SHOP vs. VONG
Compare and contrast key facts about Shopify Inc. (SHOP) and Vanguard Russell 1000 Growth ETF (VONG).
VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHOP or VONG.
Performance
SHOP vs. VONG - Performance Comparison
Returns By Period
In the year-to-date period, SHOP achieves a 34.26% return, which is significantly higher than VONG's 30.40% return.
SHOP
34.26%
26.50%
83.43%
50.47%
27.14%
N/A
VONG
30.40%
2.76%
14.26%
36.18%
19.54%
16.45%
Key characteristics
| SHOP | VONG | |
|---|---|---|
| Sharpe Ratio | 1.01 | 2.25 |
| Sortino Ratio | 1.66 | 2.92 |
| Omega Ratio | 1.24 | 1.41 |
| Calmar Ratio | 0.77 | 2.87 |
| Martin Ratio | 2.67 | 11.31 |
| Ulcer Index | 19.90% | 3.33% |
| Daily Std Dev | 52.46% | 16.73% |
| Max Drawdown | -84.82% | -32.72% |
| Current Drawdown | -38.13% | -1.33% |
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Correlation
The correlation between SHOP and VONG is 0.57, 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.
Risk-Adjusted Performance
SHOP vs. VONG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Shopify Inc. (SHOP) 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.
Dividends
SHOP vs. VONG - Dividend Comparison
SHOP has not paid dividends to shareholders, while VONG's dividend yield for the trailing twelve months is around 0.59%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHOP Shopify Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VONG Vanguard Russell 1000 Growth ETF | 0.59% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
Drawdowns
SHOP vs. VONG - Drawdown Comparison
The maximum SHOP drawdown since its inception was -84.82%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for SHOP and VONG. For additional features, visit the drawdowns tool.
Volatility
SHOP vs. VONG - Volatility Comparison
Shopify Inc. (SHOP) has a higher volatility of 22.09% compared to Vanguard Russell 1000 Growth ETF (VONG) at 5.69%. This indicates that SHOP'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.