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MNDY vs. CGDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MNDY vs. CGDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in monday.com Ltd. (MNDY) and Capital Group Dividend Value ETF (CGDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MNDY achieves a -41.75% return, which is significantly lower than CGDV's 11.89% return.


MNDY

1D
-6.08%
1M
11.16%
YTD
-41.75%
6M
-43.65%
1Y
-72.04%
3Y*
-21.10%
5Y*
10Y*

CGDV

1D
-0.55%
1M
5.09%
YTD
11.89%
6M
12.43%
1Y
30.91%
3Y*
25.14%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MNDY vs. CGDV - Yearly Performance Comparison


2026 (YTD)2025202420232022
MNDY
monday.com Ltd.
-41.75%-37.33%25.36%53.94%-16.73%
CGDV
Capital Group Dividend Value ETF
11.89%25.50%20.10%28.81%-2.89%

Correlation

The correlation between MNDY and CGDV is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2022

0.41

Over the past year, the correlation between MNDY and CGDV has dropped to 0.16 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

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Return for Risk

MNDY vs. CGDV — Risk / Return Rank

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

MNDY
MNDY Risk / Return Rank: 55
Overall Rank
MNDY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
MNDY Sortino Ratio Rank: 33
Sortino Ratio Rank
MNDY Omega Ratio Rank: 22
Omega Ratio Rank
MNDY Calmar Ratio Rank: 66
Calmar Ratio Rank
MNDY Martin Ratio Rank: 1010
Martin Ratio Rank

CGDV
CGDV Risk / Return Rank: 7676
Overall Rank
CGDV Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
CGDV Sortino Ratio Rank: 8181
Sortino Ratio Rank
CGDV Omega Ratio Rank: 8282
Omega Ratio Rank
CGDV Calmar Ratio Rank: 6363
Calmar Ratio Rank
CGDV Martin Ratio Rank: 7777
Martin Ratio Rank
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.

MNDY vs. CGDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for monday.com Ltd. (MNDY) and Capital Group Dividend Value ETF (CGDV). 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.


MNDYCGDVDifference
Sharpe ratioReturn per unit of total volatility

-3.79

Sortino ratioReturn per unit of downside risk

-5.62

Omega ratioGain probability vs. loss probability

0.74

1.50

-0.76

Calmar ratioReturn relative to maximum drawdown

-0.89

3.18

-4.07

Martin ratioReturn relative to average drawdown

-1.31

15.06

-16.37

MNDY vs. CGDV - Sharpe Ratio Comparison

The current MNDY Sharpe Ratio is -1.10, which is lower than the CGDV Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of MNDY and CGDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MNDYCGDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.10

2.68

-3.79

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

1.24

-1.43

Drawdowns

MNDY vs. CGDV - Drawdown Comparison

The maximum MNDY drawdown since its inception was -86.78%, which is greater than CGDV's maximum drawdown of -21.82%. Use the drawdown chart below to compare losses from any high point for MNDY and CGDV.


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Drawdown Indicators


MNDYCGDVDifference

Max Drawdown

Largest peak-to-trough decline

-86.78%

-21.82%

-64.96%

Max Drawdown (1Y)

Largest decline over 1 year

-81.30%

-9.75%

-71.55%

Max Drawdown (3Y)

Largest decline over 3 years

-82.07%

-14.28%

-67.79%

Current Drawdown

Current decline from peak

-80.67%

-0.55%

-80.12%

Average Drawdown

Average peak-to-trough decline

-54.19%

-3.62%

-50.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.05%

2.06%

+52.99%

Volatility

MNDY vs. CGDV - Volatility Comparison

monday.com Ltd. (MNDY) has a higher volatility of 24.83% compared to Capital Group Dividend Value ETF (CGDV) at 3.09%. This indicates that MNDY's price experiences larger fluctuations and is considered to be riskier than CGDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MNDYCGDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.83%

3.09%

+21.74%

Volatility (6M)

Calculated over the trailing 6-month period

49.25%

9.13%

+40.12%

Volatility (1Y)

Calculated over the trailing 1-year period

65.39%

11.59%

+53.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.02%

15.48%

+56.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.02%

15.48%

+56.54%

Dividends

MNDY vs. CGDV - Dividend Comparison

MNDY has not paid dividends to shareholders, while CGDV's dividend yield for the trailing twelve months is around 1.17%.


PositionTTM2025202420232022
CGDV
Capital Group Dividend Value ETF
1.17%1.29%1.60%1.65%1.36%
MNDY
monday.com Ltd.
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MNDY and CGDV have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MNDY has higher volatility (24.83%) compared to CGDV (3.09%). In terms of maximum drawdown, MNDY dropped -86.78% vs CGDV's -21.82%.

CGDV currently has the higher Sharpe Ratio (2.68 vs -1.10), 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.

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