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

Correlation

The correlation between CWH and VOO is 0.41, 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

CWH vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Camping World Holdings, Inc. (CWH) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CWH:

-0.53

VOO:

0.52

Sortino Ratio

CWH:

-0.34

VOO:

0.89

Omega Ratio

CWH:

0.96

VOO:

1.13

Calmar Ratio

CWH:

-0.37

VOO:

0.57

Martin Ratio

CWH:

-1.26

VOO:

2.18

Ulcer Index

CWH:

20.55%

VOO:

4.85%

Daily Std Dev

CWH:

55.97%

VOO:

19.11%

Max Drawdown

CWH:

-90.83%

VOO:

-33.99%

Current Drawdown

CWH:

-62.32%

VOO:

-7.67%

Returns By Period

In the year-to-date period, CWH achieves a -29.81% return, which is significantly lower than VOO's -3.41% return.


CWH

YTD

-29.81%

1M

13.45%

6M

-37.39%

1Y

-29.84%

5Y*

5.14%

10Y*

N/A

VOO

YTD

-3.41%

1M

7.59%

6M

-5.06%

1Y

9.79%

5Y*

15.86%

10Y*

12.42%

*Annualized

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Risk-Adjusted Performance

CWH vs. VOO — Risk-Adjusted Performance Rank

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

CWH
The Risk-Adjusted Performance Rank of CWH is 2424
Overall Rank
The Sharpe Ratio Rank of CWH is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of CWH is 2727
Sortino Ratio Rank
The Omega Ratio Rank of CWH is 2828
Omega Ratio Rank
The Calmar Ratio Rank of CWH is 2828
Calmar Ratio Rank
The Martin Ratio Rank of CWH is 1616
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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.

CWH vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Camping World Holdings, Inc. (CWH) 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.


The current CWH Sharpe Ratio is -0.53, which is lower than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of CWH and VOO, 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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Dividends

CWH vs. VOO - Dividend Comparison

CWH's dividend yield for the trailing twelve months is around 3.41%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
CWH
Camping World Holdings, Inc.
3.41%2.37%5.71%11.20%4.28%5.67%4.15%5.34%1.66%0.25%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

CWH vs. VOO - Drawdown Comparison

The maximum CWH drawdown since its inception was -90.83%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CWH and VOO. For additional features, visit the drawdowns tool.


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Volatility

CWH vs. VOO - Volatility Comparison

Camping World Holdings, Inc. (CWH) has a higher volatility of 23.91% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. This indicates that CWH'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.


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