VTGN vs. VT
Compare and contrast key facts about VistaGen Therapeutics, Inc. (VTGN) and Vanguard Total World Stock ETF (VT).
VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTGN or VT.
Key characteristics
| VTGN | VT | |
|---|---|---|
| YTD Return | -48.83% | 16.65% |
| 1Y Return | -20.78% | 24.82% |
| 3Y Return (Ann) | -65.73% | 5.03% |
| 5Y Return (Ann) | -21.63% | 10.82% |
| Sharpe Ratio | -0.35 | 2.11 |
| Sortino Ratio | -0.16 | 2.90 |
| Omega Ratio | 0.98 | 1.38 |
| Calmar Ratio | -0.20 | 3.03 |
| Martin Ratio | -0.63 | 13.62 |
| Ulcer Index | 31.65% | 1.80% |
| Daily Std Dev | 57.79% | 11.64% |
| Max Drawdown | -99.20% | -50.27% |
| Current Drawdown | -98.75% | -2.65% |
Correlation
The correlation between VTGN and VT is 0.23, 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.
Performance
VTGN vs. VT - Performance Comparison
In the year-to-date period, VTGN achieves a -48.83% return, which is significantly lower than VT's 16.65% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VTGN vs. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VistaGen Therapeutics, Inc. (VTGN) and Vanguard Total World Stock ETF (VT). 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.
Dividends
VTGN vs. VT - Dividend Comparison
VTGN has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.87%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTGN VistaGen Therapeutics, 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% |
VT Vanguard Total World Stock ETF | 1.87% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
VTGN vs. VT - Drawdown Comparison
The maximum VTGN drawdown since its inception was -99.20%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for VTGN and VT. For additional features, visit the drawdowns tool.
Volatility
VTGN vs. VT - Volatility Comparison
VistaGen Therapeutics, Inc. (VTGN) has a higher volatility of 10.16% compared to Vanguard Total World Stock ETF (VT) at 3.29%. This indicates that VTGN's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.