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CHWY vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CHWY and VOO is 0.38, 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.


-0.50.00.51.00.4

Performance

CHWY vs. VOO - Performance Comparison

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

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-3.63%
124.35%
CHWY
VOO

Key characteristics

Sharpe Ratio

CHWY:

0.73

VOO:

2.25

Sortino Ratio

CHWY:

1.55

VOO:

2.98

Omega Ratio

CHWY:

1.18

VOO:

1.42

Calmar Ratio

CHWY:

0.50

VOO:

3.31

Martin Ratio

CHWY:

1.99

VOO:

14.77

Ulcer Index

CHWY:

22.15%

VOO:

1.90%

Daily Std Dev

CHWY:

60.12%

VOO:

12.46%

Max Drawdown

CHWY:

-87.37%

VOO:

-33.99%

Current Drawdown

CHWY:

-71.59%

VOO:

-2.47%

Returns By Period

In the year-to-date period, CHWY achieves a 42.70% return, which is significantly higher than VOO's 26.02% return.


CHWY

YTD

42.70%

1M

-2.60%

6M

32.39%

1Y

34.56%

5Y*

3.01%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

CHWY vs. VOO - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for CHWY, currently valued at 0.73, compared to the broader market-4.00-2.000.002.000.732.25
The chart of Sortino ratio for CHWY, currently valued at 1.55, compared to the broader market-4.00-2.000.002.004.001.552.98
The chart of Omega ratio for CHWY, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.42
The chart of Calmar ratio for CHWY, currently valued at 0.50, compared to the broader market0.002.004.006.000.503.31
The chart of Martin ratio for CHWY, currently valued at 1.99, compared to the broader market-5.000.005.0010.0015.0020.0025.001.9914.77
CHWY
VOO

The current CHWY Sharpe Ratio is 0.73, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of CHWY 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.73
2.25
CHWY
VOO

Dividends

CHWY vs. VOO - Dividend Comparison

CHWY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
CHWY
Chewy, 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
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

CHWY vs. VOO - Drawdown Comparison

The maximum CHWY drawdown since its inception was -87.37%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CHWY and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-71.59%
-2.47%
CHWY
VOO

Volatility

CHWY vs. VOO - Volatility Comparison

Chewy, Inc. (CHWY) has a higher volatility of 13.55% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that CHWY'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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
13.55%
3.75%
CHWY
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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