SAM vs. VUG
SAM (The Boston Beer Company, Inc.) is a stock, while VUG (Vanguard Growth ETF) is Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. Over the past 10 years, SAM returned 0.18%/yr vs 17.38%/yr for VUG. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
SAM vs. VUG - Performance Comparison
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Returns By Period
In the year-to-date period, SAM achieves a -6.11% return, which is significantly lower than VUG's 5.02% return. Over the past 10 years, SAM has underperformed VUG with an annualized return of 0.18%, while VUG has yielded a comparatively higher 17.38% annualized return.
SAM
- 1D
- -1.14%
- 1M
- -0.23%
- 6M
- -14.24%
- YTD
- -6.11%
- 1Y
- -12.56%
- 3Y*
- -20.69%
- 5Y*
- -23.73%
- 10Y*
- 0.18%
- ALL TIME*
- 6.45%
VUG
- 1D
- 1.10%
- 1M
- -0.35%
- 6M
- 6.39%
- YTD
- 5.02%
- 1Y
- 15.36%
- 3Y*
- 21.19%
- 5Y*
- 12.16%
- 10Y*
- 17.38%
- ALL TIME*
- 12.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $65.07M | $60.97M | $58.62M | |
| $556.11M | $661.72M | $650.91M |
SAM vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAM The Boston Beer Company, Inc. | -6.11% | -34.95% | -13.20% | 4.88% | -34.76% | -49.20% | 163.14% | 56.89% | 26.03% | 12.51% |
VUG Vanguard Growth ETF | 5.02% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
Correlation
The correlation between SAM and VUG is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.28 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.36 |
The correlation between SAM and VUG shifts across timeframes, from -0.11 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SAM vs. VUG — Risk / Return Rank
SAM
VUG
SAM vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Boston Beer Company, Inc. (SAM) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SAM | VUG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.13 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.30 | 0.78 | -1.08 |
| Martin ratioReturn relative to average drawdown | -0.67 | 2.47 | -3.14 |
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Drawdowns
SAM vs. VUG - Drawdown Comparison
The maximum SAM drawdown since its inception was -87.67%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for SAM and VUG.
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Drawdown Indicators
| SAM | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.67% | -50.68% | -36.99% |
Max Drawdown (1Y)Largest decline over 1 year | -38.06% | -16.53% | -21.53% |
Max Drawdown (3Y)Largest decline over 3 years | -59.09% | -22.85% | -36.24% |
Max Drawdown (5Y)Largest decline over 5 years | -76.47% | -35.61% | -40.86% |
Max Drawdown (10Y)Largest decline over 10 years | -87.67% | -35.61% | -52.06% |
Current DrawdownCurrent decline from peak | -85.98% | -5.53% | -80.45% |
Average DrawdownAverage peak-to-trough decline | -40.92% | -7.08% | -33.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.16% | 5.20% | +11.96% |
Volatility
SAM vs. VUG - Volatility Comparison
The Boston Beer Company, Inc. (SAM) has a higher volatility of 12.47% compared to Vanguard Growth ETF (VUG) at 5.58%. This indicates that SAM's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAM | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.47% | 5.58% | +6.89% |
Volatility (6M)Calculated over the trailing 6-month period | 30.33% | 14.24% | +16.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.94% | 17.74% | +20.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.40% | 22.49% | +15.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.71% | 21.55% | +19.16% |
Dividends
SAM vs. VUG - Dividend Comparison
SAM has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.40%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAM The Boston Beer Company, 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% |
VUG Vanguard Growth ETF | 0.40% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Frequently Asked Questions
SAM and VUG have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAM has higher volatility (12.47%) compared to VUG (5.58%). In terms of maximum drawdown, SAM dropped -87.67% vs VUG's -50.68%.
VUG currently has the higher Sharpe Ratio (0.72 vs -0.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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