TWLO vs. VGT

In the year-to-date period, TWLO achieves a 7.64% return, which is significantly higher than VGT's -0.69% return.

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This table presents a comparison of risk-adjusted performance metrics for Twilio Inc. (TWLO) 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.

The current TWLO Sharpe Ratio is 1.79, which is higher than the VGT Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of TWLO 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.

TWLO has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.52%.

The maximum TWLO drawdown since its inception was -90.36%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for TWLO and VGT. For additional features, visit the drawdowns tool.

Twilio Inc. (TWLO) has a higher volatility of 11.07% compared to Vanguard Information Technology ETF (VGT) at 7.68%. This indicates that TWLO'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.