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VCNX vs. XUU.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VCNX and XUU.TO is 0.14, 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.


-0.50.00.51.00.1

Performance

VCNX vs. XUU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vaccinex, Inc. (VCNX) and iShares Core S&P U.S. Total Market Index ETF (XUU.TO). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-82.61%
9.26%
VCNX
XUU.TO

Key characteristics

Sharpe Ratio

VCNX:

-0.60

XUU.TO:

2.42

Sortino Ratio

VCNX:

-0.87

XUU.TO:

3.34

Omega Ratio

VCNX:

0.87

XUU.TO:

1.44

Calmar Ratio

VCNX:

-0.90

XUU.TO:

3.78

Martin Ratio

VCNX:

-1.69

XUU.TO:

16.75

Ulcer Index

VCNX:

53.25%

XUU.TO:

1.78%

Daily Std Dev

VCNX:

148.09%

XUU.TO:

12.29%

Max Drawdown

VCNX:

-99.96%

XUU.TO:

-28.22%

Current Drawdown

VCNX:

-99.96%

XUU.TO:

-1.57%

Returns By Period

In the year-to-date period, VCNX achieves a 5.10% return, which is significantly higher than XUU.TO's 2.63% return.


VCNX

YTD

5.10%

1M

-2.83%

6M

-79.92%

1Y

-88.36%

5Y*

-75.60%

10Y*

N/A

XUU.TO

YTD

2.63%

1M

-0.25%

6M

15.31%

1Y

29.89%

5Y*

15.36%

10Y*

13.76%

*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

VCNX vs. XUU.TO — Risk-Adjusted Performance Rank

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

VCNX
The Risk-Adjusted Performance Rank of VCNX is 99
Overall Rank
The Sharpe Ratio Rank of VCNX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of VCNX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of VCNX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of VCNX is 22
Calmar Ratio Rank
The Martin Ratio Rank of VCNX is 22
Martin Ratio Rank

XUU.TO
The Risk-Adjusted Performance Rank of XUU.TO is 9191
Overall Rank
The Sharpe Ratio Rank of XUU.TO is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of XUU.TO is 9191
Sortino Ratio Rank
The Omega Ratio Rank of XUU.TO is 8989
Omega Ratio Rank
The Calmar Ratio Rank of XUU.TO is 9090
Calmar Ratio Rank
The Martin Ratio Rank of XUU.TO is 9292
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.

VCNX vs. XUU.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vaccinex, Inc. (VCNX) and iShares Core S&P U.S. Total Market Index ETF (XUU.TO). 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 VCNX, currently valued at -0.60, compared to the broader market-2.000.002.00-0.601.65
The chart of Sortino ratio for VCNX, currently valued at -0.75, compared to the broader market-4.00-2.000.002.004.006.00-0.752.25
The chart of Omega ratio for VCNX, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.30
The chart of Calmar ratio for VCNX, currently valued at -0.88, compared to the broader market0.002.004.006.00-0.882.49
The chart of Martin ratio for VCNX, currently valued at -1.63, compared to the broader market-10.000.0010.0020.0030.00-1.639.81
VCNX
XUU.TO

The current VCNX Sharpe Ratio is -0.60, which is lower than the XUU.TO Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of VCNX and XUU.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.60
1.65
VCNX
XUU.TO

Dividends

VCNX vs. XUU.TO - Dividend Comparison

VCNX has not paid dividends to shareholders, while XUU.TO's dividend yield for the trailing twelve months is around 0.99%.


TTM2024202320222021202020192018201720162015
VCNX
Vaccinex, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUU.TO
iShares Core S&P U.S. Total Market Index ETF
0.99%1.02%1.22%1.38%1.01%1.33%1.68%1.73%1.49%1.65%1.52%

Drawdowns

VCNX vs. XUU.TO - Drawdown Comparison

The maximum VCNX drawdown since its inception was -99.96%, which is greater than XUU.TO's maximum drawdown of -28.22%. Use the drawdown chart below to compare losses from any high point for VCNX and XUU.TO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-99.96%
-0.49%
VCNX
XUU.TO

Volatility

VCNX vs. XUU.TO - Volatility Comparison

Vaccinex, Inc. (VCNX) has a higher volatility of 50.80% compared to iShares Core S&P U.S. Total Market Index ETF (XUU.TO) at 2.94%. This indicates that VCNX's price experiences larger fluctuations and is considered to be riskier than XUU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%SeptemberOctoberNovemberDecember2025February
50.80%
2.94%
VCNX
XUU.TO
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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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