NSRGY vs. CGDV
NSRGY (Nestlé S.A.) is a stock, while CGDV (Capital Group Dividend Value ETF) is Large Cap Value Equities fund actively managed by Capital Group. Over the past 3 years, NSRGY returned -1.88%/yr vs 24.15%/yr for CGDV. At a 0.26 correlation, their price movements are largely independent.
Performance
NSRGY vs. CGDV - Performance Comparison
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Returns By Period
In the year-to-date period, NSRGY achieves a 5.66% return, which is significantly lower than CGDV's 11.55% return.
NSRGY
- 1D
- -0.20%
- 1M
- 2.30%
- YTD
- 5.66%
- 6M
- 6.71%
- 1Y
- 1.15%
- 3Y*
- -1.88%
- 5Y*
- -1.61%
- 10Y*
- 6.67%
CGDV
- 1D
- 0.66%
- 1M
- 0.35%
- YTD
- 11.55%
- 6M
- 12.50%
- 1Y
- 28.33%
- 3Y*
- 24.15%
- 5Y*
- —
- 10Y*
- —
NSRGY vs. CGDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
NSRGY Nestlé S.A. | 5.66% | 24.80% | -27.05% | 2.88% | -8.56% |
CGDV Capital Group Dividend Value ETF | 11.55% | 25.50% | 20.10% | 28.81% | -0.44% |
Correlation
The correlation between NSRGY and CGDV is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.26 |
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Return for Risk
NSRGY vs. CGDV — Risk / Return Rank
NSRGY
CGDV
NSRGY vs. CGDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NSRGY) 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.
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.
| NSRGY | CGDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.31 | ||
| Sortino ratioReturn per unit of downside risk | -2.99 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.42 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 2.83 | -2.88 |
| Martin ratioReturn relative to average drawdown | -0.10 | 13.19 | -13.28 |
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Drawdowns
NSRGY vs. CGDV - Drawdown Comparison
The maximum NSRGY drawdown since its inception was -75.68%, which is greater than CGDV's maximum drawdown of -21.82%. Use the drawdown chart below to compare losses from any high point for NSRGY and CGDV.
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Drawdown Indicators
| NSRGY | CGDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.68% | -21.82% | -53.86% |
Max Drawdown (1Y)Largest decline over 1 year | -15.71% | -9.75% | -5.96% |
Max Drawdown (3Y)Largest decline over 3 years | -32.79% | -14.28% | -18.51% |
Max Drawdown (5Y)Largest decline over 5 years | -38.24% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | — | — |
Current DrawdownCurrent decline from peak | -17.25% | -0.98% | -16.27% |
Average DrawdownAverage peak-to-trough decline | -24.16% | -3.60% | -20.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.31% | 2.09% | +7.22% |
Volatility
NSRGY vs. CGDV - Volatility Comparison
Nestlé S.A. (NSRGY) has a higher volatility of 5.46% compared to Capital Group Dividend Value ETF (CGDV) at 4.52%. This indicates that NSRGY'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
| NSRGY | CGDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 4.52% | +0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 9.80% | +5.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.89% | 12.13% | +10.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.90% | 15.57% | +4.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.44% | 15.57% | +2.87% |
Dividends
NSRGY vs. CGDV - Dividend Comparison
NSRGY's dividend yield for the trailing twelve months is around 4.00%, more than CGDV's 1.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGDV Capital Group Dividend Value ETF | 1.17% | 1.29% | 1.60% | 1.65% | 1.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NSRGY Nestlé S.A. | 4.00% | 3.44% | 4.01% | 2.86% | 2.57% | 2.18% | 2.34% | 2.28% | 3.12% | 5.64% | 6.54% | 3.13% |
Frequently Asked Questions
NSRGY and CGDV have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NSRGY has higher volatility (5.46%) compared to CGDV (4.52%). In terms of maximum drawdown, NSRGY dropped -75.68% vs CGDV's -21.82%.
CGDV currently has the higher Sharpe Ratio (2.27 vs -0.04), 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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