VYGR vs. ICLN
VYGR (Voyager Therapeutics, Inc.) is a stock, while ICLN (iShares Global Clean Energy ETF) is Alternative Energy Equities fund tracking the S&P Global Clean Energy Index. Over the past 10 years, VYGR returned -11.98%/yr vs 9.57%/yr for ICLN. At a 0.29 correlation, their price movements are largely independent.
Performance
VYGR vs. ICLN - Performance Comparison
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Returns By Period
In the year-to-date period, VYGR achieves a -12.47% return, which is significantly lower than ICLN's 17.48% return. Over the past 10 years, VYGR has underperformed ICLN with an annualized return of -11.98%, while ICLN has yielded a comparatively higher 9.57% annualized return.
VYGR
- 1D
- -6.52%
- 1M
- -1.71%
- 6M
- -14.43%
- YTD
- -12.47%
- 1Y
- -1.43%
- 3Y*
- -29.58%
- 5Y*
- -2.53%
- 10Y*
- -11.98%
ICLN
- 1D
- -0.41%
- 1M
- -7.74%
- 6M
- 11.44%
- YTD
- 17.48%
- 1Y
- 45.49%
- 3Y*
- 3.40%
- 5Y*
- -2.40%
- 10Y*
- 9.57%
VYGR vs. ICLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VYGR Voyager Therapeutics, Inc. | -12.47% | -30.69% | -32.82% | 38.36% | 125.09% | -62.10% | -48.75% | 48.40% | -43.37% | 30.30% |
ICLN iShares Global Clean Energy ETF | 17.48% | 47.05% | -25.72% | -20.41% | -5.43% | -24.18% | 141.82% | 44.36% | -9.03% | 21.47% |
Correlation
The correlation between VYGR and ICLN is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2015 | 0.29 |
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Return for Risk
VYGR vs. ICLN — Risk / Return Rank
VYGR
ICLN
VYGR vs. ICLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voyager Therapeutics, Inc. (VYGR) and iShares Global Clean Energy ETF (ICLN). 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.
| VYGR | ICLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.25 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | 2.24 | -2.32 |
| Martin ratioReturn relative to average drawdown | -0.14 | 7.39 | -7.52 |
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Drawdowns
VYGR vs. ICLN - Drawdown Comparison
The maximum VYGR drawdown since its inception was -92.11%, which is greater than ICLN's maximum drawdown of -87.15%. Use the drawdown chart below to compare losses from any high point for VYGR and ICLN.
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Drawdown Indicators
| VYGR | ICLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.11% | -87.15% | -4.96% |
Max Drawdown (1Y)Largest decline over 1 year | -37.71% | -19.57% | -18.14% |
Max Drawdown (3Y)Largest decline over 3 years | -74.82% | -43.18% | -31.64% |
Max Drawdown (5Y)Largest decline over 5 years | -80.49% | -57.16% | -23.33% |
Max Drawdown (10Y)Largest decline over 10 years | -92.11% | -66.75% | -25.36% |
Current DrawdownCurrent decline from peak | -89.01% | -47.44% | -41.57% |
Average DrawdownAverage peak-to-trough decline | -67.05% | -66.47% | -0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.58% | 5.92% | +16.66% |
Volatility
VYGR vs. ICLN - Volatility Comparison
Voyager Therapeutics, Inc. (VYGR) has a higher volatility of 14.57% compared to iShares Global Clean Energy ETF (ICLN) at 11.98%. This indicates that VYGR's price experiences larger fluctuations and is considered to be riskier than ICLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VYGR | ICLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.57% | 11.98% | +2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 44.23% | 24.11% | +20.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.63% | 29.29% | +35.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 80.85% | 27.86% | +52.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.69% | 27.37% | +48.32% |
Dividends
VYGR vs. ICLN - Dividend Comparison
VYGR has not paid dividends to shareholders, while ICLN's dividend yield for the trailing twelve months is around 0.96%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICLN iShares Global Clean Energy ETF | 0.96% | 1.63% | 1.85% | 1.59% | 0.89% | 1.18% | 0.34% | 1.36% | 2.77% | 2.49% | 3.88% | 2.36% |
VYGR Voyager 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% |
Frequently Asked Questions
VYGR and ICLN have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VYGR has higher volatility (14.57%) compared to ICLN (11.98%). In terms of maximum drawdown, VYGR dropped -92.11% vs ICLN's -87.15%.
ICLN currently has the higher Sharpe Ratio (1.49 vs -0.05), 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.
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