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FROG vs. VEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FROG and VEA is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

FROG vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JFrog Ltd. (FROG) and Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-12.22%
-4.10%
FROG
VEA

Key characteristics

Sharpe Ratio

FROG:

0.01

VEA:

0.36

Sortino Ratio

FROG:

0.44

VEA:

0.58

Omega Ratio

FROG:

1.07

VEA:

1.07

Calmar Ratio

FROG:

0.01

VEA:

0.47

Martin Ratio

FROG:

0.03

VEA:

1.19

Ulcer Index

FROG:

29.28%

VEA:

3.89%

Daily Std Dev

FROG:

58.87%

VEA:

12.84%

Max Drawdown

FROG:

-80.38%

VEA:

-60.69%

Current Drawdown

FROG:

-61.52%

VEA:

-8.29%

Returns By Period

In the year-to-date period, FROG achieves a 12.99% return, which is significantly higher than VEA's 0.73% return.


FROG

YTD

12.99%

1M

6.44%

6M

-12.23%

1Y

0.06%

5Y*

N/A

10Y*

N/A

VEA

YTD

0.73%

1M

-1.76%

6M

-4.10%

1Y

6.53%

5Y*

4.65%

10Y*

5.58%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FROG vs. VEA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FROG
The Risk-Adjusted Performance Rank of FROG is 4848
Overall Rank
The Sharpe Ratio Rank of FROG is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of FROG is 4646
Sortino Ratio Rank
The Omega Ratio Rank of FROG is 4949
Omega Ratio Rank
The Calmar Ratio Rank of FROG is 4848
Calmar Ratio Rank
The Martin Ratio Rank of FROG is 4848
Martin Ratio Rank

VEA
The Risk-Adjusted Performance Rank of VEA is 2121
Overall Rank
The Sharpe Ratio Rank of VEA is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of VEA is 1919
Sortino Ratio Rank
The Omega Ratio Rank of VEA is 1919
Omega Ratio Rank
The Calmar Ratio Rank of VEA is 2929
Calmar Ratio Rank
The Martin Ratio Rank of VEA is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FROG vs. VEA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JFrog Ltd. (FROG) and Vanguard FTSE Developed Markets ETF (VEA). 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 FROG, currently valued at 0.01, compared to the broader market-2.000.002.000.010.36
The chart of Sortino ratio for FROG, currently valued at 0.44, compared to the broader market-4.00-2.000.002.004.000.440.58
The chart of Omega ratio for FROG, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.07
The chart of Calmar ratio for FROG, currently valued at 0.01, compared to the broader market0.002.004.006.000.010.47
The chart of Martin ratio for FROG, currently valued at 0.03, compared to the broader market-30.00-20.00-10.000.0010.0020.000.031.19
FROG
VEA

The current FROG Sharpe Ratio is 0.01, which is lower than the VEA Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of FROG and VEA, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.01
0.36
FROG
VEA

Dividends

FROG vs. VEA - Dividend Comparison

FROG has not paid dividends to shareholders, while VEA's dividend yield for the trailing twelve months is around 3.33%.


TTM20242023202220212020201920182017201620152014
FROG
JFrog Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
3.33%3.36%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%

Drawdowns

FROG vs. VEA - Drawdown Comparison

The maximum FROG drawdown since its inception was -80.38%, which is greater than VEA's maximum drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for FROG and VEA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-61.52%
-8.29%
FROG
VEA

Volatility

FROG vs. VEA - Volatility Comparison

JFrog Ltd. (FROG) has a higher volatility of 9.64% compared to Vanguard FTSE Developed Markets ETF (VEA) at 3.69%. This indicates that FROG's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
9.64%
3.69%
FROG
VEA
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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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