PG vs. VNQ
PG (The Procter & Gamble Company) is a stock, while VNQ (Vanguard Real Estate ETF) is REIT fund tracking the MSCI US Investable Market Real Estate 25/50 Index. Over the past 10 years, PG returned 8.96%/yr vs 5.65%/yr for VNQ. At a 0.42 correlation, their price movements are largely independent.
Performance
PG vs. VNQ - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 5.93% return, which is significantly lower than VNQ's 12.51% return. Over the past 10 years, PG has outperformed VNQ with an annualized return of 8.96%, while VNQ has yielded a comparatively lower 5.65% annualized return.
PG
- 1D
- 0.86%
- 1M
- 5.18%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -5.68%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
VNQ
- 1D
- 0.92%
- 1M
- 2.73%
- YTD
- 12.51%
- 6M
- 12.32%
- 1Y
- 12.92%
- 3Y*
- 10.14%
- 5Y*
- 2.55%
- 10Y*
- 5.65%
PG vs. VNQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
VNQ Vanguard Real Estate ETF | 12.51% | 3.24% | 4.81% | 11.85% | -26.25% | 40.54% | -4.61% | 28.91% | -6.03% | 4.90% |
Correlation
The correlation between PG and VNQ is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2004 | 0.42 |
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Return for Risk
PG vs. VNQ — Risk / Return Rank
PG
VNQ
PG vs. VNQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) and Vanguard Real Estate ETF (VNQ). 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.
| PG | VNQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.17 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 1.56 | -1.92 |
| Martin ratioReturn relative to average drawdown | -0.68 | 4.90 | -5.58 |
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Drawdowns
PG vs. VNQ - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for PG and VNQ.
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Drawdown Indicators
| PG | VNQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -73.07% | +18.82% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -8.34% | -7.18% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -17.46% | -3.69% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -34.48% | +10.71% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -42.40% | +18.63% |
Current DrawdownCurrent decline from peak | -13.29% | 0.00% | -13.29% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -13.61% | +1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.80% | 2.65% | +6.15% |
Volatility
PG vs. VNQ - Volatility Comparison
The Procter & Gamble Company (PG) has a higher volatility of 6.99% compared to Vanguard Real Estate ETF (VNQ) at 4.72%. This indicates that PG's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PG | VNQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 4.72% | +2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 9.77% | +5.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 13.54% | +5.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 18.84% | -1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 20.72% | -1.67% |
Dividends
PG vs. VNQ - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.85%, less than VNQ's 3.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
VNQ Vanguard Real Estate ETF | 3.54% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
Frequently Asked Questions
PG and VNQ have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (6.99%) compared to VNQ (4.72%). In terms of maximum drawdown, PG dropped -54.25% vs VNQ's -73.07%.
VNQ currently has the higher Sharpe Ratio (0.96 vs -0.30), 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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