CGASY vs. VOO
CGASY (China Resources Gas Group Ltd ADR) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, CGASY returned -14.82%/yr vs 12.83%/yr for VOO. Their 0.03 correlation means their historical movements had little consistent relationship.
Performance
CGASY vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, CGASY achieves a -23.95% return, which is significantly lower than VOO's 10.16% return.
CGASY
- 1D
- 0.00%
- 1M
- 14.55%
- 6M
- -23.95%
- YTD
- -23.95%
- 1Y
- -16.86%
- 3Y*
- -13.44%
- 5Y*
- -14.82%
- 10Y*
- —
- ALL TIME*
- -10.72%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $2.37K | $1.21K | |
| $3.82B | $3.78B | $5.44B |
CGASY vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CGASY China Resources Gas Group Ltd ADR | -23.95% | 3.63% | 6.10% | -42.07% | 10.10% | -10.67% | 6.02% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 16.05% |
Correlation
The correlation between CGASY and VOO is 0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.03 |
Correlation (3Y) Balances recent behavior with more history. | -0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2020 | 0.03 |
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Return for Risk
CGASY vs. VOO — Risk / Return Rank
CGASY
VOO
CGASY vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for China Resources Gas Group Ltd ADR (CGASY) and Vanguard S&P 500 ETF (VOO). 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.
| CGASY | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.08 | ||
| Sortino ratioReturn per unit of downside risk | -2.66 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.28 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 2.21 | -2.72 |
| Martin ratioReturn relative to average drawdown | -1.72 | 9.44 | -11.15 |
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Drawdowns
CGASY vs. VOO - Drawdown Comparison
The maximum CGASY drawdown since its inception was -63.49%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CGASY and VOO.
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Drawdown Indicators
| CGASY | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.49% | -33.99% | -29.50% |
Max Drawdown (1Y)Largest decline over 1 year | -33.61% | -8.90% | -24.71% |
Max Drawdown (3Y)Largest decline over 3 years | -47.15% | -18.69% | -28.46% |
Max Drawdown (5Y)Largest decline over 5 years | -63.49% | -24.52% | -38.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -58.18% | -1.38% | -56.80% |
Average DrawdownAverage peak-to-trough decline | -29.22% | -3.67% | -25.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.89% | 2.08% | +7.81% |
Volatility
CGASY vs. VOO - Volatility Comparison
China Resources Gas Group Ltd ADR (CGASY) has a higher volatility of 22.66% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that CGASY's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGASY | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.66% | 3.54% | +19.12% |
Volatility (6M)Calculated over the trailing 6-month period | 30.29% | 10.10% | +20.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.50% | 12.82% | +18.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.58% | 16.93% | +14.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.92% | 18.01% | +10.91% |
Dividends
CGASY vs. VOO - Dividend Comparison
CGASY's dividend yield for the trailing twelve months is around 6.21%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGASY China Resources Gas Group Ltd ADR | 6.21% | 4.61% | 5.81% | 5.59% | 3.30% | 2.59% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
CGASY and VOO have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CGASY has higher volatility (22.66%) compared to VOO (3.54%). In terms of maximum drawdown, CGASY dropped -63.49% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs -0.54), 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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