Vanguard Growth Coefficient Of Variation
| VUG ETF | | | USD 86.05 0.15 0.17% |
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 Growth's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
Vanguard Growth's Coefficient Of Variation of 898.08 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 |
| = | 898.08 | |
Coefficient Of Variation Peers Comparison
The peer group averages 1315.56 for Coefficient Of Variation, with Vanguard Growth at 898.08 falling below that level. Readings span 641.41 (Invesco QQQ Trust) to 2029.18 (Vanguard Value Index). Relative to peers, Vanguard Growth 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 Growth 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.
Vanguard Growth records a Coefficient Of Variation of
898.08 and a Maximum Drawdown of
5.18 , yielding roughly
0.01 units of Maximum Drawdown per Coefficient Of Variation. This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for Vanguard Growth. Vanguard Growth Index carries a
173.36 x Coefficient Of Variation-to-Maximum Drawdown ratio
Methodology, Assumptions & Data Sources
The current Coefficient Of Variation for Vanguard Growth is 898.08. The Coefficient Of Variation for Vanguard Growth applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
Other Technical Indicators