DUOL vs. VYMI
DUOL (Duolingo, Inc.) is a stock, while VYMI (Vanguard International High Dividend Yield ETF) is Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 5 years, DUOL returned -1.16%/yr vs 13.93%/yr for VYMI. Their 0.24 correlation means their historical movements had little consistent relationship.
Performance
DUOL vs. VYMI - Performance Comparison
Loading charts...
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
DUOL Duolingo, Inc. | $152.29M | $137.41M | $163.12M |
| $81.12M | $82.35M | $91.64M |
DUOL vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DUOL vs. VYMI — Risk / Return Rank
DUOL
VYMI
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.
| DUOL | VYMI | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| DUOL | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -74.52% | 0.00% | -74.52% |
Average DrawdownAverage peak-to-trough decline | -36.88% | -6.22% | -30.66% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| DUOL | VYMI | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for DUOL and VYMI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer