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CSGP vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CSGP and VGT is 0.57, 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.


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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Key characteristics

Sharpe Ratio

CSGP:

-0.34

VGT:

0.36

Sortino Ratio

CSGP:

-0.40

VGT:

0.80

Omega Ratio

CSGP:

0.95

VGT:

1.11

Calmar Ratio

CSGP:

-0.44

VGT:

0.48

Martin Ratio

CSGP:

-1.12

VGT:

1.54

Ulcer Index

CSGP:

11.89%

VGT:

8.43%

Daily Std Dev

CSGP:

31.82%

VGT:

30.26%

Max Drawdown

CSGP:

-71.10%

VGT:

-54.63%

Current Drawdown

CSGP:

-25.57%

VGT:

-6.10%

Returns By Period

In the year-to-date period, CSGP achieves a 3.70% return, which is significantly higher than VGT's -2.26% return. Over the past 10 years, CSGP has underperformed VGT with an annualized return of 13.52%, while VGT has yielded a comparatively higher 19.80% annualized return.


CSGP

YTD

3.70%

1M

-9.18%

6M

-9.43%

1Y

-10.83%

3Y*

6.48%

5Y*

2.48%

10Y*

13.52%

VGT

YTD

-2.26%

1M

11.26%

6M

-1.35%

1Y

10.96%

3Y*

19.44%

5Y*

19.28%

10Y*

19.80%

*Annualized

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CoStar Group, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CSGP vs. VGT — Risk-Adjusted Performance Rank

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

CSGP
The Risk-Adjusted Performance Rank of CSGP is 2525
Overall Rank
The Sharpe Ratio Rank of CSGP is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of CSGP is 2424
Sortino Ratio Rank
The Omega Ratio Rank of CSGP is 2525
Omega Ratio Rank
The Calmar Ratio Rank of CSGP is 2323
Calmar Ratio Rank
The Martin Ratio Rank of CSGP is 2121
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 4545
Overall Rank
The Sharpe Ratio Rank of VGT is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 4646
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 4646
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5151
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current CSGP Sharpe Ratio is -0.34, which is lower than the VGT Sharpe Ratio of 0.36. 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 0.52%.


TTM20242023202220212020201920182017201620152014
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
0.52%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CSGP vs. VGT - Volatility Comparison

CoStar Group, Inc. (CSGP) has a higher volatility of 12.99% compared to Vanguard Information Technology ETF (VGT) at 6.63%. 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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