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

Correlation

The correlation between GDDY and VONG is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

GDDY vs. VONG - Performance Comparison

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

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Key characteristics

Sharpe Ratio

GDDY:

1.02

VONG:

0.71

Sortino Ratio

GDDY:

1.39

VONG:

1.02

Omega Ratio

GDDY:

1.22

VONG:

1.14

Calmar Ratio

GDDY:

1.29

VONG:

0.67

Martin Ratio

GDDY:

3.30

VONG:

2.20

Ulcer Index

GDDY:

9.54%

VONG:

7.07%

Daily Std Dev

GDDY:

31.48%

VONG:

25.27%

Max Drawdown

GDDY:

-50.10%

VONG:

-32.72%

Current Drawdown

GDDY:

-15.02%

VONG:

-4.39%

Returns By Period

In the year-to-date period, GDDY achieves a -7.71% return, which is significantly lower than VONG's -0.33% return. Over the past 10 years, GDDY has outperformed VONG with an annualized return of 20.75%, while VONG has yielded a comparatively lower 15.95% annualized return.


GDDY

YTD

-7.71%

1M

-3.28%

6M

-7.80%

1Y

31.79%

3Y*

34.39%

5Y*

18.72%

10Y*

20.75%

VONG

YTD

-0.33%

1M

9.06%

6M

0.51%

1Y

17.75%

3Y*

19.73%

5Y*

17.61%

10Y*

15.95%

*Annualized

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GoDaddy Inc.

Vanguard Russell 1000 Growth ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

GDDY vs. VONG — Risk-Adjusted Performance Rank

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

GDDY
The Risk-Adjusted Performance Rank of GDDY is 8080
Overall Rank
The Sharpe Ratio Rank of GDDY is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of GDDY is 7474
Sortino Ratio Rank
The Omega Ratio Rank of GDDY is 7979
Omega Ratio Rank
The Calmar Ratio Rank of GDDY is 8787
Calmar Ratio Rank
The Martin Ratio Rank of GDDY is 8080
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 6060
Overall Rank
The Sharpe Ratio Rank of VONG is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 5757
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.

GDDY vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GoDaddy Inc. (GDDY) 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.


The current GDDY Sharpe Ratio is 1.02, which is higher than the VONG Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of GDDY 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

GDDY vs. VONG - Dividend Comparison

GDDY has not paid dividends to shareholders, while VONG's dividend yield for the trailing twelve months is around 0.54%.


TTM20242023202220212020201920182017201620152014
GDDY
GoDaddy 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
0.54%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

Drawdowns

GDDY vs. VONG - Drawdown Comparison

The maximum GDDY drawdown since its inception was -50.10%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for GDDY and VONG.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

GDDY vs. VONG - Volatility Comparison

GoDaddy Inc. (GDDY) has a higher volatility of 10.71% compared to Vanguard Russell 1000 Growth ETF (VONG) at 5.81%. This indicates that GDDY'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.


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