PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CSGP vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CSGP and VGT is 0.56, 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.


-0.50.00.51.00.6

Performance

CSGP vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CoStar Group, Inc. (CSGP) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

1,200.00%1,400.00%1,600.00%1,800.00%JulyAugustSeptemberOctoberNovemberDecember
1,630.20%
1,448.46%
CSGP
VGT

Key characteristics

Sharpe Ratio

CSGP:

-0.59

VGT:

1.55

Sortino Ratio

CSGP:

-0.73

VGT:

2.05

Omega Ratio

CSGP:

0.92

VGT:

1.28

Calmar Ratio

CSGP:

-0.58

VGT:

2.18

Martin Ratio

CSGP:

-0.99

VGT:

7.80

Ulcer Index

CSGP:

17.56%

VGT:

4.26%

Daily Std Dev

CSGP:

29.31%

VGT:

21.45%

Max Drawdown

CSGP:

-71.10%

VGT:

-54.63%

Current Drawdown

CSGP:

-28.37%

VGT:

-2.41%

Returns By Period

In the year-to-date period, CSGP achieves a -18.25% return, which is significantly lower than VGT's 31.34% return. Over the past 10 years, CSGP has underperformed VGT with an annualized return of 14.37%, while VGT has yielded a comparatively higher 20.77% annualized return.


CSGP

YTD

-18.25%

1M

-6.33%

6M

-3.38%

1Y

-17.95%

5Y*

3.41%

10Y*

14.37%

VGT

YTD

31.34%

1M

2.11%

6M

9.77%

1Y

31.45%

5Y*

22.00%

10Y*

20.77%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CSGP vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CoStar Group, Inc. (CSGP) and Vanguard Information Technology ETF (VGT). 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 CSGP, currently valued at -0.59, compared to the broader market-4.00-2.000.002.00-0.591.55
The chart of Sortino ratio for CSGP, currently valued at -0.73, compared to the broader market-4.00-2.000.002.004.00-0.732.05
The chart of Omega ratio for CSGP, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.28
The chart of Calmar ratio for CSGP, currently valued at -0.58, compared to the broader market0.002.004.006.00-0.582.18
The chart of Martin ratio for CSGP, currently valued at -0.99, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.997.80
CSGP
VGT

The current CSGP Sharpe Ratio is -0.59, which is lower than the VGT Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of CSGP and VGT, 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
-0.59
1.55
CSGP
VGT

Dividends

CSGP vs. VGT - Dividend Comparison

CSGP has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.59%.


TTM20232022202120202019201820172016201520142013
CSGP
CoStar Group, 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%
VGT
Vanguard Information Technology ETF
0.59%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

CSGP vs. VGT - Drawdown Comparison

The maximum CSGP drawdown since its inception was -71.10%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for CSGP and VGT. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.37%
-2.41%
CSGP
VGT

Volatility

CSGP vs. VGT - Volatility Comparison

CoStar Group, Inc. (CSGP) has a higher volatility of 9.78% compared to Vanguard Information Technology ETF (VGT) at 5.62%. This indicates that CSGP's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
9.78%
5.62%
CSGP
VGT
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab