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ACHR vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACHR and VTI is 0.41, 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.


-0.50.00.51.00.4

Performance

ACHR vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Archer Aviation Inc. (ACHR) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
-4.81%
60.83%
ACHR
VTI

Key characteristics

Sharpe Ratio

ACHR:

0.63

VTI:

2.10

Sortino Ratio

ACHR:

1.60

VTI:

2.80

Omega Ratio

ACHR:

1.18

VTI:

1.39

Calmar Ratio

ACHR:

0.63

VTI:

3.14

Martin Ratio

ACHR:

1.40

VTI:

13.44

Ulcer Index

ACHR:

37.17%

VTI:

2.00%

Daily Std Dev

ACHR:

82.90%

VTI:

12.79%

Max Drawdown

ACHR:

-90.49%

VTI:

-55.45%

Current Drawdown

ACHR:

-44.63%

VTI:

-3.03%

Returns By Period

In the year-to-date period, ACHR achieves a 54.56% return, which is significantly higher than VTI's 24.89% return.


ACHR

YTD

54.56%

1M

87.55%

6M

159.29%

1Y

47.59%

5Y*

N/A

10Y*

N/A

VTI

YTD

24.89%

1M

-0.60%

6M

10.03%

1Y

25.20%

5Y*

14.09%

10Y*

12.52%

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Risk-Adjusted Performance

ACHR vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Archer Aviation Inc. (ACHR) 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 ratio
The chart of Sharpe ratio for ACHR, currently valued at 0.63, compared to the broader market-4.00-2.000.002.000.632.10
The chart of Sortino ratio for ACHR, currently valued at 1.60, compared to the broader market-4.00-2.000.002.004.001.602.80
The chart of Omega ratio for ACHR, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.39
The chart of Calmar ratio for ACHR, currently valued at 0.63, compared to the broader market0.002.004.006.000.633.14
The chart of Martin ratio for ACHR, currently valued at 1.40, compared to the broader market-5.000.005.0010.0015.0020.0025.001.4013.44
ACHR
VTI

The current ACHR Sharpe Ratio is 0.63, which is lower than the VTI Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of ACHR and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.63
2.10
ACHR
VTI

Dividends

ACHR vs. VTI - Dividend Comparison

ACHR has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 0.93%.


TTM20232022202120202019201820172016201520142013
ACHR
Archer Aviation Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
0.93%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

ACHR vs. VTI - Drawdown Comparison

The maximum ACHR drawdown since its inception was -90.49%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ACHR and VTI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-44.63%
-3.03%
ACHR
VTI

Volatility

ACHR vs. VTI - Volatility Comparison

Archer Aviation Inc. (ACHR) has a higher volatility of 49.95% compared to Vanguard Total Stock Market ETF (VTI) at 4.00%. This indicates that ACHR'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.


0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
49.95%
4.00%
ACHR
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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