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

Correlation

The correlation between ADBE and VTI is 0.65, 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.


Performance

ADBE vs. VTI - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%2,500.00%December2025FebruaryMarchAprilMay
1,841.88%
642.62%
ADBE
VTI

Key characteristics

Sharpe Ratio

ADBE:

-0.58

VTI:

0.51

Sortino Ratio

ADBE:

-0.64

VTI:

0.84

Omega Ratio

ADBE:

0.90

VTI:

1.12

Calmar Ratio

ADBE:

-0.44

VTI:

0.52

Martin Ratio

ADBE:

-1.09

VTI:

1.99

Ulcer Index

ADBE:

20.35%

VTI:

5.05%

Daily Std Dev

ADBE:

36.88%

VTI:

19.98%

Max Drawdown

ADBE:

-79.89%

VTI:

-55.45%

Current Drawdown

ADBE:

-44.22%

VTI:

-7.87%

Returns By Period

In the year-to-date period, ADBE achieves a -13.65% return, which is significantly lower than VTI's -3.64% return. Over the past 10 years, ADBE has outperformed VTI with an annualized return of 17.51%, while VTI has yielded a comparatively lower 11.75% annualized return.


ADBE

YTD

-13.65%

1M

12.94%

6M

-23.34%

1Y

-21.33%

5Y*

0.88%

10Y*

17.51%

VTI

YTD

-3.64%

1M

14.17%

6M

-5.14%

1Y

10.03%

5Y*

15.30%

10Y*

11.75%

*Annualized

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Risk-Adjusted Performance

ADBE vs. VTI — Risk-Adjusted Performance Rank

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

ADBE
The Risk-Adjusted Performance Rank of ADBE is 2121
Overall Rank
The Sharpe Ratio Rank of ADBE is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of ADBE is 2020
Sortino Ratio Rank
The Omega Ratio Rank of ADBE is 1818
Omega Ratio Rank
The Calmar Ratio Rank of ADBE is 2424
Calmar Ratio Rank
The Martin Ratio Rank of ADBE is 2525
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6060
Overall Rank
The Sharpe Ratio Rank of VTI is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ADBE vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adobe Inc (ADBE) 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.


The current ADBE Sharpe Ratio is -0.58, which is lower than the VTI Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of ADBE 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.58
0.51
ADBE
VTI

Dividends

ADBE vs. VTI - Dividend Comparison

ADBE has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.35%.


TTM20242023202220212020201920182017201620152014
ADBE
Adobe 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
1.35%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

ADBE vs. VTI - Drawdown Comparison

The maximum ADBE drawdown since its inception was -79.89%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ADBE and VTI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-44.22%
-7.87%
ADBE
VTI

Volatility

ADBE vs. VTI - Volatility Comparison

The current volatility for Adobe Inc (ADBE) is 9.48%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 11.92%. This indicates that ADBE experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
9.48%
11.92%
ADBE
VTI