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TRKAQ vs. VEXAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRKAQ and VEXAX is 0.16, 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.


-0.50.00.51.00.2

Performance

TRKAQ vs. VEXAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Troika Media Group Inc (TRKAQ) and Vanguard Extended Market Index Fund Admiral Shares (VEXAX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February0
13.91%
TRKAQ
VEXAX

Key characteristics

Returns By Period


TRKAQ

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VEXAX

YTD

5.09%

1M

1.06%

6M

15.16%

1Y

20.27%

5Y*

10.06%

10Y*

9.62%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TRKAQ vs. VEXAX — Risk-Adjusted Performance Rank

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

TRKAQ
The Risk-Adjusted Performance Rank of TRKAQ is 2121
Overall Rank
The Sharpe Ratio Rank of TRKAQ is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of TRKAQ is 3030
Sortino Ratio Rank
The Omega Ratio Rank of TRKAQ is 3030
Omega Ratio Rank
The Calmar Ratio Rank of TRKAQ is 22
Calmar Ratio Rank
The Martin Ratio Rank of TRKAQ is 1616
Martin Ratio Rank

VEXAX
The Risk-Adjusted Performance Rank of VEXAX is 6565
Overall Rank
The Sharpe Ratio Rank of VEXAX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VEXAX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VEXAX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of VEXAX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VEXAX is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TRKAQ vs. VEXAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Troika Media Group Inc (TRKAQ) and Vanguard Extended Market Index Fund Admiral Shares (VEXAX). 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.


Sharpe ratio
The chart of Sharpe ratio for TRKAQ, currently valued at 1.67, compared to the broader market-2.000.002.004.001.671.34
The chart of Sortino ratio for TRKAQ, currently valued at 3.66, compared to the broader market-6.00-4.00-2.000.002.004.006.003.661.91
The chart of Omega ratio for TRKAQ, currently valued at 2.02, compared to the broader market0.501.001.502.002.021.24
The chart of Calmar ratio for TRKAQ, currently valued at 1.43, compared to the broader market0.002.004.006.001.431.45
The chart of Martin ratio for TRKAQ, currently valued at 14.35, compared to the broader market-10.000.0010.0020.0030.0014.356.38
TRKAQ
VEXAX


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.67
1.34
TRKAQ
VEXAX

Dividends

TRKAQ vs. VEXAX - Dividend Comparison

TRKAQ has not paid dividends to shareholders, while VEXAX's dividend yield for the trailing twelve months is around 1.04%.


TTM20242023202220212020201920182017201620152014
TRKAQ
Troika Media Group 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%
VEXAX
Vanguard Extended Market Index Fund Admiral Shares
1.04%1.09%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%1.32%

Drawdowns

TRKAQ vs. VEXAX - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-99.63%
-3.30%
TRKAQ
VEXAX

Volatility

TRKAQ vs. VEXAX - Volatility Comparison

The current volatility for Troika Media Group Inc (TRKAQ) is 0.00%, while Vanguard Extended Market Index Fund Admiral Shares (VEXAX) has a volatility of 3.90%. This indicates that TRKAQ experiences smaller price fluctuations and is considered to be less risky than VEXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February0
3.90%
TRKAQ
VEXAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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