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

Correlation

The correlation between CHWY and VUG is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

CHWY vs. VUG - Performance Comparison

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

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
-7.17%
168.51%
CHWY
VUG

Key characteristics

Sharpe Ratio

CHWY:

0.62

VUG:

2.07

Sortino Ratio

CHWY:

1.41

VUG:

2.69

Omega Ratio

CHWY:

1.16

VUG:

1.38

Calmar Ratio

CHWY:

0.43

VUG:

2.75

Martin Ratio

CHWY:

1.68

VUG:

10.80

Ulcer Index

CHWY:

22.15%

VUG:

3.31%

Daily Std Dev

CHWY:

60.03%

VUG:

17.24%

Max Drawdown

CHWY:

-87.37%

VUG:

-50.68%

Current Drawdown

CHWY:

-72.63%

VUG:

-2.93%

Returns By Period

In the year-to-date period, CHWY achieves a 37.45% return, which is significantly higher than VUG's 34.17% return.


CHWY

YTD

37.45%

1M

-1.40%

6M

27.37%

1Y

38.80%

5Y*

2.24%

10Y*

N/A

VUG

YTD

34.17%

1M

2.91%

6M

11.45%

1Y

35.73%

5Y*

18.80%

10Y*

15.80%

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Risk-Adjusted Performance

CHWY vs. VUG - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for CHWY, currently valued at 0.65, compared to the broader market-4.00-2.000.002.000.652.07
The chart of Sortino ratio for CHWY, currently valued at 1.44, compared to the broader market-4.00-2.000.002.004.001.442.69
The chart of Omega ratio for CHWY, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.38
The chart of Calmar ratio for CHWY, currently valued at 0.44, compared to the broader market0.002.004.006.000.442.75
The chart of Martin ratio for CHWY, currently valued at 1.75, compared to the broader market0.0010.0020.001.7510.80
CHWY
VUG

The current CHWY Sharpe Ratio is 0.62, which is lower than the VUG Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of CHWY 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.65
2.07
CHWY
VUG

Dividends

CHWY vs. VUG - Dividend Comparison

CHWY has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.47%.


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%
VUG
Vanguard Growth ETF
0.33%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

CHWY vs. VUG - Drawdown Comparison

The maximum CHWY drawdown since its inception was -87.37%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for CHWY and VUG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-72.63%
-2.93%
CHWY
VUG

Volatility

CHWY vs. VUG - Volatility Comparison

Chewy, Inc. (CHWY) has a higher volatility of 12.93% compared to Vanguard Growth ETF (VUG) at 4.79%. This indicates that CHWY'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.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
12.93%
4.79%
CHWY
VUG
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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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