CIVI vs. VDIGX
Compare and contrast key facts about Civitas Resources, Inc. (CIVI) and Vanguard Dividend Growth Fund (VDIGX).
VDIGX is managed by Vanguard. It was launched on May 15, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CIVI or VDIGX.
Performance
CIVI vs. VDIGX - Performance Comparison
Returns By Period
In the year-to-date period, CIVI achieves a -20.36% return, which is significantly lower than VDIGX's 12.52% return. Over the past 10 years, CIVI has underperformed VDIGX with an annualized return of -34.28%, while VDIGX has yielded a comparatively higher 10.85% annualized return.
CIVI
-20.36%
5.22%
-24.80%
-19.93%
29.40%
-34.28%
VDIGX
12.52%
-0.80%
7.33%
17.38%
10.90%
10.85%
Key characteristics
| CIVI | VDIGX | |
|---|---|---|
| Sharpe Ratio | -0.64 | 1.98 |
| Sortino Ratio | -0.73 | 2.73 |
| Omega Ratio | 0.91 | 1.35 |
| Calmar Ratio | -0.20 | 3.63 |
| Martin Ratio | -1.13 | 10.23 |
| Ulcer Index | 17.60% | 1.70% |
| Daily Std Dev | 30.93% | 8.76% |
| Max Drawdown | -99.87% | -45.23% |
| Current Drawdown | -99.10% | -2.63% |
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Correlation
The correlation between CIVI and VDIGX is 0.31, 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.
Risk-Adjusted Performance
CIVI vs. VDIGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Civitas Resources, Inc. (CIVI) and Vanguard Dividend Growth Fund (VDIGX). 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.
Dividends
CIVI vs. VDIGX - Dividend Comparison
CIVI's dividend yield for the trailing twelve months is around 4.73%, more than VDIGX's 1.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIVI Civitas Resources, Inc. | 4.73% | 5.64% | 6.34% | 2.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDIGX Vanguard Dividend Growth Fund | 1.64% | 1.69% | 1.67% | 1.46% | 1.62% | 1.72% | 2.15% | 1.92% | 1.92% | 1.93% | 1.91% | 1.80% |
Drawdowns
CIVI vs. VDIGX - Drawdown Comparison
The maximum CIVI drawdown since its inception was -99.87%, which is greater than VDIGX's maximum drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for CIVI and VDIGX. For additional features, visit the drawdowns tool.
Volatility
CIVI vs. VDIGX - Volatility Comparison
Civitas Resources, Inc. (CIVI) has a higher volatility of 9.62% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.52%. This indicates that CIVI's price experiences larger fluctuations and is considered to be riskier than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.