CMRE vs. VONG
CMRE (Costamare Inc.) is a stock, while VONG (Vanguard Russell 1000 Growth ETF) is Large Cap Growth Equities fund tracking the Russell 1000 Growth Index. Over the past 10 years, CMRE returned 14.11%/yr vs 18.39%/yr for VONG. At a 0.32 correlation, their price movements are largely independent.
Performance
CMRE vs. VONG - Performance Comparison
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Returns By Period
In the year-to-date period, CMRE achieves a -1.48% return, which is significantly lower than VONG's 1.56% return. Over the past 10 years, CMRE has underperformed VONG with an annualized return of 14.11%, while VONG has yielded a comparatively higher 18.39% annualized return.
CMRE
- 1D
- 0.59%
- 1M
- -6.58%
- YTD
- -1.48%
- 6M
- -0.66%
- 1Y
- 74.98%
- 3Y*
- 35.69%
- 5Y*
- 16.05%
- 10Y*
- 14.11%
VONG
- 1D
- -1.57%
- 1M
- -3.99%
- YTD
- 1.56%
- 6M
- 0.27%
- 1Y
- 18.03%
- 3Y*
- 21.88%
- 5Y*
- 13.07%
- 10Y*
- 18.39%
CMRE vs. VONG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMRE Costamare Inc. | -1.48% | 73.07% | 28.07% | 17.60% | -21.93% | 59.04% | -7.26% | 132.86% | -19.11% | 9.57% |
VONG Vanguard Russell 1000 Growth ETF | 1.56% | 18.45% | 33.20% | 42.67% | -29.18% | 27.60% | 38.30% | 36.06% | -1.53% | 30.05% |
Correlation
The correlation between CMRE and VONG is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2010 | 0.32 |
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Return for Risk
CMRE vs. VONG — Risk / Return Rank
CMRE
VONG
CMRE vs. VONG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Costamare Inc. (CMRE) and Vanguard Russell 1000 Growth ETF (VONG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CMRE | VONG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.22 | ||
| Sortino ratioReturn per unit of downside risk | +1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.20 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 5.15 | 1.12 | +4.04 |
| Martin ratioReturn relative to average drawdown | 13.70 | 3.64 | +10.06 |
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Drawdowns
CMRE vs. VONG - Drawdown Comparison
The maximum CMRE drawdown since its inception was -78.24%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for CMRE and VONG.
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Drawdown Indicators
| CMRE | VONG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.24% | -32.72% | -45.52% |
Max Drawdown (1Y)Largest decline over 1 year | -14.63% | -16.23% | +1.60% |
Max Drawdown (3Y)Largest decline over 3 years | -50.07% | -23.27% | -26.80% |
Max Drawdown (5Y)Largest decline over 5 years | -52.88% | -32.72% | -20.16% |
Max Drawdown (10Y)Largest decline over 10 years | -66.54% | -32.72% | -33.82% |
Current DrawdownCurrent decline from peak | -13.78% | -6.82% | -6.96% |
Average DrawdownAverage peak-to-trough decline | -33.42% | -4.88% | -28.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.49% | 4.97% | +0.52% |
Volatility
CMRE vs. VONG - Volatility Comparison
Costamare Inc. (CMRE) has a higher volatility of 9.37% compared to Vanguard Russell 1000 Growth ETF (VONG) at 6.04%. This indicates that CMRE's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMRE | VONG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.37% | 6.04% | +3.33% |
Volatility (6M)Calculated over the trailing 6-month period | 23.81% | 12.59% | +11.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.16% | 16.17% | +15.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.40% | 21.45% | +16.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.34% | 20.92% | +23.42% |
Dividends
CMRE vs. VONG - Dividend Comparison
CMRE's dividend yield for the trailing twelve months is around 3.00%, more than VONG's 0.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMRE Costamare Inc. | 3.00% | 2.54% | 3.58% | 4.42% | 9.11% | 3.40% | 4.83% | 4.20% | 9.11% | 6.93% | 17.32% | 11.04% |
VONG Vanguard Russell 1000 Growth ETF | 0.47% | 0.45% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% |
Frequently Asked Questions
CMRE and VONG have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMRE has higher volatility (9.37%) compared to VONG (6.04%). In terms of maximum drawdown, CMRE dropped -78.24% vs VONG's -32.72%.
CMRE currently has the higher Sharpe Ratio (2.35 vs 1.12), 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.
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