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RYTM vs. VGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYTM vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rhythm Pharmaceuticals, Inc. (RYTM) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

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RYTM vs. VGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYTM
Rhythm Pharmaceuticals, Inc.
-18.75%91.21%21.78%57.86%191.78%-66.43%29.49%-14.58%-7.50%-3.13%
VGT
Vanguard Information Technology ETF
-7.34%21.77%29.30%52.66%-29.70%30.45%46.04%48.62%2.46%7.14%

Returns By Period

In the year-to-date period, RYTM achieves a -18.75% return, which is significantly lower than VGT's -7.34% return.


RYTM

1D
12.58%
1M
-6.21%
YTD
-18.75%
6M
-13.88%
1Y
64.19%
3Y*
69.56%
5Y*
31.36%
10Y*

VGT

1D
4.34%
1M
-3.89%
YTD
-7.34%
6M
-6.36%
1Y
29.19%
3Y*
22.58%
5Y*
14.54%
10Y*
21.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

RYTM vs. VGT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RYTM
RYTM Risk / Return Rank: 7777
Overall Rank
RYTM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RYTM Sortino Ratio Rank: 8181
Sortino Ratio Rank
RYTM Omega Ratio Rank: 7575
Omega Ratio Rank
RYTM Calmar Ratio Rank: 7373
Calmar Ratio Rank
RYTM Martin Ratio Rank: 7979
Martin Ratio Rank

VGT
VGT Risk / Return Rank: 6767
Overall Rank
VGT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 6969
Sortino Ratio Rank
VGT Omega Ratio Rank: 6666
Omega Ratio Rank
VGT Calmar Ratio Rank: 7373
Calmar Ratio Rank
VGT Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RYTM vs. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rhythm Pharmaceuticals, Inc. (RYTM) 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.


RYTMVGTDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.08

-0.01

Sortino ratio

Return per unit of downside risk

2.13

1.65

+0.49

Omega ratio

Gain probability vs. loss probability

1.25

1.23

+0.02

Calmar ratio

Return relative to maximum drawdown

1.65

1.77

-0.12

Martin ratio

Return relative to average drawdown

5.55

5.47

+0.08

RYTM vs. VGT - Sharpe Ratio Comparison

The current RYTM Sharpe Ratio is 1.06, which is comparable to the VGT Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of RYTM and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RYTMVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.08

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.58

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.61

-0.42

Correlation

The correlation between RYTM and VGT is 0.30, 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.


Dividends

RYTM vs. VGT - Dividend Comparison

RYTM has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.44%.


TTM20252024202320222021202020192018201720162015
RYTM
Rhythm Pharmaceuticals, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.44%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

RYTM vs. VGT - Drawdown Comparison

The maximum RYTM drawdown since its inception was -92.10%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for RYTM and VGT.


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Drawdown Indicators


RYTMVGTDifference

Max Drawdown

Largest peak-to-trough decline

-92.10%

-54.63%

-37.47%

Max Drawdown (1Y)

Largest decline over 1 year

-35.54%

-16.40%

-19.14%

Max Drawdown (5Y)

Largest decline over 5 years

-86.16%

-35.07%

-51.09%

Max Drawdown (10Y)

Largest decline over 10 years

-35.07%

Current Drawdown

Current decline from peak

-26.06%

-12.77%

-13.29%

Average Drawdown

Average peak-to-trough decline

-32.33%

-8.00%

-24.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.58%

5.30%

+5.28%

Volatility

RYTM vs. VGT - Volatility Comparison

Rhythm Pharmaceuticals, Inc. (RYTM) has a higher volatility of 19.66% compared to Vanguard Information Technology ETF (VGT) at 7.99%. This indicates that RYTM'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.


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Volatility by Period


RYTMVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.66%

7.99%

+11.67%

Volatility (6M)

Calculated over the trailing 6-month period

36.17%

16.31%

+19.86%

Volatility (1Y)

Calculated over the trailing 1-year period

60.78%

27.24%

+33.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.51%

25.07%

+51.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.45%

24.48%

+46.97%