POET vs. CGDG

Last updated Jul 17, 2026

POET (POET Technologies Inc) is a stock, while CGDG (Capital Group Dividend Growers ETF) is Global Equities fund actively managed by Capital Group. Over the past year, POET returned 14.65% vs 15.31% for CGDG. At a 0.34 correlation, their price movements are largely independent.

Performance

POET vs. CGDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in POET Technologies Inc (POET) and Capital Group Dividend Growers ETF (CGDG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, POET achieves a 21.17% return, which is significantly higher than CGDG's 8.17% return.

POET

• 1D: -7.26%
• 1M: -39.34%
• 6M: -7.70%
• YTD: 21.17%
• 1Y: 14.65%
• 3Y*: 21.75%
• 5Y*: -2.62%
• 10Y*: 0.78%

CGDG

• 1D: 0.40%
• 1M: 1.73%
• 6M: 4.88%
• YTD: 8.17%
• 1Y: 15.31%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

POET vs. CGDG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
POET POET Technologies Inc	21.17%	6.39%	536.09%	-70.30%
CGDG Capital Group Dividend Growers ETF	8.17%	22.74%	11.52%	10.17%

Correlation

The correlation between POET and CGDG is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (All Time) Calculated using the full available price history since Sep 28, 2023	0.34

Return for Risk

POET vs. CGDG — Risk / Return Rank

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

POET

POET Risk / Return Rank: 56
POET Sharpe Ratio Rank: 49
POET Sortino Ratio Rank: 65
POET Omega Ratio Rank: 64
POET Calmar Ratio Rank: 51
POET Martin Ratio Rank: 50

CGDG

CGDG Risk / Return Rank: 51
CGDG Sharpe Ratio Rank: 50
CGDG Sortino Ratio Rank: 50
CGDG Omega Ratio Rank: 49
CGDG Calmar Ratio Rank: 48
CGDG Martin Ratio Rank: 55

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.

POET vs. CGDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for POET Technologies Inc (POET) and Capital Group Dividend Growers ETF (CGDG). 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.

	POET	CGDG	Difference
Sharpe ratio: Return per unit of total volatility	0.11	1.42	-1.32
Sortino ratio: Return per unit of downside risk	1.29	2.03	-0.75
Omega ratio: Gain probability vs. loss probability	1.16	1.25	-0.09
Calmar ratio: Return relative to maximum drawdown	0.23	1.99	-1.76
Martin ratio: Return relative to average drawdown	0.45	7.64	-7.18

POET vs. CGDG - Sharpe Ratio Comparison

The current POET Sharpe Ratio is 0.11, which is lower than the CGDG Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of POET and CGDG, 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

POET vs. CGDG - Drawdown Comparison

The maximum POET drawdown since its inception was -93.47%, which is greater than CGDG's maximum drawdown of -10.52%. Use the drawdown chart below to compare losses from any high point for POET and CGDG.

Drawdown Indicators

	POET	CGDG	Difference
Max Drawdown Largest peak-to-trough decline	-93.47%	-10.52%	-82.95%
Max Drawdown (1Y) Largest decline over 1 year	-62.71%	-7.72%	-54.99%
Max Drawdown (3Y) Largest decline over 3 years	-82.03%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-92.29%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-93.47%	—	—
Current Drawdown Current decline from peak	-62.71%	-0.16%	-62.55%
Average Drawdown Average peak-to-trough decline	-61.01%	-1.30%	-59.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	32.43%	2.01%	+30.42%

Volatility

POET vs. CGDG - Volatility Comparison

POET Technologies Inc (POET) has a higher volatility of 26.26% compared to Capital Group Dividend Growers ETF (CGDG) at 2.54%. This indicates that POET's price experiences larger fluctuations and is considered to be riskier than CGDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	POET	CGDG	Difference
Volatility (1M) Calculated over the trailing 1-month period	26.26%	2.54%	+23.72%
Volatility (6M) Calculated over the trailing 6-month period	123.59%	8.57%	+115.02%
Volatility (1Y) Calculated over the trailing 1-year period	139.90%	10.83%	+129.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	107.62%	12.08%	+95.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	99.61%	12.08%	+87.53%

Dividends

POET vs. CGDG - Dividend Comparison

POET has not paid dividends to shareholders, while CGDG's dividend yield for the trailing twelve months is around 2.26%.

Position	TTM	2025	2024	2023
CGDG Capital Group Dividend Growers ETF	2.26%	1.95%	2.15%	0.39%
POET POET Technologies Inc	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both POET and CGDG in my portfolio?

POET and CGDG have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, POET or CGDG?

POET has higher volatility (26.26%) compared to CGDG (2.54%). In terms of maximum drawdown, POET dropped -93.47% vs CGDG's -10.52%.

Which has better risk-adjusted returns?

CGDG currently has the higher Sharpe Ratio (1.42 vs 0.11), 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.