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CHGG vs. VUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHGG vs. VUG - Performance Comparison

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

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CHGG vs. VUG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHGG
Chegg, Inc.
-20.29%-42.24%-85.83%-55.05%-17.69%-66.01%138.27%33.39%74.14%121.14%
VUG
Vanguard Growth ETF
-9.39%19.40%32.69%46.83%-33.16%27.35%40.25%37.03%-3.32%27.72%

Returns By Period

In the year-to-date period, CHGG achieves a -20.29% return, which is significantly lower than VUG's -9.39% return. Over the past 10 years, CHGG has underperformed VUG with an annualized return of -16.10%, while VUG has yielded a comparatively higher 16.16% annualized return.


CHGG

1D
10.33%
1M
12.78%
YTD
-20.29%
6M
-50.91%
1Y
15.97%
3Y*
-64.31%
5Y*
-61.55%
10Y*
-16.10%

VUG

1D
1.09%
1M
-4.37%
YTD
-9.39%
6M
-8.17%
1Y
18.52%
3Y*
21.59%
5Y*
11.67%
10Y*
16.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CHGG vs. VUG — Risk / Return Rank

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

CHGG
CHGG Risk / Return Rank: 5151
Overall Rank
CHGG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
CHGG Sortino Ratio Rank: 6060
Sortino Ratio Rank
CHGG Omega Ratio Rank: 5555
Omega Ratio Rank
CHGG Calmar Ratio Rank: 4646
Calmar Ratio Rank
CHGG Martin Ratio Rank: 4545
Martin Ratio Rank

VUG
VUG Risk / Return Rank: 4444
Overall Rank
VUG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 4646
Sortino Ratio Rank
VUG Omega Ratio Rank: 4646
Omega Ratio Rank
VUG Calmar Ratio Rank: 4444
Calmar Ratio Rank
VUG Martin Ratio Rank: 4343
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.

CHGG vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chegg, Inc. (CHGG) and Vanguard Growth ETF (VUG). 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.


CHGGVUGDifference

Sharpe ratio

Return per unit of total volatility

0.14

0.82

-0.68

Sortino ratio

Return per unit of downside risk

1.12

1.32

-0.21

Omega ratio

Gain probability vs. loss probability

1.12

1.19

-0.06

Calmar ratio

Return relative to maximum drawdown

0.16

1.19

-1.03

Martin ratio

Return relative to average drawdown

0.30

4.15

-3.85

CHGG vs. VUG - Sharpe Ratio Comparison

The current CHGG Sharpe Ratio is 0.14, which is lower than the VUG Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of CHGG and VUG, 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


CHGGVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

0.82

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.73

0.53

-1.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.24

0.76

-0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.28

0.57

-0.86

Correlation

The correlation between CHGG and VUG is 0.39, 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

CHGG vs. VUG - Dividend Comparison

CHGG has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.45%.


TTM20252024202320222021202020192018201720162015
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%
VUG
Vanguard Growth ETF
0.45%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%

Drawdowns

CHGG vs. VUG - Drawdown Comparison

The maximum CHGG drawdown since its inception was -99.60%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for CHGG and VUG.


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Drawdown Indicators


CHGGVUGDifference

Max Drawdown

Largest peak-to-trough decline

-99.60%

-50.68%

-48.92%

Max Drawdown (1Y)

Largest decline over 1 year

-75.54%

-16.53%

-59.01%

Max Drawdown (5Y)

Largest decline over 5 years

-99.53%

-35.61%

-63.92%

Max Drawdown (10Y)

Largest decline over 10 years

-99.60%

-35.61%

-63.99%

Current Drawdown

Current decline from peak

-99.35%

-12.25%

-87.10%

Average Drawdown

Average peak-to-trough decline

-44.58%

-7.13%

-37.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.62%

4.72%

+34.90%

Volatility

CHGG vs. VUG - Volatility Comparison

Chegg, Inc. (CHGG) has a higher volatility of 40.17% compared to Vanguard Growth ETF (VUG) at 7.12%. This indicates that CHGG's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHGGVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

40.17%

7.12%

+33.05%

Volatility (6M)

Calculated over the trailing 6-month period

74.44%

12.70%

+61.74%

Volatility (1Y)

Calculated over the trailing 1-year period

111.33%

22.70%

+88.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

84.52%

22.22%

+62.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.44%

21.38%

+47.06%