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APUE vs. CGGR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between APUE and CGGR is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

APUE vs. CGGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ActivePassive U.S. Equity ETF (APUE) and Capital Group Growth ETF (CGGR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

APUE:

0.66

CGGR:

0.88

Sortino Ratio

APUE:

0.95

CGGR:

1.23

Omega Ratio

APUE:

1.14

CGGR:

1.18

Calmar Ratio

APUE:

0.60

CGGR:

0.83

Martin Ratio

APUE:

2.20

CGGR:

2.85

Ulcer Index

APUE:

5.13%

CGGR:

6.81%

Daily Std Dev

APUE:

19.06%

CGGR:

24.75%

Max Drawdown

APUE:

-18.83%

CGGR:

-28.90%

Current Drawdown

APUE:

-4.18%

CGGR:

-4.22%

Returns By Period

In the year-to-date period, APUE achieves a 0.06% return, which is significantly lower than CGGR's 2.66% return.


APUE

YTD

0.06%

1M

6.11%

6M

-2.96%

1Y

12.50%

3Y*

N/A

5Y*

N/A

10Y*

N/A

CGGR

YTD

2.66%

1M

9.53%

6M

1.34%

1Y

21.63%

3Y*

20.07%

5Y*

N/A

10Y*

N/A

*Annualized

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ActivePassive U.S. Equity ETF

Capital Group Growth ETF

APUE vs. CGGR - Expense Ratio Comparison

APUE has a 0.33% expense ratio, which is lower than CGGR's 0.39% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

APUE vs. CGGR — Risk-Adjusted Performance Rank

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

APUE
The Risk-Adjusted Performance Rank of APUE is 5757
Overall Rank
The Sharpe Ratio Rank of APUE is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of APUE is 5454
Sortino Ratio Rank
The Omega Ratio Rank of APUE is 5656
Omega Ratio Rank
The Calmar Ratio Rank of APUE is 5959
Calmar Ratio Rank
The Martin Ratio Rank of APUE is 5757
Martin Ratio Rank

CGGR
The Risk-Adjusted Performance Rank of CGGR is 7171
Overall Rank
The Sharpe Ratio Rank of CGGR is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of CGGR is 7070
Sortino Ratio Rank
The Omega Ratio Rank of CGGR is 7373
Omega Ratio Rank
The Calmar Ratio Rank of CGGR is 7474
Calmar Ratio Rank
The Martin Ratio Rank of CGGR is 6868
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.

APUE vs. CGGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ActivePassive U.S. Equity ETF (APUE) and Capital Group Growth ETF (CGGR). 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 APUE Sharpe Ratio is 0.66, which is comparable to the CGGR Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of APUE and CGGR, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

APUE vs. CGGR - Dividend Comparison

APUE's dividend yield for the trailing twelve months is around 0.79%, more than CGGR's 0.32% yield.


TTM202420232022
APUE
ActivePassive U.S. Equity ETF
0.79%0.79%0.41%0.00%
CGGR
Capital Group Growth ETF
0.32%0.33%0.40%0.33%

Drawdowns

APUE vs. CGGR - Drawdown Comparison

The maximum APUE drawdown since its inception was -18.83%, smaller than the maximum CGGR drawdown of -28.90%. Use the drawdown chart below to compare losses from any high point for APUE and CGGR.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

APUE vs. CGGR - Volatility Comparison

The current volatility for ActivePassive U.S. Equity ETF (APUE) is 4.78%, while Capital Group Growth ETF (CGGR) has a volatility of 5.54%. This indicates that APUE experiences smaller price fluctuations and is considered to be less risky than CGGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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