PortfoliosLab logo
VEGN vs. SPYG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEGN and SPYG is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 1.0

Performance

VEGN vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Vegan Climate ETF (VEGN) and SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

80.00%90.00%100.00%110.00%120.00%130.00%140.00%150.00%NovemberDecember2025FebruaryMarchApril
102.86%
120.94%
VEGN
SPYG

Key characteristics

Sharpe Ratio

VEGN:

0.52

SPYG:

0.66

Sortino Ratio

VEGN:

0.87

SPYG:

1.06

Omega Ratio

VEGN:

1.12

SPYG:

1.15

Calmar Ratio

VEGN:

0.56

SPYG:

0.74

Martin Ratio

VEGN:

2.07

SPYG:

2.61

Ulcer Index

VEGN:

5.63%

SPYG:

6.28%

Daily Std Dev

VEGN:

22.56%

SPYG:

24.90%

Max Drawdown

VEGN:

-34.14%

SPYG:

-67.79%

Current Drawdown

VEGN:

-12.46%

SPYG:

-11.62%

Returns By Period

In the year-to-date period, VEGN achieves a -8.79% return, which is significantly lower than SPYG's -7.10% return.


VEGN

YTD

-8.79%

1M

-3.64%

6M

-5.67%

1Y

11.05%

5Y*

15.81%

10Y*

N/A

SPYG

YTD

-7.10%

1M

-1.38%

6M

-3.16%

1Y

16.96%

5Y*

16.52%

10Y*

13.84%

*Annualized

Compare stocks, funds, or ETFs

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


VEGN vs. SPYG - Expense Ratio Comparison

VEGN has a 0.60% expense ratio, which is higher than SPYG's 0.04% expense ratio.


Expense ratio chart for VEGN: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEGN: 0.60%
Expense ratio chart for SPYG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPYG: 0.04%

Risk-Adjusted Performance

VEGN vs. SPYG — Risk-Adjusted Performance Rank

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

VEGN
The Risk-Adjusted Performance Rank of VEGN is 6161
Overall Rank
The Sharpe Ratio Rank of VEGN is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VEGN is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VEGN is 5959
Omega Ratio Rank
The Calmar Ratio Rank of VEGN is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VEGN is 6161
Martin Ratio Rank

SPYG
The Risk-Adjusted Performance Rank of SPYG is 6969
Overall Rank
The Sharpe Ratio Rank of SPYG is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYG is 6767
Sortino Ratio Rank
The Omega Ratio Rank of SPYG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SPYG is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SPYG is 6767
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.

VEGN vs. SPYG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for US Vegan Climate ETF (VEGN) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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 chart of Sharpe ratio for VEGN, currently valued at 0.52, compared to the broader market-1.000.001.002.003.004.00
VEGN: 0.52
SPYG: 0.66
The chart of Sortino ratio for VEGN, currently valued at 0.87, compared to the broader market-2.000.002.004.006.008.00
VEGN: 0.87
SPYG: 1.06
The chart of Omega ratio for VEGN, currently valued at 1.12, compared to the broader market0.501.001.502.00
VEGN: 1.12
SPYG: 1.15
The chart of Calmar ratio for VEGN, currently valued at 0.56, compared to the broader market0.002.004.006.008.0010.0012.00
VEGN: 0.56
SPYG: 0.74
The chart of Martin ratio for VEGN, currently valued at 2.07, compared to the broader market0.0020.0040.0060.00
VEGN: 2.07
SPYG: 2.61

The current VEGN Sharpe Ratio is 0.52, which is comparable to the SPYG Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of VEGN and SPYG, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.52
0.66
VEGN
SPYG

Dividends

VEGN vs. SPYG - Dividend Comparison

VEGN's dividend yield for the trailing twelve months is around 0.60%, less than SPYG's 0.66% yield.


TTM20242023202220212020201920182017201620152014
VEGN
US Vegan Climate ETF
0.60%0.51%0.67%0.81%0.41%0.71%0.29%0.00%0.00%0.00%0.00%0.00%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.66%0.60%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%

Drawdowns

VEGN vs. SPYG - Drawdown Comparison

The maximum VEGN drawdown since its inception was -34.14%, smaller than the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for VEGN and SPYG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.46%
-11.62%
VEGN
SPYG

Volatility

VEGN vs. SPYG - Volatility Comparison

The current volatility for US Vegan Climate ETF (VEGN) is 15.06%, while SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 16.37%. This indicates that VEGN experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.06%
16.37%
VEGN
SPYG