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RPM vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RPM and VONG is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

RPM vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RPM International Inc. (RPM) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
10.41%
10.74%
RPM
VONG

Key characteristics

Sharpe Ratio

RPM:

0.90

VONG:

1.90

Sortino Ratio

RPM:

1.44

VONG:

2.49

Omega Ratio

RPM:

1.17

VONG:

1.34

Calmar Ratio

RPM:

1.29

VONG:

2.54

Martin Ratio

RPM:

3.22

VONG:

9.68

Ulcer Index

RPM:

6.01%

VONG:

3.44%

Daily Std Dev

RPM:

21.48%

VONG:

17.55%

Max Drawdown

RPM:

-61.69%

VONG:

-32.72%

Current Drawdown

RPM:

-10.32%

VONG:

-3.26%

Returns By Period

In the year-to-date period, RPM achieves a 2.22% return, which is significantly higher than VONG's 0.84% return. Over the past 10 years, RPM has underperformed VONG with an annualized return of 12.89%, while VONG has yielded a comparatively higher 17.00% annualized return.


RPM

YTD

2.22%

1M

-5.24%

6M

10.41%

1Y

18.93%

5Y*

13.06%

10Y*

12.89%

VONG

YTD

0.84%

1M

-3.26%

6M

10.74%

1Y

33.44%

5Y*

18.05%

10Y*

17.00%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

RPM vs. VONG — Risk-Adjusted Performance Rank

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

RPM
The Risk-Adjusted Performance Rank of RPM is 7676
Overall Rank
The Sharpe Ratio Rank of RPM is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of RPM is 7272
Sortino Ratio Rank
The Omega Ratio Rank of RPM is 6868
Omega Ratio Rank
The Calmar Ratio Rank of RPM is 8585
Calmar Ratio Rank
The Martin Ratio Rank of RPM is 7575
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 7676
Overall Rank
The Sharpe Ratio Rank of VONG is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RPM vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RPM International Inc. (RPM) and Vanguard Russell 1000 Growth ETF (VONG). 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.


Sharpe ratio
The chart of Sharpe ratio for RPM, currently valued at 0.90, compared to the broader market-2.000.002.000.901.90
The chart of Sortino ratio for RPM, currently valued at 1.44, compared to the broader market-4.00-2.000.002.004.001.442.49
The chart of Omega ratio for RPM, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.34
The chart of Calmar ratio for RPM, currently valued at 1.29, compared to the broader market0.002.004.006.001.292.54
The chart of Martin ratio for RPM, currently valued at 3.22, compared to the broader market-30.00-20.00-10.000.0010.0020.003.229.68
RPM
VONG

The current RPM Sharpe Ratio is 0.90, which is lower than the VONG Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of RPM and VONG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.90
1.90
RPM
VONG

Dividends

RPM vs. VONG - Dividend Comparison

RPM's dividend yield for the trailing twelve months is around 1.50%, more than VONG's 0.55% yield.


TTM20242023202220212020201920182017201620152014
RPM
RPM International Inc.
1.50%1.54%1.54%1.66%1.52%1.61%1.84%2.23%2.33%2.09%2.39%1.93%
VONG
Vanguard Russell 1000 Growth ETF
0.55%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

Drawdowns

RPM vs. VONG - Drawdown Comparison

The maximum RPM drawdown since its inception was -61.69%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for RPM and VONG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-10.32%
-3.26%
RPM
VONG

Volatility

RPM vs. VONG - Volatility Comparison

RPM International Inc. (RPM) and Vanguard Russell 1000 Growth ETF (VONG) have volatilities of 6.47% and 6.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.47%
6.26%
RPM
VONG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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