CAG vs. VDC

Last updated Apr 1, 2026

Compare and contrast key facts about Conagra Brands, Inc. (CAG) and Vanguard Consumer Staples ETF (VDC).

VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004.

Performance

CAG vs. VDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Conagra Brands, Inc. (CAG) and Vanguard Consumer Staples ETF (VDC). The values are adjusted to include any dividend payments, if applicable.

CAG vs. VDC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CAG Conagra Brands, Inc.	-7.39%	-33.32%	1.46%	-22.82%	17.52%	-2.55%	8.69%	65.50%	-41.99%	-2.55%
VDC Vanguard Consumer Staples ETF	6.90%	2.17%	13.30%	2.38%	-1.79%	17.64%	10.86%	26.11%	-7.79%	11.85%

Returns By Period

In the year-to-date period, CAG achieves a -7.39% return, which is significantly lower than VDC's 6.90% return. Over the past 10 years, CAG has underperformed VDC with an annualized return of -4.43%, while VDC has yielded a comparatively higher 7.72% annualized return.

CAG

• 1D: -0.06%
• 1M: -18.34%
• YTD: -7.39%
• 6M: -10.65%
• 1Y: -36.62%
• 3Y*: -20.96%
• 5Y*: -11.78%
• 10Y*: -4.43%

VDC

• 1D: 0.23%
• 1M: -7.52%
• YTD: 6.90%
• 6M: 6.26%
• 1Y: 4.94%
• 3Y*: 7.68%
• 5Y*: 7.34%
• 10Y*: 7.72%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CAG vs. VDC — Risk / Return Rank

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

CAG

CAG Risk / Return Rank: 5
CAG Sharpe Ratio Rank: 1
CAG Sortino Ratio Rank: 2
CAG Omega Ratio Rank: 4
CAG Calmar Ratio Rank: 7
CAG Martin Ratio Rank: 13

VDC

VDC Risk / Return Rank: 25
VDC Sharpe Ratio Rank: 24
VDC Sortino Ratio Rank: 24
VDC Omega Ratio Rank: 22
VDC Calmar Ratio Rank: 31
VDC Martin Ratio Rank: 26

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.

CAG vs. VDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Conagra Brands, Inc. (CAG) and Vanguard Consumer Staples ETF (VDC). 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.

	CAG	VDC	Difference
Sharpe ratio Return per unit of total volatility	-1.35	0.36	-1.72
Sortino ratio Return per unit of downside risk	-2.01	0.62	-2.64
Omega ratio Gain probability vs. loss probability	0.78	1.08	-0.30
Calmar ratio Return relative to maximum drawdown	-0.93	0.71	-1.63
Martin ratio Return relative to average drawdown	-1.40	1.76	-3.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CAG vs. VDC - Sharpe Ratio Comparison

The current CAG Sharpe Ratio is -1.35, which is lower than the VDC Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of CAG and VDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CAG	VDC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.35	0.36	-1.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.52	0.57	-1.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.17	0.53	-0.70
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.67	-0.41

Correlation

The correlation between CAG and VDC 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.

Dividends

CAG vs. VDC - Dividend Comparison

CAG's dividend yield for the trailing twelve months is around 8.91%, more than VDC's 2.15% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CAG Conagra Brands, Inc.	8.91%	8.09%	5.05%	4.75%	3.32%	3.44%	2.52%	2.48%	3.98%	2.19%	29.36%	2.37%
VDC Vanguard Consumer Staples ETF	2.15%	2.26%	2.33%	2.65%	2.37%	2.14%	2.50%	2.44%	2.78%	2.52%	2.39%	2.55%

Drawdowns

CAG vs. VDC - Drawdown Comparison

The maximum CAG drawdown since its inception was -56.95%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for CAG and VDC.

Drawdown Indicators

	CAG	VDC	Difference
Max Drawdown Largest peak-to-trough decline	-56.95%	-34.24%	-22.71%
Max Drawdown (1Y) Largest decline over 1 year	-39.13%	-9.28%	-29.85%
Max Drawdown (5Y) Largest decline over 5 years	-55.94%	-16.55%	-39.39%
Max Drawdown (10Y) Largest decline over 10 years	-55.94%	-25.31%	-30.63%
Current Drawdown Current decline from peak	-54.32%	-7.52%	-46.80%
Average Drawdown Average peak-to-trough decline	-15.56%	-3.71%	-11.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.04%	3.73%	+22.31%

Volatility

CAG vs. VDC - Volatility Comparison

Conagra Brands, Inc. (CAG) has a higher volatility of 10.71% compared to Vanguard Consumer Staples ETF (VDC) at 3.89%. This indicates that CAG's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CAG	VDC	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.71%	3.89%	+6.82%
Volatility (6M) Calculated over the trailing 6-month period	21.41%	8.98%	+12.43%
Volatility (1Y) Calculated over the trailing 1-year period	27.13%	13.75%	+13.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.93%	12.98%	+9.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.98%	14.59%	+11.39%