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ARW vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ARW and VONG is 0.62, 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.


-0.50.00.51.00.6

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.

300.00%400.00%500.00%600.00%700.00%800.00%900.00%SeptemberOctoberNovemberDecember2025February
315.65%
810.09%
ARW
VONG

Key characteristics

Sharpe Ratio

ARW:

-0.27

VONG:

1.12

Sortino Ratio

ARW:

-0.18

VONG:

1.54

Omega Ratio

ARW:

0.98

VONG:

1.21

Calmar Ratio

ARW:

-0.26

VONG:

1.52

Martin Ratio

ARW:

-0.70

VONG:

5.60

Ulcer Index

ARW:

9.87%

VONG:

3.57%

Daily Std Dev

ARW:

26.19%

VONG:

17.89%

Max Drawdown

ARW:

-81.12%

VONG:

-32.72%

Current Drawdown

ARW:

-26.00%

VONG:

-5.76%

Returns By Period

In the year-to-date period, ARW achieves a -4.46% return, which is significantly lower than VONG's -1.76% return. Over the past 10 years, ARW has underperformed VONG with an annualized return of 5.52%, while VONG has yielded a comparatively higher 15.95% annualized return.


ARW

YTD

-4.46%

1M

-7.63%

6M

-20.00%

1Y

-10.08%

5Y*

9.48%

10Y*

5.52%

VONG

YTD

-1.76%

1M

-3.99%

6M

8.16%

1Y

18.34%

5Y*

18.61%

10Y*

15.95%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ARW vs. VONG — Risk-Adjusted Performance Rank

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

ARW
The Risk-Adjusted Performance Rank of ARW is 3232
Overall Rank
The Sharpe Ratio Rank of ARW is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of ARW is 2929
Sortino Ratio Rank
The Omega Ratio Rank of ARW is 2929
Omega Ratio Rank
The Calmar Ratio Rank of ARW is 3333
Calmar Ratio Rank
The Martin Ratio Rank of ARW is 3434
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 5656
Overall Rank
The Sharpe Ratio Rank of VONG is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 5151
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 6060
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.

ARW vs. VONG - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for ARW, currently valued at -0.27, compared to the broader market-3.00-2.00-1.000.001.002.003.00-0.271.12
The chart of Sortino ratio for ARW, currently valued at -0.18, compared to the broader market-4.00-2.000.002.004.00-0.181.54
The chart of Omega ratio for ARW, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.21
The chart of Calmar ratio for ARW, currently valued at -0.26, compared to the broader market0.001.002.003.004.005.006.00-0.261.52
The chart of Martin ratio for ARW, currently valued at -0.70, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.705.60
ARW
VONG

The current ARW Sharpe Ratio is -0.27, which is lower than the VONG Sharpe Ratio of 1.12. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.27
1.12
ARW
VONG

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 0.56%.


TTM20242023202220212020201920182017201620152014
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
0.56%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

Drawdowns

ARW vs. VONG - Drawdown Comparison

The maximum ARW drawdown since its inception was -81.12%, 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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-26.00%
-5.76%
ARW
VONG

Volatility

ARW vs. VONG - Volatility Comparison

Arrow Electronics, Inc. (ARW) has a higher volatility of 6.86% compared to Vanguard Russell 1000 Growth ETF (VONG) at 4.98%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
6.86%
4.98%
ARW
VONG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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