DUOL vs. PULS
DUOL (Duolingo, Inc.) is a stock, while PULS (PGIM Ultra Short Bond ETF) is Ultrashort Bond fund actively managed by PGIM. Over the past 3 years, DUOL returned -8.39%/yr vs 5.59%/yr for PULS. At a 0.03 correlation, their price movements are largely independent.
Performance
DUOL vs. PULS - Performance Comparison
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Returns By Period
In the year-to-date period, DUOL achieves a -30.13% return, which is significantly lower than PULS's 1.88% return.
DUOL
- 1D
- -0.98%
- 1M
- 9.43%
- YTD
- -30.13%
- 6M
- -37.52%
- 1Y
- -74.37%
- 3Y*
- -8.39%
- 5Y*
- —
- 10Y*
- —
PULS
- 1D
- 0.04%
- 1M
- 0.38%
- YTD
- 1.88%
- 6M
- 2.10%
- 1Y
- 4.67%
- 3Y*
- 5.59%
- 5Y*
- 4.14%
- 10Y*
- —
DUOL vs. PULS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DUOL Duolingo, Inc. | -30.13% | -45.87% | 42.93% | 218.92% | -32.97% | -24.96% |
PULS PGIM Ultra Short Bond ETF | 1.88% | 4.97% | 6.12% | 6.26% | 1.52% | 0.07% |
Correlation
The correlation between DUOL and PULS is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2021 | 0.03 |
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Return for Risk
DUOL vs. PULS — Risk / Return Rank
DUOL
PULS
DUOL vs. PULS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Duolingo, Inc. (DUOL) and PGIM Ultra Short Bond ETF (PULS). 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.
| DUOL | PULS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.60 | ||
| Sortino ratioReturn per unit of downside risk | -35.23 | ||
| Omega ratioGain probability vs. loss probability | 0.72 | 7.59 | -6.87 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 52.47 | -53.39 |
| Martin ratioReturn relative to average drawdown | -1.26 | 317.38 | -318.64 |
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Drawdowns
DUOL vs. PULS - Drawdown Comparison
The maximum DUOL drawdown since its inception was -83.35%, which is greater than PULS's maximum drawdown of -5.85%. Use the drawdown chart below to compare losses from any high point for DUOL and PULS.
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Drawdown Indicators
| DUOL | PULS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.35% | -5.85% | -77.50% |
Max Drawdown (1Y)Largest decline over 1 year | -81.19% | -0.09% | -81.10% |
Max Drawdown (3Y)Largest decline over 3 years | -83.35% | -0.34% | -83.01% |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.79% | — |
Current DrawdownCurrent decline from peak | -77.32% | 0.00% | -77.32% |
Average DrawdownAverage peak-to-trough decline | -35.76% | -0.09% | -35.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 59.48% | 0.01% | +59.47% |
Volatility
DUOL vs. PULS - Volatility Comparison
Duolingo, Inc. (DUOL) has a higher volatility of 15.67% compared to PGIM Ultra Short Bond ETF (PULS) at 0.11%. This indicates that DUOL's price experiences larger fluctuations and is considered to be riskier than PULS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUOL | PULS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.67% | 0.11% | +15.56% |
Volatility (6M)Calculated over the trailing 6-month period | 40.94% | 0.30% | +40.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.97% | 0.41% | +62.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.21% | 0.70% | +65.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 66.21% | 1.33% | +64.88% |
Dividends
DUOL vs. PULS - Dividend Comparison
DUOL has not paid dividends to shareholders, while PULS's dividend yield for the trailing twelve months is around 4.57%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DUOL Duolingo, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PULS PGIM Ultra Short Bond ETF | 4.57% | 4.78% | 5.62% | 5.48% | 2.30% | 1.19% | 1.85% | 2.69% | 1.87% |
Frequently Asked Questions
DUOL and PULS have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DUOL has higher volatility (15.67%) compared to PULS (0.11%). In terms of maximum drawdown, DUOL dropped -83.35% vs PULS's -5.85%.
PULS currently has the higher Sharpe Ratio (11.41 vs -1.19), 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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