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CALY vs. VTEB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CALY vs. VTEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Callaway Golf Company (CALY) and Vanguard Tax-Exempt Bond ETF (VTEB). The values are adjusted to include any dividend payments, if applicable.

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CALY vs. VTEB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CALY
Callaway Golf Company
18.42%48.47%-45.19%-27.39%-28.02%14.29%13.39%38.88%10.07%27.51%
VTEB
Vanguard Tax-Exempt Bond ETF
0.09%3.72%1.31%6.15%-7.99%1.14%5.19%7.35%1.04%4.87%

Returns By Period

In the year-to-date period, CALY achieves a 18.42% return, which is significantly higher than VTEB's 0.09% return. Over the past 10 years, CALY has outperformed VTEB with an annualized return of 4.38%, while VTEB has yielded a comparatively lower 2.09% annualized return.


CALY

1D
-0.43%
1M
-2.68%
YTD
18.42%
6M
41.16%
1Y
119.37%
3Y*
-13.86%
5Y*
-12.63%
10Y*
4.38%

VTEB

1D
0.32%
1M
-1.61%
YTD
0.09%
6M
1.54%
1Y
3.92%
3Y*
2.78%
5Y*
0.88%
10Y*
2.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CALY vs. VTEB — Risk / Return Rank

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

CALY
CALY Risk / Return Rank: 8787
Overall Rank
CALY Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CALY Sortino Ratio Rank: 8383
Sortino Ratio Rank
CALY Omega Ratio Rank: 8383
Omega Ratio Rank
CALY Calmar Ratio Rank: 9191
Calmar Ratio Rank
CALY Martin Ratio Rank: 9191
Martin Ratio Rank

VTEB
VTEB Risk / Return Rank: 4848
Overall Rank
VTEB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VTEB Sortino Ratio Rank: 4343
Sortino Ratio Rank
VTEB Omega Ratio Rank: 5959
Omega Ratio Rank
VTEB Calmar Ratio Rank: 4646
Calmar Ratio Rank
VTEB Martin Ratio Rank: 3939
Martin Ratio Rank
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.

CALY vs. VTEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Callaway Golf Company (CALY) and Vanguard Tax-Exempt Bond ETF (VTEB). 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.


CALYVTEBDifference

Sharpe ratio

Return per unit of total volatility

1.86

0.99

+0.87

Sortino ratio

Return per unit of downside risk

2.34

1.25

+1.09

Omega ratio

Gain probability vs. loss probability

1.32

1.23

+0.09

Calmar ratio

Return relative to maximum drawdown

4.47

1.25

+3.21

Martin ratio

Return relative to average drawdown

11.84

3.69

+8.16

CALY vs. VTEB - Sharpe Ratio Comparison

The current CALY Sharpe Ratio is 1.86, which is higher than the VTEB Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of CALY and VTEB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CALYVTEBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

0.99

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

0.23

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

0.40

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.45

-0.35

Correlation

The correlation between CALY and VTEB is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CALY vs. VTEB - Dividend Comparison

CALY has not paid dividends to shareholders, while VTEB's dividend yield for the trailing twelve months is around 3.37%.


TTM20252024202320222021202020192018201720162015
CALY
Callaway Golf Company
0.00%0.00%0.00%0.00%0.00%0.00%0.08%0.19%0.26%0.29%0.36%0.42%
VTEB
Vanguard Tax-Exempt Bond ETF
3.37%3.29%3.14%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%

Drawdowns

CALY vs. VTEB - Drawdown Comparison

The maximum CALY drawdown since its inception was -85.06%, which is greater than VTEB's maximum drawdown of -17.00%. Use the drawdown chart below to compare losses from any high point for CALY and VTEB.


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Drawdown Indicators


CALYVTEBDifference

Max Drawdown

Largest peak-to-trough decline

-85.06%

-17.00%

-68.06%

Max Drawdown (1Y)

Largest decline over 1 year

-24.56%

-3.45%

-21.11%

Max Drawdown (5Y)

Largest decline over 5 years

-85.06%

-12.64%

-72.42%

Max Drawdown (10Y)

Largest decline over 10 years

-85.06%

-17.00%

-68.06%

Current Drawdown

Current decline from peak

-62.94%

-1.86%

-61.08%

Average Drawdown

Average peak-to-trough decline

-50.32%

-2.35%

-47.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.27%

1.17%

+8.10%

Volatility

CALY vs. VTEB - Volatility Comparison

Callaway Golf Company (CALY) has a higher volatility of 13.88% compared to Vanguard Tax-Exempt Bond ETF (VTEB) at 1.37%. This indicates that CALY's price experiences larger fluctuations and is considered to be riskier than VTEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CALYVTEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.88%

1.37%

+12.51%

Volatility (6M)

Calculated over the trailing 6-month period

41.49%

1.87%

+39.62%

Volatility (1Y)

Calculated over the trailing 1-year period

64.74%

4.00%

+60.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.61%

3.88%

+46.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.90%

5.25%

+43.65%