%

VUG:

-2.41%

Returns By Period

In the year-to-date period, PRNT achieves a -6.93% return, which is significantly lower than VUG's 34.89% return.


PRNT

YTD

-6.93%

1M

1.60%

6M

9.58%

1Y

-5.18%

5Y*

-0.64%

10Y*

N/A

VUG

YTD

34.89%

1M

3.42%

6M

12.16%

1Y

35.02%

5Y*

18.91%

10Y*

15.88%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRNT vs. VUG - Expense Ratio Comparison

PRNT has a 0.66% expense ratio, which is higher than VUG's 0.04% expense ratio.


PRNT
ARK The 3D Printing ETF
Expense ratio chart for PRNT: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

PRNT vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK The 3D Printing ETF (PRNT) and Vanguard Growth ETF (VUG). 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.


Sharpe ratio
The chart of Sharpe ratio for PRNT, currently valued at -0.18, compared to the broader market0.002.004.00-0.182.11
The chart of Sortino ratio for PRNT, currently valued at -0.11, compared to the broader market-2.000.002.004.006.008.0010.00-0.112.74
The chart of Omega ratio for PRNT, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.000.991.39
The chart of Calmar ratio for PRNT, currently valued at -0.06, compared to the broader market0.005.0010.0015.00-0.062.81
The chart of Martin ratio for PRNT, currently valued at -0.32, compared to the broader market0.0020.0040.0060.0080.00100.00-0.3211.02
PRNT
VUG

The current PRNT Sharpe Ratio is -0.18, which is lower than the VUG Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of PRNT and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.18
2.11
PRNT
VUG

Dividends

PRNT vs. VUG - Dividend Comparison

PRNT has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.33%.


TTM20232022202120202019201820172016201520142013
PRNT
ARK The 3D Printing ETF
0.00%0.00%0.00%0.00%0.00%0.07%0.80%2.16%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.33%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

PRNT vs. VUG - Drawdown Comparison

The maximum PRNT drawdown since its inception was -65.08%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for PRNT and VUG. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-56.72%
-2.41%
PRNT
VUG

Volatility

PRNT vs. VUG - Volatility Comparison

ARK The 3D Printing ETF (PRNT) has a higher volatility of 5.75% compared to Vanguard Growth ETF (VUG) at 4.86%. This indicates that PRNT's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.75%
4.86%
PRNT
VUG
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab