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VTGN vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTGN and VT is 0.24, 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.


-0.50.00.51.00.2

Performance

VTGN vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VistaGen Therapeutics, Inc. (VTGN) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-31.87%
5.91%
VTGN
VT

Key characteristics

Sharpe Ratio

VTGN:

-1.02

VT:

1.61

Sortino Ratio

VTGN:

-1.77

VT:

2.20

Omega Ratio

VTGN:

0.81

VT:

1.29

Calmar Ratio

VTGN:

-0.55

VT:

2.37

Martin Ratio

VTGN:

-1.51

VT:

10.25

Ulcer Index

VTGN:

35.97%

VT:

1.88%

Daily Std Dev

VTGN:

53.10%

VT:

11.92%

Max Drawdown

VTGN:

-99.20%

VT:

-50.27%

Current Drawdown

VTGN:

-98.91%

VT:

-3.59%

Returns By Period

In the year-to-date period, VTGN achieves a -55.35% return, which is significantly lower than VT's 16.78% return.


VTGN

YTD

-55.35%

1M

-14.04%

6M

-28.73%

1Y

-54.37%

5Y*

-37.76%

10Y*

N/A

VT

YTD

16.78%

1M

-0.73%

6M

5.62%

1Y

19.23%

5Y*

10.12%

10Y*

9.27%

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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.


Sharpe ratio
The chart of Sharpe ratio for VTGN, currently valued at -1.02, compared to the broader market-4.00-2.000.002.00-1.021.61
The chart of Sortino ratio for VTGN, currently valued at -1.77, compared to the broader market-4.00-2.000.002.004.00-1.772.20
The chart of Omega ratio for VTGN, currently valued at 0.81, compared to the broader market0.501.001.502.000.811.29
The chart of Calmar ratio for VTGN, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.552.37
The chart of Martin ratio for VTGN, currently valued at -1.51, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.5110.25
VTGN
VT

The current VTGN Sharpe Ratio is -1.02, which is lower than the VT Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of VTGN and VT, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.02
1.61
VTGN
VT

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 1.95%.


TTM20232022202120202019201820172016201520142013
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
1.95%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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-98.91%
-3.59%
VTGN
VT

Volatility

VTGN vs. VT - Volatility Comparison

VistaGen Therapeutics, Inc. (VTGN) has a higher volatility of 14.23% compared to Vanguard Total World Stock ETF (VT) at 3.87%. 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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.23%
3.87%
VTGN
VT
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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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