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XRX vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XRX and VGT is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

XRX vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xerox Holdings Corporation (XRX) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XRX:

-1.06

VGT:

0.48

Sortino Ratio

XRX:

-1.74

VGT:

0.90

Omega Ratio

XRX:

0.78

VGT:

1.13

Calmar Ratio

XRX:

-0.61

VGT:

0.57

Martin Ratio

XRX:

-1.48

VGT:

1.84

Ulcer Index

XRX:

39.14%

VGT:

8.38%

Daily Std Dev

XRX:

54.49%

VGT:

30.11%

Max Drawdown

XRX:

-94.91%

VGT:

-54.63%

Current Drawdown

XRX:

-92.53%

VGT:

-5.17%

Returns By Period

In the year-to-date period, XRX achieves a -35.07% return, which is significantly lower than VGT's -1.30% return. Over the past 10 years, XRX has underperformed VGT with an annualized return of -10.41%, while VGT has yielded a comparatively higher 19.87% annualized return.


XRX

YTD

-35.07%

1M

35.19%

6M

-33.12%

1Y

-57.74%

3Y*

-26.95%

5Y*

-15.61%

10Y*

-10.41%

VGT

YTD

-1.30%

1M

21.24%

6M

0.37%

1Y

14.26%

3Y*

22.87%

5Y*

20.03%

10Y*

19.87%

*Annualized

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Xerox Holdings Corporation

Risk-Adjusted Performance

XRX vs. VGT — Risk-Adjusted Performance Rank

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

XRX
The Risk-Adjusted Performance Rank of XRX is 66
Overall Rank
The Sharpe Ratio Rank of XRX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of XRX is 44
Sortino Ratio Rank
The Omega Ratio Rank of XRX is 55
Omega Ratio Rank
The Calmar Ratio Rank of XRX is 1313
Calmar Ratio Rank
The Martin Ratio Rank of XRX is 77
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5454
Overall Rank
The Sharpe Ratio Rank of VGT is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5454
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 6060
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 5353
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.

XRX vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xerox Holdings Corporation (XRX) and Vanguard Information Technology ETF (VGT). 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.


The current XRX Sharpe Ratio is -1.06, which is lower than the VGT Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of XRX and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

XRX vs. VGT - Dividend Comparison

XRX's dividend yield for the trailing twelve months is around 16.39%, more than VGT's 0.52% yield.


TTM20242023202220212020201920182017201620152014
XRX
Xerox Holdings Corporation
16.39%11.86%5.46%6.85%4.42%4.31%2.71%5.06%13.66%3.57%2.63%1.82%
VGT
Vanguard Information Technology ETF
0.52%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

XRX vs. VGT - Drawdown Comparison

The maximum XRX drawdown since its inception was -94.91%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for XRX and VGT. For additional features, visit the drawdowns tool.


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Volatility

XRX vs. VGT - Volatility Comparison

Xerox Holdings Corporation (XRX) has a higher volatility of 17.39% compared to Vanguard Information Technology ETF (VGT) at 6.75%. This indicates that XRX's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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