FROG vs. VEA
Compare and contrast key facts about JFrog Ltd. (FROG) and Vanguard FTSE Developed Markets ETF (VEA).
VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FROG or VEA.
Key characteristics
| FROG | VEA | |
|---|---|---|
| YTD Return | -9.01% | 4.50% |
| 1Y Return | 15.05% | 12.59% |
| 3Y Return (Ann) | -4.38% | 0.95% |
| Sharpe Ratio | 0.26 | 0.97 |
| Sortino Ratio | 0.76 | 1.40 |
| Omega Ratio | 1.12 | 1.17 |
| Calmar Ratio | 0.21 | 1.26 |
| Martin Ratio | 0.59 | 4.96 |
| Ulcer Index | 25.77% | 2.52% |
| Daily Std Dev | 59.28% | 12.84% |
| Max Drawdown | -80.38% | -60.70% |
| Current Drawdown | -63.53% | -7.77% |
Correlation
The correlation between FROG and VEA is 0.36, 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.
Performance
FROG vs. VEA - Performance Comparison
In the year-to-date period, FROG achieves a -9.01% return, which is significantly lower than VEA's 4.50% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
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 3.05%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 3.05% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
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 -60.70%. Use the drawdown chart below to compare losses from any high point for FROG and VEA. For additional features, visit the drawdowns tool.
Volatility
FROG vs. VEA - Volatility Comparison
JFrog Ltd. (FROG) has a higher volatility of 11.32% compared to Vanguard FTSE Developed Markets ETF (VEA) at 3.73%. 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.