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CSGP vs. VGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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CSGP vs. VGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSGP
CoStar Group, Inc.
-40.01%-6.08%-18.08%13.08%-2.21%-14.50%54.48%77.36%13.60%57.54%
VGT
Vanguard Information Technology ETF
-7.34%21.77%29.30%52.66%-29.70%30.45%46.04%48.62%2.46%37.08%

Returns By Period

In the year-to-date period, CSGP achieves a -40.01% return, which is significantly lower than VGT's -7.34% return. Over the past 10 years, CSGP has underperformed VGT with an annualized return of 8.02%, while VGT has yielded a comparatively higher 21.35% annualized return.


CSGP

1D
-1.32%
1M
-9.61%
YTD
-40.01%
6M
-52.19%
1Y
-49.08%
3Y*
-16.32%
5Y*
-14.08%
10Y*
8.02%

VGT

1D
4.34%
1M
-3.89%
YTD
-7.34%
6M
-6.36%
1Y
29.19%
3Y*
22.58%
5Y*
14.54%
10Y*
21.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CSGP vs. VGT — Risk / Return Rank

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

CSGP
CSGP Risk / Return Rank: 55
Overall Rank
CSGP Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CSGP Sortino Ratio Rank: 44
Sortino Ratio Rank
CSGP Omega Ratio Rank: 33
Omega Ratio Rank
CSGP Calmar Ratio Rank: 1111
Calmar Ratio Rank
CSGP Martin Ratio Rank: 44
Martin Ratio Rank

VGT
VGT Risk / Return Rank: 6767
Overall Rank
VGT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 6969
Sortino Ratio Rank
VGT Omega Ratio Rank: 6666
Omega Ratio Rank
VGT Calmar Ratio Rank: 7373
Calmar Ratio Rank
VGT Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CSGP vs. VGT - Risk-Adjusted Trends 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.


CSGPVGTDifference

Sharpe ratio

Return per unit of total volatility

-1.24

1.08

-2.31

Sortino ratio

Return per unit of downside risk

-1.77

1.65

-3.42

Omega ratio

Gain probability vs. loss probability

0.75

1.23

-0.48

Calmar ratio

Return relative to maximum drawdown

-0.83

1.77

-2.60

Martin ratio

Return relative to average drawdown

-1.79

5.47

-7.26

CSGP vs. VGT - Sharpe Ratio Comparison

The current CSGP Sharpe Ratio is -1.24, which is lower than the VGT Sharpe Ratio of 1.08. 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.


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Sharpe Ratios by Period


CSGPVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.24

1.08

-2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.41

0.58

-1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.88

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.61

-0.27

Correlation

The correlation between CSGP and VGT is 0.55, 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.


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 0.44%.


TTM20252024202320222021202020192018201720162015
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
0.44%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

CSGP vs. VGT - Drawdown Comparison

The maximum CSGP drawdown since its inception was -71.11%, 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.


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Drawdown Indicators


CSGPVGTDifference

Max Drawdown

Largest peak-to-trough decline

-71.11%

-54.63%

-16.48%

Max Drawdown (1Y)

Largest decline over 1 year

-58.93%

-16.40%

-42.53%

Max Drawdown (5Y)

Largest decline over 5 years

-60.13%

-35.07%

-25.06%

Max Drawdown (10Y)

Largest decline over 10 years

-60.13%

-35.07%

-25.06%

Current Drawdown

Current decline from peak

-59.55%

-12.77%

-46.78%

Average Drawdown

Average peak-to-trough decline

-21.98%

-8.00%

-13.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.44%

5.30%

+22.14%

Volatility

CSGP vs. VGT - Volatility Comparison

CoStar Group, Inc. (CSGP) has a higher volatility of 10.60% compared to Vanguard Information Technology ETF (VGT) at 7.99%. 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.


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Volatility by Period


CSGPVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.60%

7.99%

+2.61%

Volatility (6M)

Calculated over the trailing 6-month period

32.90%

16.31%

+16.59%

Volatility (1Y)

Calculated over the trailing 1-year period

39.86%

27.24%

+12.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.38%

25.07%

+9.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.42%

24.48%

+7.94%