REPX vs. VHT
Compare and contrast key facts about Riley Exploration Permian, Inc. (REPX) and Vanguard Health Care ETF (VHT).
VHT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Health Care 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: REPX or VHT.
Performance
REPX vs. VHT - Performance Comparison
Returns By Period
In the year-to-date period, REPX achieves a 36.26% return, which is significantly higher than VHT's 6.05% return. Over the past 10 years, REPX has underperformed VHT with an annualized return of -1.82%, while VHT has yielded a comparatively higher 9.33% annualized return.
REPX
36.26%
29.35%
36.03%
41.66%
44.69%
-1.82%
VHT
6.05%
-5.36%
-0.87%
13.16%
8.97%
9.33%
Key characteristics
| REPX | VHT | |
|---|---|---|
| Sharpe Ratio | 0.82 | 1.22 |
| Sortino Ratio | 1.37 | 1.73 |
| Omega Ratio | 1.18 | 1.22 |
| Calmar Ratio | 0.40 | 1.41 |
| Martin Ratio | 2.46 | 5.09 |
| Ulcer Index | 15.85% | 2.70% |
| Daily Std Dev | 47.49% | 11.22% |
| Max Drawdown | -99.74% | -39.12% |
| Current Drawdown | -97.67% | -8.33% |
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Correlation
The correlation between REPX and VHT is 0.12, 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
REPX vs. VHT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Riley Exploration Permian, Inc. (REPX) and Vanguard Health Care ETF (VHT). 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
REPX vs. VHT - Dividend Comparison
REPX's dividend yield for the trailing twelve months is around 4.16%, more than VHT's 1.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REPX Riley Exploration Permian, Inc. | 4.16% | 5.07% | 4.32% | 4.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VHT Vanguard Health Care ETF | 1.46% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% | 1.12% |
Drawdowns
REPX vs. VHT - Drawdown Comparison
The maximum REPX drawdown since its inception was -99.74%, which is greater than VHT's maximum drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for REPX and VHT. For additional features, visit the drawdowns tool.
Volatility
REPX vs. VHT - Volatility Comparison
Riley Exploration Permian, Inc. (REPX) has a higher volatility of 13.29% compared to Vanguard Health Care ETF (VHT) at 3.97%. This indicates that REPX's price experiences larger fluctuations and is considered to be riskier than VHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.