VICR vs. VALLX

In the year-to-date period, VICR achieves a 4.70% return, which is significantly lower than VALLX's 8.94% return. Over the past 10 years, VICR has outperformed VALLX with an annualized return of 14.97%, while VALLX has yielded a comparatively lower 4.00% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Vicor Corporation (VICR) and Value Line Larger Companies Focused Fund (VALLX). 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 current VICR Sharpe Ratio is 0.19, which is lower than the VALLX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of VICR and VALLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither VICR nor VALLX has paid dividends to shareholders.

The maximum VICR drawdown since its inception was -92.26%, which is greater than VALLX's maximum drawdown of -82.93%. Use the drawdown chart below to compare losses from any high point for VICR and VALLX. For additional features, visit the drawdowns tool.

Vicor Corporation (VICR) has a higher volatility of 28.22% compared to Value Line Larger Companies Focused Fund (VALLX) at 4.86%. This indicates that VICR's price experiences larger fluctuations and is considered to be riskier than VALLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.