CAG vs. VDC
CAG (Conagra Brands, Inc.) is a stock, while VDC (Vanguard Consumer Staples ETF) is Consumer Staples Equities fund tracking the MSCI US Investable Market Consumer Staples 25/50 Index. Over the past 10 years, CAG returned -5.15%/yr vs 7.72%/yr for VDC. Their 0.59 correlation means they have sometimes moved together and sometimes differently.
Performance
CAG vs. VDC - Performance Comparison
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Returns By Period
In the year-to-date period, CAG achieves a -11.37% return, which is significantly lower than VDC's 10.27% return. Over the past 10 years, CAG has underperformed VDC with an annualized return of -5.15%, while VDC has yielded a comparatively higher 7.72% annualized return.
CAG
- 1D
- -3.46%
- 1M
- 2.34%
- 6M
- -18.72%
- YTD
- -11.37%
- 1Y
- -15.41%
- 3Y*
- -18.85%
- 5Y*
- -10.79%
- 10Y*
- -5.15%
- ALL TIME*
- 6.73%
VDC
- 1D
- -0.41%
- 1M
- -0.01%
- 6M
- 2.65%
- YTD
- 10.27%
- 1Y
- 8.60%
- 3Y*
- 7.73%
- 5Y*
- 6.96%
- 10Y*
- 7.72%
- ALL TIME*
- 9.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $226.36M | $226.00M | $249.69M | |
| $33.48M | $33.44M | $37.93M |
CAG vs. VDC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAG Conagra Brands, Inc. | -11.37% | -33.32% | 1.46% | -22.82% | 17.52% | -2.55% | 8.69% | 65.50% | -41.99% | -2.55% |
VDC Vanguard Consumer Staples ETF | 10.27% | 2.17% | 13.30% | 2.38% | -1.79% | 17.64% | 10.86% | 26.11% | -7.79% | 11.85% |
Correlation
The correlation between CAG and VDC is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.59 |
The correlation between CAG and VDC has been stable across timeframes, ranging from 0.59 to 0.64 - a consistent structural relationship.
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Return for Risk
CAG vs. VDC — Risk / Return Rank
CAG
VDC
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CAG | VDC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.12 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 0.97 | -1.37 |
| Martin ratioReturn relative to average drawdown | -0.78 | 1.82 | -2.60 |
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Drawdowns
CAG vs. VDC - Drawdown Comparison
The maximum CAG drawdown since its inception was -62.52%, 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.
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Drawdown Indicators
| CAG | VDC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.52% | -34.24% | -28.28% |
Max Drawdown (1Y)Largest decline over 1 year | -35.58% | -9.28% | -26.30% |
Max Drawdown (3Y)Largest decline over 3 years | -56.66% | -11.14% | -45.52% |
Max Drawdown (5Y)Largest decline over 5 years | -62.52% | -16.55% | -45.97% |
Max Drawdown (10Y)Largest decline over 10 years | -62.52% | -25.31% | -37.21% |
Current DrawdownCurrent decline from peak | -56.28% | -4.61% | -51.67% |
Average DrawdownAverage peak-to-trough decline | -15.90% | -3.74% | -12.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.20% | 4.95% | +13.25% |
Volatility
CAG vs. VDC - Volatility Comparison
Conagra Brands, Inc. (CAG) has a higher volatility of 11.15% compared to Vanguard Consumer Staples ETF (VDC) at 5.87%. 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.
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Volatility by Period
| CAG | VDC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.15% | 5.87% | +5.28% |
Volatility (6M)Calculated over the trailing 6-month period | 24.66% | 11.43% | +13.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.24% | 13.79% | +16.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.05% | 13.44% | +10.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.57% | 14.76% | +11.81% |
Dividends
CAG vs. VDC - Dividend Comparison
CAG's dividend yield for the trailing twelve months is around 8.44%, more than VDC's 2.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAG Conagra Brands, Inc. | 8.44% | 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 | 2.08% | 2.26% | 2.33% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% |
Frequently Asked Questions
CAG and VDC have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CAG has higher volatility (11.15%) compared to VDC (5.87%). In terms of maximum drawdown, CAG dropped -62.52% vs VDC's -34.24%.
VDC currently has the higher Sharpe Ratio (0.65 vs -0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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