PortfoliosLab logo
CHGG vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CHGG and VOO is 0.37, 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.


Performance

CHGG vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chegg, Inc. (CHGG) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

CHGG:

-0.92

VOO:

0.70

Sortino Ratio

CHGG:

-2.07

VOO:

1.15

Omega Ratio

CHGG:

0.77

VOO:

1.17

Calmar Ratio

CHGG:

-0.85

VOO:

0.76

Martin Ratio

CHGG:

-1.34

VOO:

2.93

Ulcer Index

CHGG:

63.55%

VOO:

4.86%

Daily Std Dev

CHGG:

92.08%

VOO:

19.43%

Max Drawdown

CHGG:

-99.59%

VOO:

-33.99%

Current Drawdown

CHGG:

-99.35%

VOO:

-4.59%

Returns By Period

In the year-to-date period, CHGG achieves a -53.93% return, which is significantly lower than VOO's -0.19% return. Over the past 10 years, CHGG has underperformed VOO with an annualized return of -21.40%, while VOO has yielded a comparatively higher 12.67% annualized return.


CHGG

YTD

-53.93%

1M

54.54%

6M

-60.12%

1Y

-84.15%

5Y*

-59.24%

10Y*

-21.40%

VOO

YTD

-0.19%

1M

9.25%

6M

-1.98%

1Y

13.44%

5Y*

17.53%

10Y*

12.67%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CHGG vs. VOO — Risk-Adjusted Performance Rank

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

CHGG
The Risk-Adjusted Performance Rank of CHGG is 55
Overall Rank
The Sharpe Ratio Rank of CHGG is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of CHGG is 22
Sortino Ratio Rank
The Omega Ratio Rank of CHGG is 44
Omega Ratio Rank
The Calmar Ratio Rank of CHGG is 22
Calmar Ratio Rank
The Martin Ratio Rank of CHGG is 1111
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7676
Overall Rank
The Sharpe Ratio Rank of VOO is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CHGG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chegg, Inc. (CHGG) 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.


The current CHGG Sharpe Ratio is -0.92, which is lower than the VOO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of CHGG and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

CHGG vs. VOO - Dividend Comparison

CHGG has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
CHGG
Chegg, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

CHGG vs. VOO - Drawdown Comparison

The maximum CHGG drawdown since its inception was -99.59%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CHGG and VOO. For additional features, visit the drawdowns tool.


Loading data...

Volatility

CHGG vs. VOO - Volatility Comparison

Chegg, Inc. (CHGG) has a higher volatility of 15.34% compared to Vanguard S&P 500 ETF (VOO) at 6.36%. This indicates that CHGG'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.


Loading data...