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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.


-0.50.00.51.00.4

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.

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
40.12%
217.28%
CWH
VOO

Key characteristics

Sharpe Ratio

CWH:

-0.34

VOO:

2.25

Sortino Ratio

CWH:

-0.19

VOO:

2.98

Omega Ratio

CWH:

0.98

VOO:

1.42

Calmar Ratio

CWH:

-0.29

VOO:

3.31

Martin Ratio

CWH:

-0.78

VOO:

14.77

Ulcer Index

CWH:

20.79%

VOO:

1.90%

Daily Std Dev

CWH:

47.99%

VOO:

12.46%

Max Drawdown

CWH:

-90.83%

VOO:

-33.99%

Current Drawdown

CWH:

-45.73%

VOO:

-2.47%

Returns By Period

In the year-to-date period, CWH achieves a -17.04% return, which is significantly lower than VOO's 26.02% return.


CWH

YTD

-17.04%

1M

-6.11%

6M

19.91%

1Y

-19.22%

5Y*

13.93%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for CWH, currently valued at -0.34, compared to the broader market-4.00-2.000.002.00-0.342.25
The chart of Sortino ratio for CWH, currently valued at -0.19, compared to the broader market-4.00-2.000.002.004.00-0.192.98
The chart of Omega ratio for CWH, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.42
The chart of Calmar ratio for CWH, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.293.31
The chart of Martin ratio for CWH, currently valued at -0.78, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.7814.77
CWH
VOO

The current CWH Sharpe Ratio is -0.34, which is lower than the VOO Sharpe Ratio of 2.25. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.34
2.25
CWH
VOO

Dividends

CWH vs. VOO - Dividend Comparison

CWH's dividend yield for the trailing twelve months is around 2.35%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
CWH
Camping World Holdings, Inc.
2.35%5.71%11.20%4.28%5.67%4.15%5.34%1.66%0.25%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-45.73%
-2.47%
CWH
VOO

Volatility

CWH vs. VOO - Volatility Comparison

Camping World Holdings, Inc. (CWH) has a higher volatility of 12.40% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. 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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.40%
3.75%
CWH
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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