PortfoliosLab logoPortfoliosLab logo
PRDO vs. VH2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PRDO vs. VH2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Perdoceo Education Corporation (PRDO) and Friedrich Vorwerk Group SE (VH2.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

PRDO is traded in USD, while VH2.DE is traded in EUR. To make them comparable, the VH2.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PRDO achieves a 17.13% return, which is significantly higher than VH2.DE's -20.09% return.


PRDO

1D
-3.60%
1M
-2.07%
YTD
17.13%
6M
18.99%
1Y
8.84%
3Y*
42.27%
5Y*
23.24%
10Y*
20.32%

VH2.DE

1D
6.60%
1M
-12.70%
YTD
-20.09%
6M
-19.45%
1Y
12.44%
3Y*
85.88%
5Y*
9.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRDO vs. VH2.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PRDO
Perdoceo Education Corporation
17.13%12.94%54.04%27.99%18.20%-0.25%
VH2.DE
Friedrich Vorwerk Group SE
-20.09%239.49%67.29%-26.65%-26.57%-41.36%

Correlation

The correlation between PRDO and VH2.DE is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2021

0.09

Compare stocks, funds, or ETFs

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


Return for Risk

PRDO vs. VH2.DE — Risk / Return Rank

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

PRDO
PRDO Risk / Return Rank: 5050
Overall Rank
PRDO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
PRDO Sortino Ratio Rank: 4646
Sortino Ratio Rank
PRDO Omega Ratio Rank: 4747
Omega Ratio Rank
PRDO Calmar Ratio Rank: 5151
Calmar Ratio Rank
PRDO Martin Ratio Rank: 5151
Martin Ratio Rank

VH2.DE
VH2.DE Risk / Return Rank: 5050
Overall Rank
VH2.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VH2.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
VH2.DE Omega Ratio Rank: 4848
Omega Ratio Rank
VH2.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
VH2.DE Martin Ratio Rank: 4949
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.

PRDO vs. VH2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Perdoceo Education Corporation (PRDO) and Friedrich Vorwerk Group SE (VH2.DE). 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.


PRDOVH2.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.08

1.09

-0.01

Calmar ratioReturn relative to maximum drawdown

0.33

0.27

+0.06

Martin ratioReturn relative to average drawdown

0.72

0.58

+0.14

PRDO vs. VH2.DE - Sharpe Ratio Comparison

The current PRDO Sharpe Ratio is 0.29, which is higher than the VH2.DE Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of PRDO and VH2.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PRDO vs. VH2.DE - Drawdown Comparison

The maximum PRDO drawdown since its inception was -97.10%, which is greater than VH2.DE's maximum drawdown of -84.51%. Use the drawdown chart below to compare losses from any high point for PRDO and VH2.DE.


Loading charts...

Drawdown Indicators


PRDOVH2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-97.10%

-84.51%

-12.59%

Max Drawdown (1Y)

Largest decline over 1 year

-27.22%

-46.42%

+19.20%

Max Drawdown (3Y)

Largest decline over 3 years

-27.22%

-46.42%

+19.20%

Max Drawdown (5Y)

Largest decline over 5 years

-27.42%

-83.17%

+55.75%

Max Drawdown (10Y)

Largest decline over 10 years

-64.27%

Current Drawdown

Current decline from peak

-48.70%

-37.98%

-10.72%

Average Drawdown

Average peak-to-trough decline

-60.36%

-46.85%

-13.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.35%

21.54%

-9.19%

Volatility

PRDO vs. VH2.DE - Volatility Comparison

The current volatility for Perdoceo Education Corporation (PRDO) is 8.06%, while Friedrich Vorwerk Group SE (VH2.DE) has a volatility of 16.41%. This indicates that PRDO experiences smaller price fluctuations and is considered to be less risky than VH2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PRDOVH2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.06%

16.41%

-8.35%

Volatility (6M)

Calculated over the trailing 6-month period

21.38%

41.54%

-20.16%

Volatility (1Y)

Calculated over the trailing 1-year period

30.80%

57.75%

-26.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.19%

54.16%

-18.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.11%

53.40%

-15.29%

Dividends

PRDO vs. VH2.DE - Dividend Comparison

PRDO's dividend yield for the trailing twelve months is around 1.76%, more than VH2.DE's 1.69% yield.


PositionTTM2025202420232022
PRDO
Perdoceo Education Corporation
1.76%1.91%1.81%1.25%0.00%
VH2.DE
Friedrich Vorwerk Group SE
1.69%0.37%0.44%0.77%0.91%

Financials

PRDO vs. VH2.DE - Financials Comparison

This section allows you to compare key financial metrics between Perdoceo Education Corporation and Friedrich Vorwerk Group SE. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. PRDO values in USD, VH2.DE values in EUR

Frequently Asked Questions


PRDO and VH2.DE have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for PRDO and VH2.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer