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VIGL vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIGL and SPY is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

VIGL vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vigil Neuroscience, Inc. (VIGL) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-23.08%
9.78%
VIGL
SPY

Key characteristics

Sharpe Ratio

VIGL:

-0.09

SPY:

1.91

Sortino Ratio

VIGL:

0.63

SPY:

2.57

Omega Ratio

VIGL:

1.07

SPY:

1.35

Calmar Ratio

VIGL:

-0.10

SPY:

2.88

Martin Ratio

VIGL:

-0.31

SPY:

11.96

Ulcer Index

VIGL:

30.73%

SPY:

2.03%

Daily Std Dev

VIGL:

100.92%

SPY:

12.68%

Max Drawdown

VIGL:

-91.15%

SPY:

-55.19%

Current Drawdown

VIGL:

-83.81%

SPY:

0.00%

Returns By Period

In the year-to-date period, VIGL achieves a 64.71% return, which is significantly higher than SPY's 4.34% return.


VIGL

YTD

64.71%

1M

45.08%

6M

-21.35%

1Y

-7.59%

5Y*

N/A

10Y*

N/A

SPY

YTD

4.34%

1M

2.33%

6M

10.15%

1Y

23.99%

5Y*

14.44%

10Y*

13.21%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

VIGL vs. SPY — Risk-Adjusted Performance Rank

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

VIGL
The Risk-Adjusted Performance Rank of VIGL is 4242
Overall Rank
The Sharpe Ratio Rank of VIGL is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGL is 4848
Sortino Ratio Rank
The Omega Ratio Rank of VIGL is 4646
Omega Ratio Rank
The Calmar Ratio Rank of VIGL is 3838
Calmar Ratio Rank
The Martin Ratio Rank of VIGL is 3939
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 7878
Overall Rank
The Sharpe Ratio Rank of SPY is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7777
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8181
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.

VIGL vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vigil Neuroscience, Inc. (VIGL) and SPDR S&P 500 ETF (SPY). 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.


Sharpe ratio
The chart of Sharpe ratio for VIGL, currently valued at -0.09, compared to the broader market-2.000.002.004.00-0.091.91
The chart of Sortino ratio for VIGL, currently valued at 0.63, compared to the broader market-6.00-4.00-2.000.002.004.006.000.632.57
The chart of Omega ratio for VIGL, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.35
The chart of Calmar ratio for VIGL, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.102.88
The chart of Martin ratio for VIGL, currently valued at -0.31, compared to the broader market0.0010.0020.0030.00-0.3111.96
VIGL
SPY

The current VIGL Sharpe Ratio is -0.09, which is lower than the SPY Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of VIGL and SPY, 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 Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.09
1.91
VIGL
SPY

Dividends

VIGL vs. SPY - Dividend Comparison

VIGL has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.16%.


TTM20242023202220212020201920182017201620152014
VIGL
Vigil Neuroscience, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.16%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

VIGL vs. SPY - Drawdown Comparison

The maximum VIGL drawdown since its inception was -91.15%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VIGL and SPY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-83.81%
0
VIGL
SPY

Volatility

VIGL vs. SPY - Volatility Comparison

Vigil Neuroscience, Inc. (VIGL) has a higher volatility of 20.95% compared to SPDR S&P 500 ETF (SPY) at 3.13%. This indicates that VIGL's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
20.95%
3.13%
VIGL
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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