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ABT vs. VTI

Last updated Feb 24, 2024

Compare and contrast key facts about Abbott Laboratories (ABT) and Vanguard Total Stock Market ETF (VTI).

VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABT or VTI.

Key characteristics


ABTVTI
YTD Return9.06%6.23%
1Y Return18.86%26.90%
3Y Return (Ann)1.39%8.94%
5Y Return (Ann)11.29%13.73%
10Y Return (Ann)13.97%12.05%
Sharpe Ratio0.952.15
Daily Std Dev19.67%12.81%
Max Drawdown-45.62%-55.45%
Current Drawdown-11.99%0.00%

Correlation

0.53
-1.001.00

The correlation between ABT and VTI is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

ABT vs. VTI - Performance Comparison

In the year-to-date period, ABT achieves a 9.06% return, which is significantly higher than VTI's 6.23% return. Over the past 10 years, ABT has outperformed VTI with an annualized return of 13.97%, while VTI has yielded a comparatively lower 12.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2024February
15.82%
16.20%
ABT
VTI

Compare stocks, funds, or ETFs


Abbott Laboratories

Vanguard Total Stock Market ETF

ABT vs. VTI - Dividend Comparison

ABT's dividend yield for the trailing twelve months is around 1.74%, more than VTI's 1.35% yield.


TTM20232022202120202019201820172016201520142013
ABT
Abbott Laboratories
1.74%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%1.95%1.46%
VTI
Vanguard Total Stock Market ETF
1.35%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

ABT vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Abbott Laboratories (ABT) 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ABT
Abbott Laboratories
0.95
VTI
Vanguard Total Stock Market ETF
2.15

ABT vs. VTI - Sharpe Ratio Comparison

The current ABT Sharpe Ratio is 0.95, which is lower than the VTI Sharpe Ratio of 2.15. The chart below compares the 12-month rolling Sharpe Ratio of ABT and VTI.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.95
2.15
ABT
VTI

ABT vs. VTI - Drawdown Comparison

The maximum ABT drawdown since its inception was -45.62%, smaller than the maximum VTI drawdown of -55.45%. The drawdown chart below compares losses from any high point along the way for ABT and VTI


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-11.99%
0
ABT
VTI

ABT vs. VTI - Volatility Comparison

Abbott Laboratories (ABT) has a higher volatility of 5.06% compared to Vanguard Total Stock Market ETF (VTI) at 4.09%. This indicates that ABT'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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2024February
5.06%
4.09%
ABT
VTI