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ARW vs. VONG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARW vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arrow Electronics, Inc. (ARW) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

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ARW vs. VONG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARW
Arrow Electronics, Inc.
33.08%-2.60%-7.47%16.91%-22.12%38.00%14.82%22.90%-14.25%12.78%
VONG
Vanguard Russell 1000 Growth ETF
-8.97%18.45%33.20%42.67%-29.18%27.60%38.30%36.06%-1.53%30.05%

Returns By Period

In the year-to-date period, ARW achieves a 33.08% return, which is significantly higher than VONG's -8.97% return. Over the past 10 years, ARW has underperformed VONG with an annualized return of 8.42%, while VONG has yielded a comparatively higher 16.75% annualized return.


ARW

1D
2.25%
1M
-2.22%
YTD
33.08%
6M
20.49%
1Y
42.06%
3Y*
5.50%
5Y*
5.51%
10Y*
8.42%

VONG

1D
0.91%
1M
-4.62%
YTD
-8.97%
6M
-8.47%
1Y
18.72%
3Y*
21.47%
5Y*
12.55%
10Y*
16.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ARW vs. VONG — Risk / Return Rank

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

ARW
ARW Risk / Return Rank: 7575
Overall Rank
ARW Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ARW Sortino Ratio Rank: 7474
Sortino Ratio Rank
ARW Omega Ratio Rank: 7575
Omega Ratio Rank
ARW Calmar Ratio Rank: 7373
Calmar Ratio Rank
ARW Martin Ratio Rank: 7272
Martin Ratio Rank

VONG
VONG Risk / Return Rank: 4545
Overall Rank
VONG Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VONG Sortino Ratio Rank: 4848
Sortino Ratio Rank
VONG Omega Ratio Rank: 4747
Omega Ratio Rank
VONG Calmar Ratio Rank: 4545
Calmar Ratio Rank
VONG Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ARW vs. VONG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arrow Electronics, Inc. (ARW) and Vanguard Russell 1000 Growth ETF (VONG). 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.


ARWVONGDifference

Sharpe ratio

Return per unit of total volatility

1.24

0.84

+0.40

Sortino ratio

Return per unit of downside risk

1.84

1.36

+0.48

Omega ratio

Gain probability vs. loss probability

1.26

1.19

+0.07

Calmar ratio

Return relative to maximum drawdown

1.75

1.22

+0.53

Martin ratio

Return relative to average drawdown

4.17

4.16

+0.02

ARW vs. VONG - Sharpe Ratio Comparison

The current ARW Sharpe Ratio is 1.24, which is higher than the VONG Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of ARW and VONG, 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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Sharpe Ratios by Period


ARWVONGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.84

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.59

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.81

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.84

-0.68

Correlation

The correlation between ARW and VONG 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.


Dividends

ARW vs. VONG - Dividend Comparison

ARW has not paid dividends to shareholders, while VONG's dividend yield for the trailing twelve months is around 0.50%.


TTM20252024202320222021202020192018201720162015
ARW
Arrow Electronics, 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%
VONG
Vanguard Russell 1000 Growth ETF
0.50%0.45%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%

Drawdowns

ARW vs. VONG - Drawdown Comparison

The maximum ARW drawdown since its inception was -86.03%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for ARW and VONG.


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Drawdown Indicators


ARWVONGDifference

Max Drawdown

Largest peak-to-trough decline

-86.03%

-32.72%

-53.31%

Max Drawdown (1Y)

Largest decline over 1 year

-23.54%

-16.23%

-7.31%

Max Drawdown (5Y)

Largest decline over 5 years

-38.16%

-32.72%

-5.44%

Max Drawdown (10Y)

Largest decline over 10 years

-52.77%

-32.72%

-20.05%

Current Drawdown

Current decline from peak

-8.16%

-12.29%

+4.13%

Average Drawdown

Average peak-to-trough decline

-29.42%

-4.90%

-24.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.88%

4.78%

+5.10%

Volatility

ARW vs. VONG - Volatility Comparison

Arrow Electronics, Inc. (ARW) has a higher volatility of 9.80% compared to Vanguard Russell 1000 Growth ETF (VONG) at 6.81%. This indicates that ARW's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARWVONGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.80%

6.81%

+2.99%

Volatility (6M)

Calculated over the trailing 6-month period

23.42%

12.37%

+11.05%

Volatility (1Y)

Calculated over the trailing 1-year period

34.09%

22.42%

+11.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.39%

21.35%

+7.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.18%

20.82%

+8.36%