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

Key characteristics


CSGPVOO
YTD Return6.02%7.31%
1Y Return20.06%25.21%
3Y Return (Ann)-0.37%8.45%
5Y Return (Ann)13.69%13.50%
10Y Return (Ann)19.14%12.57%
Sharpe Ratio0.972.36
Daily Std Dev29.74%11.75%
Max Drawdown-71.10%-33.99%
Current Drawdown-7.11%-2.94%

Correlation

-0.50.00.51.00.6

The correlation between CSGP and VOO is 0.60, 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. VOO - Performance Comparison

In the year-to-date period, CSGP achieves a 6.02% return, which is significantly lower than VOO's 7.31% return. Over the past 10 years, CSGP has outperformed VOO with an annualized return of 19.14%, while VOO has yielded a comparatively lower 12.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
31.27%
24.73%
CSGP
VOO

Compare stocks, funds, or ETFs

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


CoStar Group, Inc.

Vanguard S&P 500 ETF

Risk-Adjusted Performance

CSGP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CoStar Group, Inc. (CSGP) and Vanguard S&P 500 ETF (VOO). 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.


CSGP
Sharpe ratio
The chart of Sharpe ratio for CSGP, currently valued at 0.97, compared to the broader market-2.00-1.000.001.002.003.004.000.97
Sortino ratio
The chart of Sortino ratio for CSGP, currently valued at 1.52, compared to the broader market-4.00-2.000.002.004.006.001.52
Omega ratio
The chart of Omega ratio for CSGP, currently valued at 1.20, compared to the broader market0.501.001.501.20
Calmar ratio
The chart of Calmar ratio for CSGP, currently valued at 0.99, compared to the broader market0.002.004.006.000.99
Martin ratio
The chart of Martin ratio for CSGP, currently valued at 2.99, compared to the broader market0.0010.0020.0030.002.99
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.36, compared to the broader market-2.00-1.000.001.002.003.004.002.36
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.40, compared to the broader market-4.00-2.000.002.004.006.003.40
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.41, compared to the broader market0.501.001.501.41
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.05, compared to the broader market0.002.004.006.002.05
Martin ratio
The chart of Martin ratio for VOO, currently valued at 9.64, compared to the broader market0.0010.0020.0030.009.64

CSGP vs. VOO - Sharpe Ratio Comparison

The current CSGP Sharpe Ratio is 0.97, which is lower than the VOO Sharpe Ratio of 2.36. The chart below compares the 12-month rolling Sharpe Ratio of CSGP and VOO.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.97
2.36
CSGP
VOO

Dividends

CSGP vs. VOO - Dividend Comparison

CSGP has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.37%.


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%
VOO
Vanguard S&P 500 ETF
1.37%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

CSGP vs. VOO - Drawdown Comparison

The maximum CSGP drawdown since its inception was -71.10%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CSGP and VOO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-7.11%
-2.94%
CSGP
VOO

Volatility

CSGP vs. VOO - Volatility Comparison

CoStar Group, Inc. (CSGP) has a higher volatility of 12.95% compared to Vanguard S&P 500 ETF (VOO) at 3.60%. This indicates that CSGP's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
12.95%
3.60%
CSGP
VOO