Vanguard Industrials Coefficient Of Variation
| VIS ETF | | | USD 337.38 3.78 1.13% |
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 Industrials's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
Vanguard Industrials's Coefficient Of Variation of 1950.16 reflects 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 |
| = | 1950.16 | |
Coefficient Of Variation Peers Comparison
The peer group averages 1433.07 for Coefficient Of Variation, with Vanguard Industrials at 1950.16 falling above that level. Readings span -4011.4338 (Vanguard Consumer Staples) to 5235.69 (Vanguard Sumer Discretionary). Relative to peers, Vanguard Industrials's risk-return efficiency is above the group average.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for Vanguard Industrials 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.
Comparing Coefficient Of Variation (
1,950 ) to Maximum Drawdown (
5.68 ) for Vanguard Industrials yields a
0.0029 multiple. This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for Vanguard Industrials. For Vanguard Industrials Index, Coefficient Of Variation stands at
343.42 times Maximum Drawdown
Methodology, Assumptions & Data Sources
Vanguard Industrials' Coefficient Of Variation currently stands at 1950.16. Coefficient Of Variation for Vanguard Industrials is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for 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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