RACE.MI vs. VGT
Compare and contrast key facts about Ferrari NV (RACE.MI) 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: RACE.MI or VGT.
Key characteristics
| RACE.MI | VGT | |
|---|---|---|
| YTD Return | 37.57% | 29.93% |
| 1Y Return | 33.58% | 44.20% |
| 3Y Return (Ann) | 23.07% | 12.39% |
| 5Y Return (Ann) | 23.31% | 23.22% |
| Sharpe Ratio | 1.39 | 2.12 |
| Sortino Ratio | 2.05 | 2.70 |
| Omega Ratio | 1.26 | 1.37 |
| Calmar Ratio | 2.92 | 2.94 |
| Martin Ratio | 6.83 | 10.61 |
| Ulcer Index | 4.89% | 4.22% |
| Daily Std Dev | 23.89% | 21.11% |
| Max Drawdown | -37.22% | -54.63% |
| Current Drawdown | -7.94% | 0.00% |
Correlation
The correlation between RACE.MI and VGT is 0.39, 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.
Performance
RACE.MI vs. VGT - Performance Comparison
In the year-to-date period, RACE.MI achieves a 37.57% return, which is significantly higher than VGT's 29.93% 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
RACE.MI vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ferrari NV (RACE.MI) 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
RACE.MI vs. VGT - Dividend Comparison
RACE.MI's dividend yield for the trailing twelve months is around 0.59%, less than VGT's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RACE.MI Ferrari NV | 0.59% | 0.59% | 0.68% | 0.38% | 0.60% | 0.70% | 0.82% | 0.73% | 0.83% | 0.00% | 0.00% | 0.00% |
VGT 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
RACE.MI vs. VGT - Drawdown Comparison
The maximum RACE.MI drawdown since its inception was -37.22%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for RACE.MI and VGT. For additional features, visit the drawdowns tool.
Volatility
RACE.MI vs. VGT - Volatility Comparison
Ferrari NV (RACE.MI) has a higher volatility of 9.15% compared to Vanguard Information Technology ETF (VGT) at 6.34%. This indicates that RACE.MI'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.