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

Correlation

The correlation between CHWY and VOO 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.


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.

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Key characteristics

Sharpe Ratio

CHWY:

2.27

VOO:

0.74

Sortino Ratio

CHWY:

3.99

VOO:

1.04

Omega Ratio

CHWY:

1.47

VOO:

1.15

Calmar Ratio

CHWY:

2.04

VOO:

0.68

Martin Ratio

CHWY:

15.09

VOO:

2.58

Ulcer Index

CHWY:

11.11%

VOO:

4.93%

Daily Std Dev

CHWY:

49.03%

VOO:

19.54%

Max Drawdown

CHWY:

-87.37%

VOO:

-33.99%

Current Drawdown

CHWY:

-61.88%

VOO:

-3.55%

Returns By Period

In the year-to-date period, CHWY achieves a 35.11% return, which is significantly higher than VOO's 0.90% return.


CHWY

YTD

35.11%

1M

20.67%

6M

35.44%

1Y

110.07%

3Y*

22.20%

5Y*

0.36%

10Y*

N/A

VOO

YTD

0.90%

1M

6.28%

6M

-1.46%

1Y

14.27%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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Chewy, Inc.

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CHWY vs. VOO — Risk-Adjusted Performance Rank

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

CHWY
The Risk-Adjusted Performance Rank of CHWY is 9696
Overall Rank
The Sharpe Ratio Rank of CHWY is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of CHWY is 9898
Sortino Ratio Rank
The Omega Ratio Rank of CHWY is 9696
Omega Ratio Rank
The Calmar Ratio Rank of CHWY is 9393
Calmar Ratio Rank
The Martin Ratio Rank of CHWY is 9797
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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.

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.


The current CHWY Sharpe Ratio is 2.27, which is higher than the VOO Sharpe Ratio of 0.74. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 1.29%.


TTM20242023202220212020201920182017201620152014
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
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CHWY vs. VOO - Volatility Comparison

Chewy, Inc. (CHWY) has a higher volatility of 7.83% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. 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.


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