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DUOL vs. VYMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DUOL vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Duolingo, Inc. (DUOL) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DUOL achieves a -21.51% return, which is significantly lower than VYMI's 18.16% return.


DUOL

1D
1.44%
1M
9.53%
6M
14.52%
YTD
-21.51%
1Y
-60.91%
3Y*
0.09%
5Y*
-1.16%
10Y*
ALL TIME*
-0.52%

VYMI

1D
0.45%
1M
4.99%
6M
10.02%
YTD
18.16%
1Y
33.89%
3Y*
22.89%
5Y*
13.93%
10Y*
11.00%
ALL TIME*
11.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$152.29M$137.41M$163.12M
$81.12M$82.35M$91.64M

DUOL vs. VYMI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DUOL
Duolingo, Inc.
-21.51%-45.87%42.93%218.92%-32.97%-24.96%
VYMI
Vanguard International High Dividend Yield ETF
18.16%38.05%7.06%17.07%-7.02%2.39%

Correlation

The correlation between DUOL and VYMI is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.03

Correlation (3Y)
Balances recent behavior with more history.

0.17

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.25

Correlation (All Time)
Calculated using the full available price history since Jul 28, 2021

0.24

The correlation between DUOL and VYMI shifts across timeframes, from -0.03 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DUOL vs. VYMI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DUOL
DUOL Risk / Return Rank: 1010
Overall Rank
DUOL Sharpe Ratio Rank: 55
Sharpe Ratio Rank
DUOL Sortino Ratio Rank: 66
Sortino Ratio Rank
DUOL Omega Ratio Rank: 77
Omega Ratio Rank
DUOL Calmar Ratio Rank: 1111
Calmar Ratio Rank
DUOL Martin Ratio Rank: 1818
Martin Ratio Rank

VYMI
VYMI Risk / Return Rank: 8888
Overall Rank
VYMI Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 9191
Sortino Ratio Rank
VYMI Omega Ratio Rank: 9191
Omega Ratio Rank
VYMI Calmar Ratio Rank: 8282
Calmar Ratio Rank
VYMI Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DUOL vs. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Duolingo, Inc. (DUOL) and Vanguard International High Dividend Yield ETF (VYMI). 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.


DUOLVYMIDifference
Sharpe ratioReturn per unit of total volatility

-3.52

Sortino ratioReturn per unit of downside risk

-4.95

Omega ratioGain probability vs. loss probability

0.83

1.47

-0.64

Calmar ratioReturn relative to maximum drawdown

-0.79

3.36

-4.15

Martin ratioReturn relative to average drawdown

-1.05

13.26

-14.31

DUOL vs. VYMI - Sharpe Ratio Comparison

The current DUOL Sharpe Ratio is -0.94, which is lower than the VYMI Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of DUOL and VYMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DUOL vs. VYMI - Drawdown Comparison

The maximum DUOL drawdown since its inception was -83.35%, which is greater than VYMI's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for DUOL and VYMI.


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Drawdown Indicators


DUOLVYMIDifference

Max Drawdown

Largest peak-to-trough decline

-83.35%

-40.00%

-43.35%

Max Drawdown (1Y)

Largest decline over 1 year

-76.96%

-10.14%

-66.82%

Max Drawdown (3Y)

Largest decline over 3 years

-83.35%

-12.84%

-70.51%

Max Drawdown (5Y)

Largest decline over 5 years

-83.35%

-24.05%

-59.30%

Max Drawdown (10Y)

Largest decline over 10 years

-40.00%

Current Drawdown

Current decline from peak

-74.52%

0.00%

-74.52%

Average Drawdown

Average peak-to-trough decline

-36.88%

-6.22%

-30.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

58.13%

2.56%

+55.57%

Volatility

DUOL vs. VYMI - Volatility Comparison

Duolingo, Inc. (DUOL) has a higher volatility of 17.71% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.30%. This indicates that DUOL's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DUOLVYMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.71%

3.30%

+14.41%

Volatility (6M)

Calculated over the trailing 6-month period

43.64%

11.30%

+32.34%

Volatility (1Y)

Calculated over the trailing 1-year period

65.39%

13.22%

+52.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.15%

14.85%

+51.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.06%

16.55%

+49.51%

Dividends

DUOL vs. VYMI - Dividend Comparison

DUOL has not paid dividends to shareholders, while VYMI's dividend yield for the trailing twelve months is around 3.46%.


PositionTTM2025202420232022202120202019201820172016
DUOL
Duolingo, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VYMI
Vanguard International High Dividend Yield ETF
3.46%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%

Frequently Asked Questions


DUOL and VYMI have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DUOL has higher volatility (17.71%) compared to VYMI (3.30%). In terms of maximum drawdown, DUOL dropped -83.35% vs VYMI's -40.00%.

VYMI currently has the higher Sharpe Ratio (2.59 vs -0.94), 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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