VUG vs QQQ comparison¶

VUG vs QQQ performance comment¶

Market Performance Metrics Overview¶

Metric	Data1 (VUG)	Data2 (QQQ)
High	325.70	429.85
Low	300.28	395.34
Close	322.66	425.83
Start Price	305.58	402.59
Gain %	5.59%	5.77%
Annualized Gain %	85.01%	87.79%
Annualized Volatility %	13.14%	13.96%
Max Drawdown %	-1.48%	-1.57%
Sharpe Ratio	7.03	6.83

Insights and Commentary¶

Gain %¶

Both markets, VUG and QQQ, have shown positive gains over the 60-day window, with Data2 (QQQ) slightly outperforming Data1 (VUG) with a gain of 5.77% compared to 5.59%. This indicates a bullish market trend during the observed period.

Annualized Gain %¶

The annualized gain calculations provide a longer-term perspective on the market performance. Both Data1 and Data2 demonstrate strong annualized growth, with Data2 showing a slightly higher figure of 87.79% compared to Data1's 85.01%. This suggests a positive outlook for these markets over a longer investment horizon.

Annualized Volatility %¶

The annualized volatility measures the fluctuation of returns for a financial security. Both markets exhibit relatively low volatility, with Data1 at 13.14% and Data2 at 13.96%, indicating a level of stability within these markets during the observed period.

Max Drawdown %¶

The maximum drawdown metric reflects the largest peak-to-trough decline of an investment. Both Data1 and Data2 show minor drawdowns, with Data1 at -1.48% and Data2 at -1.57%, indicating relatively limited downside risk in both markets during the specified timeframe.

Sharpe Ratio¶

The Sharpe ratio is a measure of risk-adjusted return. Both markets demonstrate high Sharpe ratios, with Data1 at 7.03 and Data2 at 6.83, indicating that the returns achieved by both markets have outperformed the risk-free rate by a substantial margin.

In conclusion, both VUG and QQQ have delivered strong performance over the 60-day period, with QQQ showing slightly higher gains and a marginally lower Sharpe ratio, indicating slightly higher risk for the observed window. These findings suggest that both markets have exhibited positive momentum and potential for returns, with relatively limited downside risk and stable volatility.

VUG YTD Return (Daily)¶

Comment on YTD Total Returns Results of VUG¶

Performance Overview¶

The YTD Open for VUG was 308.37, reaching a high of 325.7 and a low of 300.28, with a closing value of 322.66. This represents a YTD Gain of 5.59% and an annualized gain of 85.01%. The YTD Annualized Volatility stands at 13.14%, providing insight into the level of risk associated with this investment. The YTD Max Drawdown is -1.48%, indicating the largest drop from a peak to a trough during the period. The YTD Sharpe Ratio of 7.03 signifies the risk-adjusted return.

Historical Performance Comparison¶

Looking back, the Last Year Annualized Gain was 47.87%, coupled with a Last Year Annualized Volatility of 16.96%. The Last Year Max Drawdown was -10.77%, showcasing a higher level of risk compared to the current year. The Average Sharpe Ratio for All Years (Excluding Last) was 0.62, highlighting the overall risk-adjusted return over the years.

Market Volatility and Risk¶

The Historical Annualized Volatility (excluding current year) stands at 19.96%, higher than the current year's value, which was 13.66%. The Max Drawdown in Data (excluding current year) was -50.68%, indicating the largest drop in value experienced historically.

Current Market Condition¶

The Current last close for VUG is 322.66, with the Current MA 200 at 280.35 and the Current MA 50 at 304.69. The Current MA 5 sits at 319.95. This suggests that the price is above the MA 200, demonstrating potential bullish momentum but also nearing the MA 50, indicating a possible resistance level. The average annualized volatility a month ago was 10.34%, lower than the current value, showcasing a recent increase in market volatility. Overall, the VUG has seen a healthy YTD gain and strong risk-adjusted returns, as reflected in the high Sharpe Ratio. However, historical data shows greater volatility and drawdowns, underscoring potential risks for investors. The current market condition indicates a bullish trend, with the price above the MA 200 but approaching the MA 50, presenting a potential turning point for the stock's performance.

VUG Annual Dividends¶

Year	Annual Dividend	Dividend Yield
2023	$1.8	0.59%
2022	$1.5	0.69%
2021	$1.54	0.48%
2020	$1.68	0.67%
2019	$1.74	0.95%

VUG Montly Dividends¶

Year	Mar	Jun	Sep	Dec
2023	$0.43	$0.41	$0.38	$0.58
2022	$0.3	$0.32	$0.43	$0.45
2021	$0.38	$0.37	$0.32	$0.47
2020	$0.4	$0.42	$0.41	$0.46
2019	$0.43	$0.41	$0.39	$0.51
2018	$0.36	$0.42	$0.47	$0.53
2017	$0.38	$0.34	$0.41	$0.48
2016	$0.32	$0.32	$0.38	$0.53
2015	$0.33	$0.3	$0.35	$0.41
2014	$0.28	$0.28	$0.3	$0.41
2013	$0.23	$0.26	$0.28	$0.35
2012	$0.19	$0.21	$0.25	$0.42
2011	$0.17	$0.19	$0.17	$0.23
2010	$0.14	$0.15	$0.2	$0.2
2009	$0.15	$0.14	$0.14	$0.18
2008	$0.13	$0.14	$0.14	$0.17
2007	$0.13	$0.15	$0.15	$0.16
2006	$0.15	$0.11	$0.11	$0.15
2005	$0.11	$0.09	$0.11	$0.15
2004	$0.09	$0.07	$0.09	$0.36

Published: 2024-01-25

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