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GBTG vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GBTG and VONG is 0.23, 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.


-0.50.00.51.00.2

Performance

GBTG vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global Business Travel Group Inc (GBTG) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
19.08%
10.36%
GBTG
VONG

Key characteristics

Sharpe Ratio

GBTG:

1.44

VONG:

1.49

Sortino Ratio

GBTG:

2.31

VONG:

2.00

Omega Ratio

GBTG:

1.30

VONG:

1.27

Calmar Ratio

GBTG:

1.31

VONG:

2.01

Martin Ratio

GBTG:

12.14

VONG:

7.59

Ulcer Index

GBTG:

4.01%

VONG:

3.48%

Daily Std Dev

GBTG:

33.84%

VONG:

17.79%

Max Drawdown

GBTG:

-49.83%

VONG:

-32.72%

Current Drawdown

GBTG:

-10.56%

VONG:

-3.19%

Returns By Period

In the year-to-date period, GBTG achieves a -7.87% return, which is significantly lower than VONG's 0.91% return.


GBTG

YTD

-7.87%

1M

-4.68%

6M

19.08%

1Y

44.92%

5Y*

N/A

10Y*

N/A

VONG

YTD

0.91%

1M

-2.56%

6M

10.35%

1Y

23.00%

5Y*

17.56%

10Y*

16.22%

*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

GBTG vs. VONG — Risk-Adjusted Performance Rank

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

GBTG
The Risk-Adjusted Performance Rank of GBTG is 8686
Overall Rank
The Sharpe Ratio Rank of GBTG is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of GBTG is 8585
Sortino Ratio Rank
The Omega Ratio Rank of GBTG is 8383
Omega Ratio Rank
The Calmar Ratio Rank of GBTG is 8484
Calmar Ratio Rank
The Martin Ratio Rank of GBTG is 9494
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 6464
Overall Rank
The Sharpe Ratio Rank of VONG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 6666
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.

GBTG vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global Business Travel Group Inc (GBTG) and Vanguard Russell 1000 Growth ETF (VONG). 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 GBTG, currently valued at 1.44, compared to the broader market-2.000.002.001.441.49
The chart of Sortino ratio for GBTG, currently valued at 2.31, compared to the broader market-4.00-2.000.002.004.006.002.312.00
The chart of Omega ratio for GBTG, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.27
The chart of Calmar ratio for GBTG, currently valued at 1.31, compared to the broader market0.002.004.006.001.312.01
The chart of Martin ratio for GBTG, currently valued at 12.14, compared to the broader market-10.000.0010.0020.0030.0012.147.59
GBTG
VONG

The current GBTG Sharpe Ratio is 1.44, which is comparable to the VONG Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of GBTG and VONG, 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 Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.44
1.49
GBTG
VONG

Dividends

GBTG vs. VONG - Dividend Comparison

GBTG has not paid dividends to shareholders, while VONG's dividend yield for the trailing twelve months is around 0.55%.


TTM20242023202220212020201920182017201620152014
GBTG
Global Business Travel Group Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VONG
Vanguard Russell 1000 Growth ETF
0.55%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

Drawdowns

GBTG vs. VONG - Drawdown Comparison

The maximum GBTG drawdown since its inception was -49.83%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for GBTG and VONG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-10.56%
-3.19%
GBTG
VONG

Volatility

GBTG vs. VONG - Volatility Comparison

Global Business Travel Group Inc (GBTG) has a higher volatility of 5.46% compared to Vanguard Russell 1000 Growth ETF (VONG) at 5.19%. This indicates that GBTG's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
5.46%
5.19%
GBTG
VONG
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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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