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PDD vs. VIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PDDVIG
YTD Return-14.44%3.17%
1Y Return82.50%13.20%
3Y Return (Ann)-2.23%6.65%
5Y Return (Ann)40.29%11.36%
Sharpe Ratio1.601.35
Daily Std Dev52.29%9.85%
Max Drawdown-87.41%-46.81%
Current Drawdown-38.28%-4.32%

Correlation

-0.50.00.51.00.3

The correlation between PDD and VIG is 0.28, 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.

Performance

PDD vs. VIG - Performance Comparison

In the year-to-date period, PDD achieves a -14.44% return, which is significantly lower than VIG's 3.17% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%December2024FebruaryMarchApril
368.84%
83.34%
PDD
VIG

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Pinduoduo Inc.

Vanguard Dividend Appreciation ETF

Risk-Adjusted Performance

PDD vs. VIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pinduoduo Inc. (PDD) and Vanguard Dividend Appreciation ETF (VIG). 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.


PDD
Sharpe ratio
The chart of Sharpe ratio for PDD, currently valued at 1.60, compared to the broader market-2.00-1.000.001.002.003.004.001.60
Sortino ratio
The chart of Sortino ratio for PDD, currently valued at 2.56, compared to the broader market-4.00-2.000.002.004.006.002.56
Omega ratio
The chart of Omega ratio for PDD, currently valued at 1.31, compared to the broader market0.501.001.501.31
Calmar ratio
The chart of Calmar ratio for PDD, currently valued at 1.19, compared to the broader market0.002.004.006.001.19
Martin ratio
The chart of Martin ratio for PDD, currently valued at 7.52, compared to the broader market-10.000.0010.0020.0030.007.52
VIG
Sharpe ratio
The chart of Sharpe ratio for VIG, currently valued at 1.35, compared to the broader market-2.00-1.000.001.002.003.004.001.35
Sortino ratio
The chart of Sortino ratio for VIG, currently valued at 1.99, compared to the broader market-4.00-2.000.002.004.006.001.99
Omega ratio
The chart of Omega ratio for VIG, currently valued at 1.23, compared to the broader market0.501.001.501.23
Calmar ratio
The chart of Calmar ratio for VIG, currently valued at 1.37, compared to the broader market0.002.004.006.001.37
Martin ratio
The chart of Martin ratio for VIG, currently valued at 4.33, compared to the broader market-10.000.0010.0020.0030.004.33

PDD vs. VIG - Sharpe Ratio Comparison

The current PDD Sharpe Ratio is 1.60, which roughly equals the VIG Sharpe Ratio of 1.35. The chart below compares the 12-month rolling Sharpe Ratio of PDD and VIG.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50December2024FebruaryMarchApril
1.60
1.35
PDD
VIG

Dividends

PDD vs. VIG - Dividend Comparison

PDD has not paid dividends to shareholders, while VIG's dividend yield for the trailing twelve months is around 1.84%.


TTM20232022202120202019201820172016201520142013
PDD
Pinduoduo 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%
VIG
Vanguard Dividend Appreciation ETF
1.84%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%

Drawdowns

PDD vs. VIG - Drawdown Comparison

The maximum PDD drawdown since its inception was -87.41%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for PDD and VIG. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchApril
-38.28%
-4.32%
PDD
VIG

Volatility

PDD vs. VIG - Volatility Comparison

Pinduoduo Inc. (PDD) has a higher volatility of 12.31% compared to Vanguard Dividend Appreciation ETF (VIG) at 2.92%. This indicates that PDD's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%December2024FebruaryMarchApril
12.31%
2.92%
PDD
VIG