RACE vs. VGT
Compare and contrast key facts about Ferrari N.V. (RACE) 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 or VGT.
Performance
RACE vs. VGT - Performance Comparison
Returns By Period
In the year-to-date period, RACE achieves a 29.35% return, which is significantly higher than VGT's 25.60% return.
RACE
29.35%
-9.82%
4.40%
21.83%
22.36%
N/A
VGT
25.60%
0.19%
12.45%
33.54%
22.06%
20.55%
Key characteristics
| RACE | VGT | |
|---|---|---|
| Sharpe Ratio | 0.85 | 1.60 |
| Sortino Ratio | 1.41 | 2.12 |
| Omega Ratio | 1.18 | 1.29 |
| Calmar Ratio | 1.79 | 2.21 |
| Martin Ratio | 4.48 | 7.93 |
| Ulcer Index | 5.28% | 4.24% |
| Daily Std Dev | 27.75% | 21.03% |
| Max Drawdown | -43.61% | -54.63% |
| Current Drawdown | -12.44% | -3.33% |
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Correlation
The correlation between RACE and VGT is 0.57, 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.
Risk-Adjusted Performance
RACE vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ferrari N.V. (RACE) 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 vs. VGT - Dividend Comparison
RACE's dividend yield for the trailing twelve months is around 0.60%, less than VGT's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RACE Ferrari N.V. | 0.60% | 0.59% | 0.69% | 0.40% | 0.54% | 0.70% | 0.88% | 0.65% | 0.89% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.62% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
RACE vs. VGT - Drawdown Comparison
The maximum RACE drawdown since its inception was -43.61%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for RACE and VGT. For additional features, visit the drawdowns tool.
Volatility
RACE vs. VGT - Volatility Comparison
Ferrari N.V. (RACE) has a higher volatility of 9.39% compared to Vanguard Information Technology ETF (VGT) at 6.53%. This indicates that RACE'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.