VICR vs. VALLX

Last updated Jun 23, 2026

VICR (Vicor Corporation) is a stock, while VALLX (Value Line Larger Companies Focused Fund) is Large Cap Growth Equities fund managed by Value Line. Over the past 10 years, VICR returned 42.71%/yr vs 16.39%/yr for VALLX. At a 0.46 correlation, their price movements are largely independent.

Performance

VICR vs. VALLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vicor Corporation (VICR) and Value Line Larger Companies Focused Fund (VALLX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VICR achieves a 233.51% return, which is significantly higher than VALLX's 9.19% return. Over the past 10 years, VICR has outperformed VALLX with an annualized return of 42.71%, while VALLX has yielded a comparatively lower 16.39% annualized return.

VICR

• 1D: 10.31%
• 1M: 36.40%
• YTD: 233.51%
• 6M: 229.25%
• 1Y: 729.43%
• 3Y*: 90.26%
• 5Y*: 30.65%
• 10Y*: 42.71%

VALLX

• 1D: 1.66%
• 1M: 2.51%
• YTD: 9.19%
• 6M: 6.24%
• 1Y: 25.66%
• 3Y*: 27.54%
• 5Y*: 10.62%
• 10Y*: 16.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VICR vs. VALLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VICR Vicor Corporation	233.51%	126.82%	7.52%	-16.39%	-57.67%	37.69%	97.39%	23.63%	80.81%	38.41%
VALLX Value Line Larger Companies Focused Fund	9.19%	28.38%	26.35%	59.06%	-39.02%	2.71%	46.21%	25.73%	0.97%	33.82%

Correlation

The correlation between VICR and VALLX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (10Y) Calculated over the trailing 10-year period	0.54
Correlation (All Time) Calculated using the full available price history since Nov 27, 1991	0.46

The correlation between VICR and VALLX shifts across timeframes, from 0.40 (1 year) to 0.57 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

VICR vs. VALLX — Risk / Return Rank

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

VICR

VICR Risk / Return Rank: 99
VICR Sharpe Ratio Rank: 100
VICR Sortino Ratio Rank: 98
VICR Omega Ratio Rank: 98
VICR Calmar Ratio Rank: 99
VICR Martin Ratio Rank: 100

VALLX

VALLX Risk / Return Rank: 13
VALLX Sharpe Ratio Rank: 15
VALLX Sortino Ratio Rank: 15
VALLX Omega Ratio Rank: 15
VALLX Calmar Ratio Rank: 11
VALLX Martin Ratio Rank: 10

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.

VICR vs. VALLX - Risk-Adjusted Trends Comparison

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.

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.

	VICR	VALLX	Difference
Sharpe ratio: Return per unit of total volatility	8.73	1.03	+7.71
Sortino ratio: Return per unit of downside risk	5.39	1.50	+3.89
Omega ratio: Gain probability vs. loss probability	1.74	1.19	+0.55
Calmar ratio: Return relative to maximum drawdown	23.00	1.03	+21.97
Martin ratio: Return relative to average drawdown	81.01	2.66	+78.35

VICR vs. VALLX - Sharpe Ratio Comparison

The current VICR Sharpe Ratio is 8.73, which is higher than the VALLX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of VICR and VALLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VICR vs. VALLX - Drawdown Comparison

The maximum VICR drawdown since its inception was -92.26%, which is greater than VALLX's maximum drawdown of -53.36%. Use the drawdown chart below to compare losses from any high point for VICR and VALLX.

Drawdown Indicators

	VICR	VALLX	Difference
Max Drawdown Largest peak-to-trough decline	-92.26%	-53.36%	-38.90%
Max Drawdown (1Y) Largest decline over 1 year	-32.01%	-24.39%	-7.62%
Max Drawdown (3Y) Largest decline over 3 years	-66.55%	-26.05%	-40.50%
Max Drawdown (5Y) Largest decline over 5 years	-80.47%	-46.12%	-34.35%
Max Drawdown (10Y) Largest decline over 10 years	-80.47%	-46.12%	-34.35%
Current Drawdown Current decline from peak	0.00%	-5.60%	+5.60%
Average Drawdown Average peak-to-trough decline	-58.40%	-14.74%	-43.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.07%	9.45%	-0.38%

Volatility

VICR vs. VALLX - Volatility Comparison

Vicor Corporation (VICR) has a higher volatility of 30.37% compared to Value Line Larger Companies Focused Fund (VALLX) at 10.37%. 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.

Volatility by Period

	VICR	VALLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	30.37%	10.37%	+20.00%
Volatility (6M) Calculated over the trailing 6-month period	66.94%	19.99%	+46.95%
Volatility (1Y) Calculated over the trailing 1-year period	84.49%	24.59%	+59.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	72.82%	27.63%	+45.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	63.94%	25.59%	+38.35%

Dividends

VICR vs. VALLX - Dividend Comparison

VICR has not paid dividends to shareholders, while VALLX's dividend yield for the trailing twelve months is around 5.70%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VALLX Value Line Larger Companies Focused Fund	5.70%	6.22%	2.68%	0.00%	14.19%	14.36%	9.52%	9.98%	14.50%	7.70%	14.32%	5.80%
VICR Vicor Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VICR and VALLX in my portfolio?

VICR and VALLX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VICR or VALLX?

VICR has higher volatility (30.37%) compared to VALLX (10.37%). In terms of maximum drawdown, VICR dropped -92.26% vs VALLX's -53.36%.

Which has better risk-adjusted returns?

VICR currently has the higher Sharpe Ratio (8.73 vs 1.03), 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.