ETN vs VICR: returns, Sharpe ratio and drawdown

Over the past year, VICR returned +229.94% against +3.59% for ETN. Over five years, ETN averaged +19.02% a year, compared with +4.82% for VICR. VICR had the higher Sharpe ratio over the past year (1.66 vs 0.18), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -18.55% for ETN and -53.66% for VICR.