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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%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
14.95%
10.79%
RPM
VONG

Key characteristics

Sharpe Ratio

RPM:

0.71

VONG:

1.99

Sortino Ratio

RPM:

1.17

VONG:

2.59

Omega Ratio

RPM:

1.14

VONG:

1.36

Calmar Ratio

RPM:

1.16

VONG:

2.61

Martin Ratio

RPM:

2.84

VONG:

10.24

Ulcer Index

RPM:

5.37%

VONG:

3.34%

Daily Std Dev

RPM:

21.56%

VONG:

17.20%

Max Drawdown

RPM:

-61.69%

VONG:

-32.72%

Current Drawdown

RPM:

-9.82%

VONG:

-3.74%

Returns By Period

In the year-to-date period, RPM achieves a 15.18% return, which is significantly lower than VONG's 33.66% return. Over the past 10 years, RPM has underperformed VONG with an annualized return of 11.87%, while VONG has yielded a comparatively higher 16.68% annualized return.


RPM

YTD

15.18%

1M

-7.54%

6M

13.95%

1Y

14.02%

5Y*

13.19%

10Y*

11.87%

VONG

YTD

33.66%

1M

3.67%

6M

10.06%

1Y

33.57%

5Y*

19.14%

10Y*

16.68%

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Risk-Adjusted Performance

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 0.71, compared to the broader market-4.00-2.000.002.000.711.99
The chart of Sortino ratio for RPM, currently valued at 1.17, compared to the broader market-4.00-2.000.002.004.001.172.59
The chart of Omega ratio for RPM, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.36
The chart of Calmar ratio for RPM, currently valued at 1.16, compared to the broader market0.002.004.006.001.162.61
The chart of Martin ratio for RPM, currently valued at 2.83, compared to the broader market0.0010.0020.002.8410.24
RPM
VONG

The current RPM Sharpe Ratio is 0.71, which is lower than the VONG Sharpe Ratio of 1.99. 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.71
1.99
RPM
VONG

Dividends

RPM vs. VONG - Dividend Comparison

RPM's dividend yield for the trailing twelve months is around 1.49%, more than VONG's 0.42% yield.


TTM20232022202120202019201820172016201520142013
RPM
RPM International Inc.
1.49%1.54%1.66%1.52%1.61%1.84%2.23%2.33%2.09%2.39%1.93%1.66%
VONG
Vanguard Russell 1000 Growth ETF
0.42%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.82%
-3.74%
RPM
VONG

Volatility

RPM vs. VONG - Volatility Comparison

RPM International Inc. (RPM) has a higher volatility of 5.28% compared to Vanguard Russell 1000 Growth ETF (VONG) at 4.95%. This indicates that RPM's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.28%
4.95%
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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