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VEGN vs. HYP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEGN vs. HYP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Vegan Climate ETF (VEGN) and Golden Eagle Dynamic Hypergrowth ETF (HYP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with VEGN having a 32.90% return and HYP slightly higher at 34.38%.


VEGN

1D
1.08%
1M
19.56%
YTD
32.90%
6M
34.35%
1Y
52.58%
3Y*
30.29%
5Y*
17.14%
10Y*

HYP

1D
3.03%
1M
11.72%
YTD
34.38%
6M
33.15%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEGN vs. HYP - Yearly Performance Comparison


2026 (YTD)2025
VEGN
US Vegan Climate ETF
32.90%2.42%
HYP
Golden Eagle Dynamic Hypergrowth ETF
34.38%-5.01%

Correlation

The correlation between VEGN and HYP is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 24, 2025

0.69

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Return for Risk

VEGN vs. HYP — Risk / Return Rank

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

VEGN
VEGN Risk / Return Rank: 8787
Overall Rank
VEGN Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VEGN Sortino Ratio Rank: 9090
Sortino Ratio Rank
VEGN Omega Ratio Rank: 8787
Omega Ratio Rank
VEGN Calmar Ratio Rank: 8383
Calmar Ratio Rank
VEGN Martin Ratio Rank: 8686
Martin Ratio Rank

HYP
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.

VEGN vs. HYP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Vegan Climate ETF (VEGN) and Golden Eagle Dynamic Hypergrowth ETF (HYP). 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.


VEGNHYPDifference

Sharpe ratio

Return per unit of total volatility

3.25

Sortino ratio

Return per unit of downside risk

4.22

Omega ratio

Gain probability vs. loss probability

1.55

Calmar ratio

Return relative to maximum drawdown

4.46

Martin ratio

Return relative to average drawdown

18.23

VEGN vs. HYP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VEGNHYPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

1.04

-0.17

Drawdowns

VEGN vs. HYP - Drawdown Comparison

The maximum VEGN drawdown since its inception was -34.14%, which is greater than HYP's maximum drawdown of -19.58%. Use the drawdown chart below to compare losses from any high point for VEGN and HYP.


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Drawdown Indicators


VEGNHYPDifference

Max Drawdown

Largest peak-to-trough decline

-34.14%

-19.58%

-14.56%

Max Drawdown (1Y)

Largest decline over 1 year

-11.85%

Max Drawdown (3Y)

Largest decline over 3 years

-20.91%

Max Drawdown (5Y)

Largest decline over 5 years

-33.40%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.59%

-6.48%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

Volatility

VEGN vs. HYP - Volatility Comparison


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Volatility by Period


VEGNHYPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

Volatility (6M)

Calculated over the trailing 6-month period

13.38%

Volatility (1Y)

Calculated over the trailing 1-year period

16.24%

41.02%

-24.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.27%

41.02%

-20.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.77%

41.02%

-18.25%

VEGN vs. HYP - Expense Ratio Comparison

VEGN has a 0.60% expense ratio, which is lower than HYP's 0.85% expense ratio.


Dividends

VEGN vs. HYP - Dividend Comparison

VEGN's dividend yield for the trailing twelve months is around 0.44%, more than HYP's 0.10% yield.


PositionTTM2025202420232022202120202019
HYP
Golden Eagle Dynamic Hypergrowth ETF
0.10%0.14%0.00%0.00%0.00%0.00%0.00%0.00%
VEGN
US Vegan Climate ETF
0.44%0.51%0.51%0.67%0.81%0.41%0.71%0.29%

Frequently Asked Questions


VEGN and HYP have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEGN is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEGN is cheaper with a 0.60% expense ratio, compared with 0.85% for HYP.

VEGN has the higher dividend yield at 0.44%, compared with 0.10% for HYP.

They also come from different issuers: Beyond Investing and Golden Eagle. Their fees differ too: 0.60% for VEGN and 0.85% for HYP.

Portfolio Optimizer

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