CHRD vs. VEU

Last updated Jun 5, 2026

CHRD (Chord Energy Corp) is a stock, while VEU (Vanguard FTSE All-World ex-US ETF) is Foreign Large Cap Equities fund tracking the FTSE All-World ex US Index. Over the past 5 years, CHRD returned 20.14%/yr vs 8.71%/yr for VEU. At a 0.26 correlation, their price movements are largely independent.

Performance

CHRD vs. VEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chord Energy Corp (CHRD) and Vanguard FTSE All-World ex-US ETF (VEU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CHRD achieves a 54.03% return, which is significantly higher than VEU's 14.77% return.

CHRD

• 1D: -0.39%
• 1M: -5.27%
• YTD: 54.03%
• 6M: 47.67%
• 1Y: 58.53%
• 3Y*: 4.33%
• 5Y*: 20.14%
• 10Y*: —

VEU

• 1D: 0.15%
• 1M: 3.74%
• YTD: 14.77%
• 6M: 17.23%
• 1Y: 31.73%
• 3Y*: 19.86%
• 5Y*: 8.71%
• 10Y*: 9.88%

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

CHRD vs. VEU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
CHRD Chord Energy Corp	54.03%	-16.37%	-24.26%	31.74%	34.13%	260.89%	19.55%
VEU Vanguard FTSE All-World ex-US ETF	14.77%	32.35%	5.56%	15.84%	-15.58%	8.27%	5.42%

Correlation

The correlation between CHRD and VEU is -0.14, 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	-0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (5Y) Calculated over the trailing 5-year period	0.26
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020	0.26

The correlation between CHRD and VEU shifts across timeframes, from -0.14 (1 year) to 0.26 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

CHRD vs. VEU — Risk / Return Rank

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

CHRD

CHRD Risk / Return Rank: 78
CHRD Sharpe Ratio Rank: 83
CHRD Sortino Ratio Rank: 76
CHRD Omega Ratio Rank: 75
CHRD Calmar Ratio Rank: 78
CHRD Martin Ratio Rank: 76

VEU

VEU Risk / Return Rank: 62
VEU Sharpe Ratio Rank: 64
VEU Sortino Ratio Rank: 63
VEU Omega Ratio Rank: 64
VEU Calmar Ratio Rank: 57
VEU Martin Ratio Rank: 61

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.

CHRD vs. VEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chord Energy Corp (CHRD) and Vanguard FTSE All-World ex-US ETF (VEU). 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.

	CHRD	VEU	Difference
Sharpe ratio: Return per unit of total volatility	1.57	2.09	-0.51
Sortino ratio: Return per unit of downside risk	2.09	2.89	-0.80
Omega ratio: Gain probability vs. loss probability	1.26	1.38	-0.12
Calmar ratio: Return relative to maximum drawdown	2.39	2.79	-0.40
Martin ratio: Return relative to average drawdown	5.23	10.84	-5.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CHRD vs. VEU - Sharpe Ratio Comparison

The current CHRD Sharpe Ratio is 1.57, which is comparable to the VEU Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of CHRD and VEU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CHRD	VEU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.57	2.09	-0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	0.54	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.09	0.25	+0.84

Drawdowns

CHRD vs. VEU - Drawdown Comparison

The maximum CHRD drawdown since its inception was -53.91%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for CHRD and VEU.

Drawdown Indicators

	CHRD	VEU	Difference
Max Drawdown Largest peak-to-trough decline	-53.91%	-61.52%	+7.61%
Max Drawdown (1Y) Largest decline over 1 year	-24.58%	-11.43%	-13.15%
Max Drawdown (3Y) Largest decline over 3 years	-53.91%	-13.69%	-40.22%
Max Drawdown (5Y) Largest decline over 5 years	-53.91%	-29.31%	-24.60%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.98%	—
Current Drawdown Current decline from peak	-16.44%	-0.82%	-15.62%
Average Drawdown Average peak-to-trough decline	-16.55%	-13.13%	-3.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.22%	2.93%	+8.29%

Volatility

CHRD vs. VEU - Volatility Comparison

Chord Energy Corp (CHRD) has a higher volatility of 11.49% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 5.45%. This indicates that CHRD's price experiences larger fluctuations and is considered to be riskier than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CHRD	VEU	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.49%	5.45%	+6.04%
Volatility (6M) Calculated over the trailing 6-month period	28.80%	13.04%	+15.76%
Volatility (1Y) Calculated over the trailing 1-year period	37.56%	15.28%	+22.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.53%	16.06%	+23.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.19%	17.20%	+22.99%

Dividends

CHRD vs. VEU - Dividend Comparison

CHRD's dividend yield for the trailing twelve months is around 3.71%, more than VEU's 2.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CHRD Chord Energy Corp	3.71%	5.61%	10.13%	7.15%	19.76%	4.46%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VEU Vanguard FTSE All-World ex-US ETF	2.60%	3.09%	3.24%	3.32%	3.12%	3.08%	2.00%	3.10%	3.27%	2.66%	2.96%	2.95%

Frequently Asked Questions

Can I hold both CHRD and VEU in my portfolio?

CHRD and VEU have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CHRD or VEU?

CHRD has higher volatility (11.49%) compared to VEU (5.45%). In terms of maximum drawdown, CHRD dropped -53.91% vs VEU's -61.52%.

Which has better risk-adjusted returns?

VEU currently has the higher Sharpe Ratio (2.09 vs 1.57), 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.