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VEGA vs. HDGE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEGA vs. HDGE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares STAR Global Buy-Write ETF (VEGA) and AdvisorShares Ranger Equity Bear ETF (HDGE). The values are adjusted to include any dividend payments, if applicable.

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VEGA vs. HDGE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEGA
AdvisorShares STAR Global Buy-Write ETF
-1.70%15.83%11.20%15.12%-15.02%12.36%8.37%19.29%-6.58%11.50%
HDGE
AdvisorShares Ranger Equity Bear ETF
11.86%1.50%-8.01%-26.98%16.59%-18.61%-43.47%-36.27%7.53%-15.24%

Returns By Period

In the year-to-date period, VEGA achieves a -1.70% return, which is significantly lower than HDGE's 11.86% return. Over the past 10 years, VEGA has outperformed HDGE with an annualized return of 7.20%, while HDGE has yielded a comparatively lower -14.58% annualized return.


VEGA

1D
2.04%
1M
-4.55%
YTD
-1.70%
6M
0.52%
1Y
13.73%
3Y*
11.68%
5Y*
6.03%
10Y*
7.20%

HDGE

1D
-0.17%
1M
4.07%
YTD
11.86%
6M
13.54%
1Y
4.31%
3Y*
-4.82%
5Y*
-2.70%
10Y*
-14.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEGA vs. HDGE - Expense Ratio Comparison

VEGA has a 2.02% expense ratio, which is lower than HDGE's 3.36% expense ratio.


Return for Risk

VEGA vs. HDGE — Risk / Return Rank

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

VEGA
VEGA Risk / Return Rank: 6969
Overall Rank
VEGA Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VEGA Sortino Ratio Rank: 6666
Sortino Ratio Rank
VEGA Omega Ratio Rank: 6767
Omega Ratio Rank
VEGA Calmar Ratio Rank: 6969
Calmar Ratio Rank
VEGA Martin Ratio Rank: 7676
Martin Ratio Rank

HDGE
HDGE Risk / Return Rank: 1616
Overall Rank
HDGE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HDGE Sortino Ratio Rank: 1717
Sortino Ratio Rank
HDGE Omega Ratio Rank: 1616
Omega Ratio Rank
HDGE Calmar Ratio Rank: 1616
Calmar Ratio Rank
HDGE Martin Ratio Rank: 1414
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.

VEGA vs. HDGE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares STAR Global Buy-Write ETF (VEGA) and AdvisorShares Ranger Equity Bear ETF (HDGE). 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.


VEGAHDGEDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.22

+0.93

Sortino ratio

Return per unit of downside risk

1.68

0.45

+1.23

Omega ratio

Gain probability vs. loss probability

1.24

1.06

+0.19

Calmar ratio

Return relative to maximum drawdown

1.74

0.21

+1.54

Martin ratio

Return relative to average drawdown

8.16

0.30

+7.86

VEGA vs. HDGE - Sharpe Ratio Comparison

The current VEGA Sharpe Ratio is 1.15, which is higher than the HDGE Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of VEGA and HDGE, 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


VEGAHDGEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.22

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

-0.11

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

-0.62

+1.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

-0.67

+1.14

Correlation

The correlation between VEGA and HDGE is -0.60. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VEGA vs. HDGE - Dividend Comparison

VEGA's dividend yield for the trailing twelve months is around 1.37%, less than HDGE's 3.12% yield.


TTM2025202420232022202120202019201820172016
VEGA
AdvisorShares STAR Global Buy-Write ETF
1.37%1.34%1.05%1.12%1.89%0.55%0.28%0.44%0.45%0.00%0.81%
HDGE
AdvisorShares Ranger Equity Bear ETF
3.12%3.50%7.83%9.58%0.00%0.00%0.00%0.22%0.00%0.00%0.00%

Drawdowns

VEGA vs. HDGE - Drawdown Comparison

The maximum VEGA drawdown since its inception was -28.37%, smaller than the maximum HDGE drawdown of -93.88%. Use the drawdown chart below to compare losses from any high point for VEGA and HDGE.


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Drawdown Indicators


VEGAHDGEDifference

Max Drawdown

Largest peak-to-trough decline

-28.37%

-93.88%

+65.51%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

-19.63%

+11.31%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

-42.97%

+20.19%

Max Drawdown (10Y)

Largest decline over 10 years

-28.37%

-83.69%

+55.32%

Current Drawdown

Current decline from peak

-4.95%

-92.66%

+87.71%

Average Drawdown

Average peak-to-trough decline

-3.83%

-69.85%

+66.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

13.54%

-11.76%

Volatility

VEGA vs. HDGE - Volatility Comparison

AdvisorShares STAR Global Buy-Write ETF (VEGA) and AdvisorShares Ranger Equity Bear ETF (HDGE) have volatilities of 4.30% and 4.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEGAHDGEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

4.49%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

7.21%

12.17%

-4.96%

Volatility (1Y)

Calculated over the trailing 1-year period

11.99%

19.95%

-7.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.31%

23.95%

-11.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.67%

23.51%

-10.84%