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

Key characteristics


PRNTVUG
YTD Return-8.50%8.24%
1Y Return-3.63%34.14%
3Y Return (Ann)-17.86%7.62%
5Y Return (Ann)-1.41%16.50%
Sharpe Ratio-0.102.27
Daily Std Dev22.38%15.49%
Max Drawdown-65.08%-50.68%
Current Drawdown-57.45%-2.96%

Correlation

-0.50.00.51.00.7

The correlation between PRNT and VUG is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

PRNT vs. VUG - Performance Comparison

In the year-to-date period, PRNT achieves a -8.50% return, which is significantly lower than VUG's 8.24% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%NovemberDecember2024FebruaryMarchApril
10.38%
224.94%
PRNT
VUG

Compare stocks, funds, or ETFs

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


ARK The 3D Printing ETF

Vanguard Growth ETF

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.


PRNT
Sharpe ratio
The chart of Sharpe ratio for PRNT, currently valued at -0.10, compared to the broader market-1.000.001.002.003.004.005.00-0.10
Sortino ratio
The chart of Sortino ratio for PRNT, currently valued at 0.01, compared to the broader market-2.000.002.004.006.008.000.01
Omega ratio
The chart of Omega ratio for PRNT, currently valued at 1.00, compared to the broader market0.501.001.502.002.501.00
Calmar ratio
The chart of Calmar ratio for PRNT, currently valued at -0.04, compared to the broader market0.002.004.006.008.0010.0012.00-0.04
Martin ratio
The chart of Martin ratio for PRNT, currently valued at -0.17, compared to the broader market0.0020.0040.0060.00-0.17
VUG
Sharpe ratio
The chart of Sharpe ratio for VUG, currently valued at 2.27, compared to the broader market-1.000.001.002.003.004.005.002.27
Sortino ratio
The chart of Sortino ratio for VUG, currently valued at 3.14, compared to the broader market-2.000.002.004.006.008.003.14
Omega ratio
The chart of Omega ratio for VUG, currently valued at 1.39, compared to the broader market0.501.001.502.002.501.39
Calmar ratio
The chart of Calmar ratio for VUG, currently valued at 1.50, compared to the broader market0.002.004.006.008.0010.0012.001.50
Martin ratio
The chart of Martin ratio for VUG, currently valued at 11.22, compared to the broader market0.0020.0040.0060.0011.22

PRNT vs. VUG - Sharpe Ratio Comparison

The current PRNT Sharpe Ratio is -0.10, which is lower than the VUG Sharpe Ratio of 2.27. The chart below compares the 12-month rolling Sharpe Ratio of PRNT and VUG.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.10
2.27
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 0.55%.


TTM20232022202120202019201820172016201520142013
PRNT
ARK The 3D Printing ETF
0.00%0.00%0.00%0.00%0.00%0.07%0.80%2.16%0.01%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.55%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%NovemberDecember2024FebruaryMarchApril
-57.45%
-2.96%
PRNT
VUG

Volatility

PRNT vs. VUG - Volatility Comparison

ARK The 3D Printing ETF (PRNT) and Vanguard Growth ETF (VUG) have volatilities of 5.54% and 5.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
5.54%
5.28%
PRNT
VUG