AA vs. VTI
AA (Alcoa Corporation) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 5 years, AA returned 14.08%/yr vs 12.20%/yr for VTI. At a 0.48 correlation, their price movements are largely independent.
Performance
AA vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, AA achieves a 29.83% return, which is significantly higher than VTI's 9.62% return.
AA
- 1D
- -0.30%
- 1M
- 0.64%
- YTD
- 29.83%
- 6M
- 49.53%
- 1Y
- 140.52%
- 3Y*
- 24.73%
- 5Y*
- 14.08%
- 10Y*
- —
VTI
- 1D
- 0.57%
- 1M
- 0.45%
- YTD
- 9.62%
- 6M
- 9.69%
- 1Y
- 24.78%
- 3Y*
- 20.60%
- 5Y*
- 12.20%
- 10Y*
- 15.02%
AA vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AA Alcoa Corporation | 29.83% | 42.46% | 12.43% | -24.33% | -23.12% | 159.05% | 7.16% | -19.07% | -50.66% | 91.84% |
VTI Vanguard Total Stock Market ETF | 9.62% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between AA and VTI is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2016 | 0.48 |
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Return for Risk
AA vs. VTI — Risk / Return Rank
AA
VTI
AA vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alcoa Corporation (AA) and Vanguard Total Stock Market ETF (VTI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AA | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.35 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 6.49 | 2.79 | +3.70 |
| Martin ratioReturn relative to average drawdown | 20.55 | 12.52 | +8.03 |
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Drawdowns
AA vs. VTI - Drawdown Comparison
The maximum AA drawdown since its inception was -90.90%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for AA and VTI.
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Drawdown Indicators
| AA | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.90% | -55.45% | -35.45% |
Max Drawdown (1Y)Largest decline over 1 year | -21.77% | -8.92% | -12.85% |
Max Drawdown (3Y)Largest decline over 3 years | -52.25% | -19.30% | -32.95% |
Max Drawdown (5Y)Largest decline over 5 years | -75.46% | -25.36% | -50.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -24.27% | -2.14% | -22.13% |
Average DrawdownAverage peak-to-trough decline | -46.12% | -8.02% | -38.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.87% | 1.99% | +4.88% |
Volatility
AA vs. VTI - Volatility Comparison
Alcoa Corporation (AA) has a higher volatility of 21.35% compared to Vanguard Total Stock Market ETF (VTI) at 4.50%. This indicates that AA's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AA | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.35% | 4.50% | +16.85% |
Volatility (6M)Calculated over the trailing 6-month period | 41.11% | 9.82% | +31.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.44% | 12.64% | +41.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.26% | 17.47% | +38.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.66% | 18.33% | +37.33% |
Dividends
AA vs. VTI - Dividend Comparison
AA's dividend yield for the trailing twelve months is around 0.58%, less than VTI's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AA Alcoa Corporation | 0.58% | 0.75% | 1.06% | 1.18% | 0.88% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.32% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.03% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
AA and VTI have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AA has higher volatility (21.35%) compared to VTI (4.50%). In terms of maximum drawdown, AA dropped -90.90% vs VTI's -55.45%.
AA currently has the higher Sharpe Ratio (2.60 vs 1.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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