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VG vs. VGT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VG vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Venture Global, Inc (VG) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VG achieves a 64.82% return, which is significantly higher than VGT's 23.32% return.


VG

1D
-0.44%
1M
-18.83%
YTD
64.82%
6M
59.90%
1Y
-31.77%
3Y*
5Y*
10Y*

VGT

1D
-3.68%
1M
0.28%
YTD
23.32%
6M
21.50%
1Y
46.82%
3Y*
30.13%
5Y*
19.51%
10Y*
25.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VG vs. VGT - Yearly Performance Comparison


2026 (YTD)2025
VG
Venture Global, Inc
64.82%-71.45%
VGT
Vanguard Information Technology ETF
23.32%17.15%

Correlation

The correlation between VG and VGT is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

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

0.08

The correlation between VG and VGT shifts across timeframes, from -0.08 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VG vs. VGT — Risk / Return Rank

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

VG
VG Risk / Return Rank: 2727
Overall Rank
VG Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VG Sortino Ratio Rank: 2828
Sortino Ratio Rank
VG Omega Ratio Rank: 2828
Omega Ratio Rank
VG Calmar Ratio Rank: 2626
Calmar Ratio Rank
VG Martin Ratio Rank: 2626
Martin Ratio Rank

VGT
VGT Risk / Return Rank: 5858
Overall Rank
VGT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 5656
Sortino Ratio Rank
VGT Omega Ratio Rank: 5858
Omega Ratio Rank
VGT Calmar Ratio Rank: 6060
Calmar Ratio Rank
VGT Martin Ratio Rank: 5252
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.

VG vs. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Venture Global, Inc (VG) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VGVGTDifference
Sharpe ratioReturn per unit of total volatility

-2.48

Sortino ratioReturn per unit of downside risk

-2.76

Omega ratioGain probability vs. loss probability

0.98

1.35

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.48

2.87

-3.35

Martin ratioReturn relative to average drawdown

-0.82

8.76

-9.58

VG vs. VGT - Sharpe Ratio Comparison

The current VG Sharpe Ratio is -0.41, which is lower than the VGT Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of VG and VGT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VG vs. VGT - Drawdown Comparison

The maximum VG drawdown since its inception was -75.22%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for VG and VGT.


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Drawdown Indicators


VGVGTDifference

Max Drawdown

Largest peak-to-trough decline

-75.22%

-54.63%

-20.59%

Max Drawdown (1Y)

Largest decline over 1 year

-66.76%

-16.40%

-50.36%

Max Drawdown (3Y)

Largest decline over 3 years

-27.23%

Max Drawdown (5Y)

Largest decline over 5 years

-35.07%

Max Drawdown (10Y)

Largest decline over 10 years

-35.07%

Current Drawdown

Current decline from peak

-52.94%

-7.71%

-45.23%

Average Drawdown

Average peak-to-trough decline

-50.26%

-7.95%

-42.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.80%

5.36%

+33.44%

Volatility

VG vs. VGT - Volatility Comparison

Venture Global, Inc (VG) has a higher volatility of 19.62% compared to Vanguard Information Technology ETF (VGT) at 11.39%. This indicates that VG'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.


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Volatility by Period


VGVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.62%

11.39%

+8.23%

Volatility (6M)

Calculated over the trailing 6-month period

58.97%

18.58%

+40.39%

Volatility (1Y)

Calculated over the trailing 1-year period

78.38%

22.72%

+55.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

87.52%

25.55%

+61.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.52%

24.77%

+62.75%

Dividends

VG vs. VGT - Dividend Comparison

VG's dividend yield for the trailing twelve months is around 0.62%, more than VGT's 0.33% yield.


PositionTTM20252024202320222021202020192018201720162015
VG
Venture Global, Inc
0.62%0.98%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.33%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Frequently Asked Questions


VG and VGT have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VG has higher volatility (19.62%) compared to VGT (11.39%). In terms of maximum drawdown, VG dropped -75.22% vs VGT's -54.63%.

VGT currently has the higher Sharpe Ratio (2.07 vs -0.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VG and VGT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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