AAPL vs. VBR

Last updated Jun 9, 2026

AAPL (Apple Inc) is a stock, while VBR (Vanguard Small-Cap Value ETF) is Small Cap Value Equities fund tracking the CRSP US Small Cap Value Index. Over the past 10 years, AAPL returned 29.63%/yr vs 10.50%/yr for VBR. At a 0.46 correlation, their price movements are largely independent.

Performance

AAPL vs. VBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Apple Inc (AAPL) and Vanguard Small-Cap Value ETF (VBR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with AAPL having a 11.12% return and VBR slightly higher at 11.45%. Over the past 10 years, AAPL has outperformed VBR with an annualized return of 29.63%, while VBR has yielded a comparatively lower 10.50% annualized return.

AAPL

• 1D: -1.89%
• 1M: 2.90%
• YTD: 11.12%
• 6M: 8.71%
• 1Y: 48.46%
• 3Y*: 19.11%
• 5Y*: 19.46%
• 10Y*: 29.63%

VBR

• 1D: 0.16%
• 1M: 0.48%
• YTD: 11.45%
• 6M: 12.14%
• 1Y: 24.85%
• 3Y*: 15.60%
• 5Y*: 7.78%
• 10Y*: 10.50%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AAPL vs. VBR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AAPL Apple Inc	11.12%	9.05%	30.71%	49.01%	-26.40%	34.65%	82.31%	88.96%	-5.39%	48.46%
VBR Vanguard Small-Cap Value ETF	11.45%	9.09%	12.40%	16.00%	-9.38%	28.08%	5.90%	22.78%	-12.28%	11.81%

Correlation

The correlation between AAPL and VBR is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.47
Correlation (10Y) Calculated over the trailing 10-year period	0.45
Correlation (All Time) Calculated using the full available price history since Feb 2, 2004	0.46

The correlation between AAPL and VBR shifts across timeframes, from 0.35 (3 years) to 0.47 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

AAPL vs. VBR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAPL

AAPL Risk / Return Rank: 88
AAPL Sharpe Ratio Rank: 90
AAPL Sortino Ratio Rank: 90
AAPL Omega Ratio Rank: 88
AAPL Calmar Ratio Rank: 87
AAPL Martin Ratio Rank: 86

VBR

VBR Risk / Return Rank: 57
VBR Sharpe Ratio Rank: 53
VBR Sortino Ratio Rank: 56
VBR Omega Ratio Rank: 51
VBR Calmar Ratio Rank: 62
VBR Martin Ratio Rank: 61

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AAPL vs. VBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Apple Inc (AAPL) and Vanguard Small-Cap Value ETF (VBR). 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.

	AAPL	VBR	Difference
Sharpe ratio: Return per unit of total volatility	2.18	1.65	+0.53
Sortino ratio: Return per unit of downside risk	3.09	2.43	+0.66
Omega ratio: Gain probability vs. loss probability	1.39	1.29	+0.11
Calmar ratio: Return relative to maximum drawdown	3.53	2.82	+0.71
Martin ratio: Return relative to average drawdown	8.89	9.94	-1.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AAPL vs. VBR - Sharpe Ratio Comparison

The current AAPL Sharpe Ratio is 2.18, which is higher than the VBR Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of AAPL and VBR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AAPL	VBR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.18	1.65	+0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	0.40	+0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.03	0.49	+0.54
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.42	+0.03

Drawdowns

AAPL vs. VBR - Drawdown Comparison

The maximum AAPL drawdown since its inception was -81.80%, which is greater than VBR's maximum drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for AAPL and VBR.

Drawdown Indicators

	AAPL	VBR	Difference
Max Drawdown Largest peak-to-trough decline	-81.80%	-61.98%	-19.82%
Max Drawdown (1Y) Largest decline over 1 year	-13.80%	-8.85%	-4.95%
Max Drawdown (3Y) Largest decline over 3 years	-33.36%	-24.19%	-9.17%
Max Drawdown (5Y) Largest decline over 5 years	-33.36%	-24.19%	-9.17%
Max Drawdown (10Y) Largest decline over 10 years	-38.52%	-45.28%	+6.76%
Current Drawdown Current decline from peak	-4.33%	-0.95%	-3.38%
Average Drawdown Average peak-to-trough decline	-29.60%	-8.26%	-21.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.48%	2.51%	+2.97%

Volatility

AAPL vs. VBR - Volatility Comparison

Apple Inc (AAPL) has a higher volatility of 5.68% compared to Vanguard Small-Cap Value ETF (VBR) at 3.67%. This indicates that AAPL's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AAPL	VBR	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.68%	3.67%	+2.01%
Volatility (6M) Calculated over the trailing 6-month period	15.99%	10.49%	+5.50%
Volatility (1Y) Calculated over the trailing 1-year period	22.41%	15.16%	+7.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.47%	19.77%	+7.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.91%	21.74%	+7.17%

Dividends

AAPL vs. VBR - Dividend Comparison

AAPL's dividend yield for the trailing twelve months is around 0.35%, less than VBR's 1.76% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AAPL Apple Inc	0.35%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
VBR Vanguard Small-Cap Value ETF	1.76%	1.95%	1.98%	2.12%	2.03%	1.75%	1.68%	2.06%	2.35%	1.79%	1.77%	1.99%

Frequently Asked Questions

Can I hold both AAPL and VBR in my portfolio?

AAPL and VBR have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AAPL or VBR?

AAPL has higher volatility (5.68%) compared to VBR (3.67%). In terms of maximum drawdown, AAPL dropped -81.80% vs VBR's -61.98%.

Which has better risk-adjusted returns?

AAPL currently has the higher Sharpe Ratio (2.18 vs 1.65), 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.