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

Key characteristics


AWIVONG
YTD Return19.25%8.33%
1Y Return74.08%34.79%
3Y Return (Ann)6.25%8.74%
5Y Return (Ann)7.06%16.71%
10Y Return (Ann)8.90%15.62%
Sharpe Ratio3.132.49
Daily Std Dev25.25%15.10%
Max Drawdown-80.98%-32.72%
Current Drawdown-6.23%-3.27%

Correlation

-0.50.00.51.00.5

The correlation between AWI and VONG is 0.53, 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.

Performance

AWI vs. VONG - Performance Comparison

In the year-to-date period, AWI achieves a 19.25% return, which is significantly higher than VONG's 8.33% return. Over the past 10 years, AWI has underperformed VONG with an annualized return of 8.90%, while VONG has yielded a comparatively higher 15.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2024FebruaryMarchApril
56.99%
26.10%
AWI
VONG

Compare stocks, funds, or ETFs

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


Armstrong World Industries, Inc.

Vanguard Russell 1000 Growth ETF

Risk-Adjusted Performance

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.


AWI
Sharpe ratio
The chart of Sharpe ratio for AWI, currently valued at 3.13, compared to the broader market-2.00-1.000.001.002.003.004.003.13
Sortino ratio
The chart of Sortino ratio for AWI, currently valued at 4.75, compared to the broader market-4.00-2.000.002.004.006.004.75
Omega ratio
The chart of Omega ratio for AWI, currently valued at 1.55, compared to the broader market0.501.001.501.55
Calmar ratio
The chart of Calmar ratio for AWI, currently valued at 1.71, compared to the broader market0.002.004.006.001.71
Martin ratio
The chart of Martin ratio for AWI, currently valued at 17.95, compared to the broader market0.0010.0020.0030.0017.95
VONG
Sharpe ratio
The chart of Sharpe ratio for VONG, currently valued at 2.49, compared to the broader market-2.00-1.000.001.002.003.004.002.49
Sortino ratio
The chart of Sortino ratio for VONG, currently valued at 3.45, compared to the broader market-4.00-2.000.002.004.006.003.45
Omega ratio
The chart of Omega ratio for VONG, currently valued at 1.43, compared to the broader market0.501.001.501.43
Calmar ratio
The chart of Calmar ratio for VONG, currently valued at 1.81, compared to the broader market0.002.004.006.001.81
Martin ratio
The chart of Martin ratio for VONG, currently valued at 13.11, compared to the broader market0.0010.0020.0030.0013.11

AWI vs. VONG - Sharpe Ratio Comparison

The current AWI Sharpe Ratio is 3.13, which roughly equals the VONG Sharpe Ratio of 2.49. The chart below compares the 12-month rolling Sharpe Ratio of AWI and VONG.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50NovemberDecember2024FebruaryMarchApril
3.13
2.49
AWI
VONG

Dividends

AWI vs. VONG - Dividend Comparison

AWI's dividend yield for the trailing twelve months is around 0.91%, more than VONG's 0.69% yield.


TTM20232022202120202019201820172016201520142013
AWI
Armstrong World Industries, Inc.
0.91%1.06%1.38%0.74%1.09%0.77%0.30%0.00%0.00%0.00%0.00%0.00%
VONG
Vanguard Russell 1000 Growth ETF
0.69%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.23%
-3.27%
AWI
VONG

Volatility

AWI vs. VONG - Volatility Comparison

Armstrong World Industries, Inc. (AWI) and Vanguard Russell 1000 Growth ETF (VONG) have volatilities of 4.79% and 4.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
4.79%
4.97%
AWI
VONG