PortfoliosLab logo
AWI vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AWI and VONG is 0.59, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

AWI vs. VONG - Performance Comparison

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

400.00%500.00%600.00%700.00%800.00%900.00%NovemberDecember2025FebruaryMarchApril
467.46%
743.20%
AWI
VONG

Key characteristics

Sharpe Ratio

AWI:

0.78

VONG:

0.53

Sortino Ratio

AWI:

1.27

VONG:

0.90

Omega Ratio

AWI:

1.16

VONG:

1.13

Calmar Ratio

AWI:

0.91

VONG:

0.57

Martin Ratio

AWI:

2.64

VONG:

2.00

Ulcer Index

AWI:

7.55%

VONG:

6.61%

Daily Std Dev

AWI:

25.71%

VONG:

24.89%

Max Drawdown

AWI:

-80.98%

VONG:

-32.72%

Current Drawdown

AWI:

-14.34%

VONG:

-12.68%

Returns By Period

In the year-to-date period, AWI achieves a -1.80% return, which is significantly higher than VONG's -8.98% return. Over the past 10 years, AWI has underperformed VONG with an annualized return of 10.01%, while VONG has yielded a comparatively higher 15.00% annualized return.


AWI

YTD

-1.80%

1M

-4.00%

6M

2.11%

1Y

19.44%

5Y*

13.06%

10Y*

10.01%

VONG

YTD

-8.98%

1M

-1.43%

6M

-4.53%

1Y

11.91%

5Y*

17.44%

10Y*

15.00%

*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

AWI vs. VONG — Risk-Adjusted Performance Rank

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

AWI
The Risk-Adjusted Performance Rank of AWI is 7777
Overall Rank
The Sharpe Ratio Rank of AWI is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of AWI is 7373
Sortino Ratio Rank
The Omega Ratio Rank of AWI is 7070
Omega Ratio Rank
The Calmar Ratio Rank of AWI is 8383
Calmar Ratio Rank
The Martin Ratio Rank of AWI is 7878
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 6363
Overall Rank
The Sharpe Ratio Rank of VONG is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 6161
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.

AWI vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Armstrong World Industries, Inc. (AWI) 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.


The chart of Sharpe ratio for AWI, currently valued at 0.78, compared to the broader market-2.00-1.000.001.002.003.00
AWI: 0.78
VONG: 0.53
The chart of Sortino ratio for AWI, currently valued at 1.27, compared to the broader market-6.00-4.00-2.000.002.004.00
AWI: 1.27
VONG: 0.90
The chart of Omega ratio for AWI, currently valued at 1.16, compared to the broader market0.501.001.502.00
AWI: 1.16
VONG: 1.13
The chart of Calmar ratio for AWI, currently valued at 0.91, compared to the broader market0.001.002.003.004.005.00
AWI: 0.91
VONG: 0.57
The chart of Martin ratio for AWI, currently valued at 2.64, compared to the broader market-5.000.005.0010.0015.0020.00
AWI: 2.64
VONG: 2.00

The current AWI Sharpe Ratio is 0.78, which is higher than the VONG Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of AWI 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.78
0.53
AWI
VONG

Dividends

AWI vs. VONG - Dividend Comparison

AWI's dividend yield for the trailing twelve months is around 0.85%, more than VONG's 0.59% yield.


TTM20242023202220212020201920182017201620152014
AWI
Armstrong World Industries, Inc.
0.85%0.81%1.06%1.38%0.74%1.09%0.77%0.30%0.00%0.00%0.00%0.00%
VONG
Vanguard Russell 1000 Growth ETF
0.59%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

Drawdowns

AWI vs. VONG - Drawdown Comparison

The maximum AWI drawdown since its inception was -80.98%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for AWI and VONG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.34%
-12.68%
AWI
VONG

Volatility

AWI vs. VONG - Volatility Comparison

The current volatility for Armstrong World Industries, Inc. (AWI) is 12.57%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 16.63%. This indicates that AWI experiences smaller price fluctuations and is considered to be less risky 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%NovemberDecember2025FebruaryMarchApril
12.57%
16.63%
AWI
VONG