CSW vs. VUG
CSW (CSW Industrials Inc) is a stock, while VUG (Vanguard Growth ETF) is Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. Over the past year, CSW returned -5.19% vs 26.29% for VUG. At a 0.29 correlation, their price movements are largely independent.
Performance
CSW vs. VUG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CSW achieves a -6.92% return, which is significantly lower than VUG's 7.94% return.
CSW
- 1D
- 0.22%
- 1M
- 6.52%
- YTD
- -6.92%
- 6M
- -13.70%
- 1Y
- -5.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VUG
- 1D
- 2.81%
- 1M
- 0.27%
- YTD
- 7.94%
- 6M
- 9.17%
- 1Y
- 26.29%
- 3Y*
- 24.04%
- 5Y*
- 14.43%
- 10Y*
- 18.30%
CSW vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CSW CSW Industrials Inc | -6.92% | -4.50% |
VUG Vanguard Growth ETF | 7.94% | 15.98% |
Correlation
The correlation between CSW and VUG is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2025 | 0.29 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CSW vs. VUG — Risk / Return Rank
CSW
VUG
CSW vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CSW Industrials Inc (CSW) and Vanguard Growth ETF (VUG). 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.
| CSW | VUG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -2.06 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.28 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 1.60 | -1.81 |
| Martin ratioReturn relative to average drawdown | -0.35 | 5.50 | -5.85 |
Loading charts...
Drawdowns
CSW vs. VUG - Drawdown Comparison
The maximum CSW drawdown since its inception was -25.35%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for CSW and VUG.
Loading charts...
Drawdown Indicators
| CSW | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.35% | -50.68% | +25.33% |
Max Drawdown (1Y)Largest decline over 1 year | -24.56% | -16.53% | -8.03% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.85% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.61% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.61% | — |
Current DrawdownCurrent decline from peak | -18.49% | -2.90% | -15.59% |
Average DrawdownAverage peak-to-trough decline | -13.88% | -7.09% | -6.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.93% | 4.79% | +10.14% |
Volatility
CSW vs. VUG - Volatility Comparison
CSW Industrials Inc (CSW) has a higher volatility of 12.20% compared to Vanguard Growth ETF (VUG) at 6.32%. This indicates that CSW's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CSW | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.20% | 6.32% | +5.88% |
Volatility (6M)Calculated over the trailing 6-month period | 30.57% | 13.28% | +17.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.35% | 16.65% | +23.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.29% | 22.34% | +17.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.29% | 21.51% | +18.78% |
Dividends
CSW vs. VUG - Dividend Comparison
CSW's dividend yield for the trailing twelve months is around 0.41%, more than VUG's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSW CSW Industrials Inc | 0.41% | 0.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.38% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Frequently Asked Questions
CSW and VUG have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSW has higher volatility (12.20%) compared to VUG (6.32%). In terms of maximum drawdown, CSW dropped -25.35% vs VUG's -50.68%.
VUG currently has the higher Sharpe Ratio (1.59 vs -0.13), 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.
Find the right allocation for CSW and VUG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer