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

Key characteristics


ADTVTI
YTD Return-0.49%9.87%
1Y Return-1.81%33.77%
3Y Return (Ann)-4.53%9.60%
5Y Return (Ann)4.75%14.26%
Sharpe Ratio-0.052.81
Daily Std Dev46.55%11.94%
Max Drawdown-67.41%-55.45%
Current Drawdown-46.34%0.00%

Correlation

0.49
-1.001.00

The correlation between ADT and VTI is 0.49, 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

ADT vs. VTI - Performance Comparison

In the year-to-date period, ADT achieves a -0.49% return, which is significantly lower than VTI's 9.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%OctoberNovemberDecember2024FebruaryMarch
-33.96%
100.28%
ADT
VTI

Compare stocks, funds, or ETFs


ADT Inc.

Vanguard Total Stock Market ETF

Risk-Adjusted Performance

ADT vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ADT Inc. (ADT) 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
ADT
ADT Inc.
-0.05
VTI
Vanguard Total Stock Market ETF
2.81

ADT vs. VTI - Sharpe Ratio Comparison

The current ADT Sharpe Ratio is -0.05, which is lower than the VTI Sharpe Ratio of 2.81. The chart below compares the 12-month rolling Sharpe Ratio of ADT and VTI.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
-0.05
2.81
ADT
VTI

Dividends

ADT vs. VTI - Dividend Comparison

ADT's dividend yield for the trailing twelve months is around 2.38%, more than VTI's 1.36% yield.


TTM20232022202120202019201820172016201520142013
ADT
ADT Inc.
2.38%2.05%1.54%1.66%1.78%10.05%2.15%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.36%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

ADT vs. VTI - Drawdown Comparison

The maximum ADT drawdown since its inception was -67.41%, which is greater than VTI's maximum drawdown of -55.45%. The drawdown chart below compares losses from any high point along the way for ADT and VTI


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-46.34%
0
ADT
VTI

Volatility

ADT vs. VTI - Volatility Comparison

ADT Inc. (ADT) has a higher volatility of 18.95% compared to Vanguard Total Stock Market ETF (VTI) at 2.80%. This indicates that ADT'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.


5.00%10.00%15.00%20.00%OctoberNovemberDecember2024FebruaryMarch
18.95%
2.80%
ADT
VTI