Vanguard Small Coefficient Of Variation
| VBK ETF | | | USD 335.15 1.64 0.49% |
Coefficient of Variation (CV) is a normalized measure of dispersion that relates volatility to expected return, making it a useful indicator of risk per unit of return. It is also referred to as relative standard deviation when expressed as a percentage. Below is Vanguard Small's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
Vanguard Small has a Coefficient Of Variation of 2560.08, indicating high dispersion relative to expected return — volatility substantially exceeds the return signal. The magnitude of this value is unusually large in absolute terms, suggesting an unstable or weak relationship between risk and return, often driven by low or near-zero expected returns.
Coefficient Of Variation | = | STDER |
| = | 2560.08 | |
Coefficient Of Variation Peers Comparison
The peer group averages 3859.1 for Coefficient Of Variation, with Vanguard Small at 2560.08 falling below that level. Readings span 1125.78 (Vanguard Mid Cap Value) to 9832.97 (Vanguard Mid Cap Growth). Relative to peers, Vanguard Small shows more consistent returns per unit of risk.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for Vanguard Small and its peers. Each point represents one equity — position along the horizontal axis shows Coefficient Of Variation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
The Maximum Drawdown-to-Coefficient Of Variation ratio for Vanguard Small sits near
0.0027 , with Coefficient Of Variation at
2,560 and Maximum Drawdown at
6.89 . This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for Vanguard Small. Vanguard Small Cap Growth's Coefficient Of Variation registers at
371.82 relative to Maximum Drawdown
Methodology, Assumptions & Data Sources
Vanguard Small has a current Coefficient Of Variation reading of 2560.08. Coefficient Of Variation for Vanguard Small is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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