CALM vs. VGT

Last updated Jul 17, 2026

CALM (Cal-Maine Foods, Inc.) is a stock, while VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, CALM returned 10.18%/yr vs 24.44%/yr for VGT. At a 0.26 correlation, their price movements are largely independent.

Performance

CALM vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cal-Maine Foods, Inc. (CALM) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CALM achieves a 12.43% return, which is significantly lower than VGT's 21.52% return. Over the past 10 years, CALM has underperformed VGT with an annualized return of 10.18%, while VGT has yielded a comparatively higher 24.44% annualized return.

CALM

• 1D: 3.42%
• 1M: 11.70%
• 6M: 16.00%
• YTD: 12.43%
• 1Y: -11.09%
• 3Y*: 33.05%
• 5Y*: 25.82%
• 10Y*: 10.18%

VGT

• 1D: -1.94%
• 1M: -2.91%
• 6M: 20.62%
• YTD: 21.52%
• 1Y: 35.18%
• 3Y*: 26.94%
• 5Y*: 18.62%
• 10Y*: 24.44%

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

CALM vs. VGT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CALM Cal-Maine Foods, Inc.	12.43%	-15.61%	87.00%	14.48%	51.87%	-1.38%	-12.19%	2.09%	-3.90%	0.62%
VGT Vanguard Information Technology ETF	21.52%	21.77%	29.30%	52.66%	-29.70%	30.45%	46.04%	48.62%	2.46%	37.08%

Correlation

The correlation between CALM and VGT is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.05
Correlation (5Y) Calculated over the trailing 5-year period	0.10
Correlation (10Y) Calculated over the trailing 10-year period	0.13
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004	0.26

The correlation between CALM and VGT shifts across timeframes, from -0.12 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

Return for Risk

CALM vs. VGT — Risk / Return Rank

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

CALM

CALM Risk / Return Rank: 31
CALM Sharpe Ratio Rank: 30
CALM Sortino Ratio Rank: 27
CALM Omega Ratio Rank: 27
CALM Calmar Ratio Rank: 34
CALM Martin Ratio Rank: 37

VGT

VGT Risk / Return Rank: 50
VGT Sharpe Ratio Rank: 55
VGT Sortino Ratio Rank: 49
VGT Omega Ratio Rank: 49
VGT Calmar Ratio Rank: 53
VGT Martin Ratio Rank: 46

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.

CALM vs. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cal-Maine Foods, Inc. (CALM) and Vanguard Information Technology ETF (VGT). 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.

	CALM	VGT	Difference
Sharpe ratio: Return per unit of total volatility	-0.33	1.51	-1.83
Sortino ratio: Return per unit of downside risk	-0.25	2.01	-2.26
Omega ratio: Gain probability vs. loss probability	0.97	1.26	-0.29
Calmar ratio: Return relative to maximum drawdown	-0.30	2.16	-2.46
Martin ratio: Return relative to average drawdown	-0.44	6.19	-6.63

CALM vs. VGT - Sharpe Ratio Comparison

The current CALM Sharpe Ratio is -0.33, which is lower than the VGT Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of CALM and VGT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CALM vs. VGT - Drawdown Comparison

The maximum CALM drawdown since its inception was -74.08%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for CALM and VGT.

Drawdown Indicators

	CALM	VGT	Difference
Max Drawdown Largest peak-to-trough decline	-74.08%	-54.63%	-19.45%
Max Drawdown (1Y) Largest decline over 1 year	-37.00%	-16.40%	-20.60%
Max Drawdown (3Y) Largest decline over 3 years	-37.00%	-27.23%	-9.77%
Max Drawdown (5Y) Largest decline over 5 years	-37.00%	-35.07%	-1.93%
Max Drawdown (10Y) Largest decline over 10 years	-39.12%	-35.07%	-4.05%
Current Drawdown Current decline from peak	-22.20%	-9.06%	-13.14%
Average Drawdown Average peak-to-trough decline	-30.30%	-7.94%	-22.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.34%	5.70%	+19.64%

Volatility

CALM vs. VGT - Volatility Comparison

Cal-Maine Foods, Inc. (CALM) has a higher volatility of 11.13% compared to Vanguard Information Technology ETF (VGT) at 8.66%. This indicates that CALM's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CALM	VGT	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.13%	8.66%	+2.47%
Volatility (6M) Calculated over the trailing 6-month period	22.02%	19.53%	+2.49%
Volatility (1Y) Calculated over the trailing 1-year period	34.13%	23.44%	+10.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.89%	25.70%	+7.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.28%	24.81%	+6.47%

Dividends

CALM vs. VGT - Dividend Comparison

CALM's dividend yield for the trailing twelve months is around 5.44%, more than VGT's 0.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CALM Cal-Maine Foods, Inc.	5.44%	10.90%	2.82%	7.51%	3.17%	0.09%	0.00%	0.98%	1.03%	0.00%	2.70%	4.10%
VGT Vanguard Information Technology ETF	0.38%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%

Frequently Asked Questions

Can I hold both CALM and VGT in my portfolio?

CALM and VGT have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CALM or VGT?

CALM has higher volatility (11.13%) compared to VGT (8.66%). In terms of maximum drawdown, CALM dropped -74.08% vs VGT's -54.63%.

Which has better risk-adjusted returns?

VGT currently has the higher Sharpe Ratio (1.51 vs -0.33), 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.