GOLF vs. AVUV

Last updated Jun 13, 2026

GOLF (Acushnet Holdings Corp.) is a stock, while AVUV (Avantis US Small Cap Value ETF) is Small Cap Value Equities fund actively managed by Avantis. Over the past 5 years, GOLF returned 15.83%/yr vs 11.57%/yr for AVUV. A 0.58 correlation means they provide meaningful diversification when combined.

Performance

GOLF vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Acushnet Holdings Corp. (GOLF) and Avantis US Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with GOLF having a 23.65% return and AVUV slightly lower at 22.73%.

GOLF

• 1D: -1.29%
• 1M: 14.41%
• YTD: 23.65%
• 6M: 16.38%
• 1Y: 42.41%
• 3Y*: 25.86%
• 5Y*: 15.83%
• 10Y*: —

AVUV

• 1D: 0.96%
• 1M: 5.11%
• YTD: 22.73%
• 6M: 19.51%
• 1Y: 42.12%
• 3Y*: 19.24%
• 5Y*: 11.57%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GOLF vs. AVUV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
GOLF Acushnet Holdings Corp.	23.65%	14.09%	13.96%	51.02%	-18.69%	32.71%	27.13%	21.28%
AVUV Avantis US Small Cap Value ETF	22.73%	7.44%	9.28%	22.82%	-4.91%	42.20%	6.43%	8.54%

Correlation

The correlation between GOLF and AVUV is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019	0.58

The correlation between GOLF and AVUV has been stable across timeframes, ranging from 0.58 to 0.63 - a consistent structural relationship.

Return for Risk

GOLF vs. AVUV — Risk / Return Rank

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

GOLF

GOLF Risk / Return Rank: 78
GOLF Sharpe Ratio Rank: 81
GOLF Sortino Ratio Rank: 77
GOLF Omega Ratio Rank: 74
GOLF Calmar Ratio Rank: 78
GOLF Martin Ratio Rank: 78

AVUV

AVUV Risk / Return Rank: 84
AVUV Sharpe Ratio Rank: 83
AVUV Sortino Ratio Rank: 84
AVUV Omega Ratio Rank: 77
AVUV Calmar Ratio Rank: 91
AVUV Martin Ratio Rank: 85

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GOLF vs. AVUV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Acushnet Holdings Corp. (GOLF) and Avantis US Small Cap Value ETF (AVUV). 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.

	GOLF	AVUV	Difference
Sharpe ratio: Return per unit of total volatility	1.37	2.28	-0.91
Sortino ratio: Return per unit of downside risk	1.98	3.24	-1.26
Omega ratio: Gain probability vs. loss probability	1.24	1.39	-0.15
Calmar ratio: Return relative to maximum drawdown	2.14	5.06	-2.92
Martin ratio: Return relative to average drawdown	5.43	15.09	-9.66

GOLF vs. AVUV - Sharpe Ratio Comparison

The current GOLF Sharpe Ratio is 1.37, which is lower than the AVUV Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of GOLF and AVUV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GOLF vs. AVUV - Drawdown Comparison

The maximum GOLF drawdown since its inception was -35.46%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for GOLF and AVUV.

Drawdown Indicators

	GOLF	AVUV	Difference
Max Drawdown Largest peak-to-trough decline	-35.46%	-49.42%	+13.96%
Max Drawdown (1Y) Largest decline over 1 year	-17.93%	-7.95%	-9.98%
Max Drawdown (3Y) Largest decline over 3 years	-25.49%	-28.79%	+3.30%
Max Drawdown (5Y) Largest decline over 5 years	-33.37%	-28.79%	-4.58%
Current Drawdown Current decline from peak	-4.44%	0.00%	-4.44%
Average Drawdown Average peak-to-trough decline	-9.38%	-7.91%	-1.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.06%	2.67%	+4.39%

Volatility

GOLF vs. AVUV - Volatility Comparison

Acushnet Holdings Corp. (GOLF) has a higher volatility of 7.56% compared to Avantis US Small Cap Value ETF (AVUV) at 4.53%. This indicates that GOLF's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GOLF	AVUV	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.56%	4.53%	+3.03%
Volatility (6M) Calculated over the trailing 6-month period	21.00%	11.34%	+9.66%
Volatility (1Y) Calculated over the trailing 1-year period	28.03%	17.63%	+10.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.28%	22.75%	+8.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.44%	28.26%	+3.18%

Dividends

GOLF vs. AVUV - Dividend Comparison

GOLF's dividend yield for the trailing twelve months is around 1.25%, less than AVUV's 1.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
AVUV Avantis US Small Cap Value ETF	1.61%	1.58%	1.61%	1.65%	1.74%	1.28%	1.21%	0.38%	0.00%	0.00%
GOLF Acushnet Holdings Corp.	1.25%	1.49%	1.21%	1.23%	1.70%	1.24%	1.53%	1.72%	2.47%	2.28%

Frequently Asked Questions

Can I hold both GOLF and AVUV in my portfolio?

GOLF and AVUV have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GOLF or AVUV?

GOLF has higher volatility (7.56%) compared to AVUV (4.53%). In terms of maximum drawdown, GOLF dropped -35.46% vs AVUV's -49.42%.

Which has better risk-adjusted returns?

AVUV currently has the higher Sharpe Ratio (2.28 vs 1.37), 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.