CAG vs. VDC

In the year-to-date period, CAG achieves a -10.75% return, which is significantly lower than VDC's 3.49% return. Over the past 10 years, CAG has underperformed VDC with an annualized return of 1.60%, while VDC has yielded a comparatively higher 8.35% annualized return.

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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.

The current CAG Sharpe Ratio is -0.79, which is lower than the VDC Sharpe Ratio of 0.79. 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.

CAG's dividend yield for the trailing twelve months is around 7.27%, more than VDC's 2.41% yield.

The maximum CAG drawdown since its inception was -56.94%, 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. For additional features, visit the drawdowns tool.

Conagra Brands, Inc. (CAG) and Vanguard Consumer Staples ETF (VDC) have volatilities of 7.76% and 7.89%, 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.