DD vs. VOOG
DD (DuPont de Nemours, Inc.) is a stock, while VOOG (Vanguard S&P 500 Growth ETF) is S&P 500 fund tracking the S&P 500 Growth Index. Over the past 5 years, DD returned 10.70%/yr vs 13.56%/yr for VOOG. Their 0.49 correlation means their historical movements had little consistent relationship.
Performance
DD vs. VOOG - Performance Comparison
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Returns By Period
In the year-to-date period, DD achieves a 18.08% return, which is significantly higher than VOOG's 12.44% return.
DD
- 1D
- 3.12%
- 1M
- 0.98%
- 6M
- 6.84%
- YTD
- 18.08%
- 1Y
- 63.97%
- 3Y*
- 15.54%
- 5Y*
- 10.70%
- 10Y*
- —
- ALL TIME*
- 9.87%
VOOG
- 1D
- 2.24%
- 1M
- 2.08%
- 6M
- 11.48%
- YTD
- 12.44%
- 1Y
- 24.29%
- 3Y*
- 25.95%
- 5Y*
- 13.56%
- 10Y*
- 17.47%
- ALL TIME*
- 16.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $269.78M | $213.16M | $204.10M | |
| $101.77M | $105.65M | $128.52M |
DD vs. VOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DD DuPont de Nemours, Inc. | 18.08% | 28.77% | 1.04% | 14.36% | -13.36% | 15.41% | 13.28% | -1.38% |
VOOG Vanguard S&P 500 Growth ETF | 12.44% | 22.11% | 35.89% | 29.96% | -29.48% | 31.95% | 33.35% | 15.71% |
Correlation
The correlation between DD and VOOG is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.41 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2019 | 0.49 |
The correlation between DD and VOOG shifts across timeframes, from 0.40 (1 year) to 0.51 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DD vs. VOOG — Risk / Return Rank
DD
VOOG
DD vs. VOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DuPont de Nemours, Inc. (DD) and Vanguard S&P 500 Growth ETF (VOOG). 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.
| DD | VOOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.24 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.71 | 1.78 | +1.93 |
| Martin ratioReturn relative to average drawdown | 10.00 | 6.45 | +3.55 |
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Drawdowns
DD vs. VOOG - Drawdown Comparison
The maximum DD drawdown since its inception was -62.03%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for DD and VOOG.
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Drawdown Indicators
| DD | VOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.03% | -32.73% | -29.30% |
Max Drawdown (1Y)Largest decline over 1 year | -17.31% | -13.71% | -3.60% |
Max Drawdown (3Y)Largest decline over 3 years | -37.84% | -22.18% | -15.66% |
Max Drawdown (5Y)Largest decline over 5 years | -40.22% | -32.73% | -7.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.73% | — |
Current DrawdownCurrent decline from peak | -7.88% | -2.24% | -5.64% |
Average DrawdownAverage peak-to-trough decline | -14.47% | -4.96% | -9.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 3.77% | +2.64% |
Volatility
DD vs. VOOG - Volatility Comparison
DuPont de Nemours, Inc. (DD) and Vanguard S&P 500 Growth ETF (VOOG) have volatilities of 6.37% and 6.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DD | VOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 6.43% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 23.84% | 14.94% | +8.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.82% | 18.03% | +12.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.01% | 21.55% | +8.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.13% | 20.89% | +13.24% |
Dividends
DD vs. VOOG - Dividend Comparison
DD's dividend yield for the trailing twelve months is around 103.01%, more than VOOG's 0.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DD DuPont de Nemours, Inc. | 103.01% | 121.72% | 1.99% | 1.87% | 1.92% | 1.49% | 1.69% | 0.93% | 0.00% | 0.00% | 0.00% | 0.00% |
VOOG Vanguard S&P 500 Growth ETF | 0.45% | 0.49% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% |
Frequently Asked Questions
DD and VOOG have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VOOG has higher volatility (6.43%) compared to DD (6.37%). In terms of maximum drawdown, DD dropped -62.03% vs VOOG's -32.73%.
DD currently has the higher Sharpe Ratio (2.09 vs 1.36), 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.
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