CALM vs. VGSH
CALM (Cal-Maine Foods, Inc.) is a stock, while VGSH (Vanguard Short-Term Treasury ETF) is Government Bonds fund tracking the Bloomberg U.S. Treasury 1-3 Year Index. Over the past 10 years, CALM returned 8.39%/yr vs 1.74%/yr for VGSH. At a correlation of -0.09, they often move in opposite directions.
Performance
CALM vs. VGSH - Performance Comparison
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Returns By Period
In the year-to-date period, CALM achieves a -4.04% return, which is significantly lower than VGSH's 0.48% return. Over the past 10 years, CALM has outperformed VGSH with an annualized return of 8.39%, while VGSH has yielded a comparatively lower 1.74% annualized return.
CALM
- 1D
- 1.10%
- 1M
- 0.80%
- YTD
- -4.04%
- 6M
- -7.64%
- 1Y
- -18.41%
- 3Y*
- 22.93%
- 5Y*
- 22.21%
- 10Y*
- 8.39%
VGSH
- 1D
- -0.03%
- 1M
- 0.08%
- YTD
- 0.48%
- 6M
- 0.74%
- 1Y
- 3.43%
- 3Y*
- 4.15%
- 5Y*
- 1.81%
- 10Y*
- 1.74%
CALM vs. VGSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | -4.04% | -15.61% | 87.00% | 14.48% | 51.87% | -1.38% | -12.19% | 2.09% | -3.90% | 0.62% |
VGSH Vanguard Short-Term Treasury ETF | 0.48% | 5.07% | 4.00% | 4.31% | -3.86% | -0.60% | 3.04% | 3.52% | 1.55% | 0.04% |
Correlation
The correlation between CALM and VGSH is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2009 | -0.09 |
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Return for Risk
CALM vs. VGSH — Risk / Return Rank
CALM
VGSH
CALM vs. VGSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cal-Maine Foods, Inc. (CALM) and Vanguard Short-Term Treasury ETF (VGSH). 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.
| CALM | VGSH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.24 | ||
| Sortino ratioReturn per unit of downside risk | -5.07 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.57 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 3.90 | -4.40 |
| Martin ratioReturn relative to average drawdown | -0.79 | 15.52 | -16.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CALM | VGSH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.56 | 2.68 | -3.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.93 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 1.11 | -0.84 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 1.01 | -0.63 |
Drawdowns
CALM vs. VGSH - Drawdown Comparison
The maximum CALM drawdown since its inception was -74.08%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for CALM and VGSH.
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Drawdown Indicators
| CALM | VGSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.08% | -5.70% | -68.38% |
Max Drawdown (1Y)Largest decline over 1 year | -37.00% | -0.88% | -36.12% |
Max Drawdown (3Y)Largest decline over 3 years | -37.00% | -0.97% | -36.03% |
Max Drawdown (5Y)Largest decline over 5 years | -37.00% | -5.66% | -31.34% |
Max Drawdown (10Y)Largest decline over 10 years | -39.12% | -5.70% | -33.42% |
Current DrawdownCurrent decline from peak | -33.59% | -0.29% | -33.30% |
Average DrawdownAverage peak-to-trough decline | -30.31% | -0.60% | -29.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.36% | 0.22% | +23.14% |
Volatility
CALM vs. VGSH - Volatility Comparison
Cal-Maine Foods, Inc. (CALM) has a higher volatility of 7.35% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.35%. This indicates that CALM's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CALM | VGSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 0.35% | +7.00% |
Volatility (6M)Calculated over the trailing 6-month period | 20.50% | 0.88% | +19.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.15% | 1.29% | +31.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.60% | 1.97% | +30.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.16% | 1.57% | +29.59% |
Dividends
CALM vs. VGSH - Dividend Comparison
CALM's dividend yield for the trailing twelve months is around 6.37%, more than VGSH's 3.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | 6.37% | 10.90% | 2.82% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% |
VGSH Vanguard Short-Term Treasury ETF | 3.87% | 4.00% | 4.18% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.84% | 0.69% |
Frequently Asked Questions
CALM and VGSH have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CALM has higher volatility (7.35%) compared to VGSH (0.35%). In terms of maximum drawdown, CALM dropped -74.08% vs VGSH's -5.70%.
VGSH currently has the higher Sharpe Ratio (2.68 vs -0.56), 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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