ADT vs. VTI
Compare and contrast key facts about ADT Inc. (ADT) 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: ADT or VTI.
Key characteristics
| ADT | VTI | |
|---|---|---|
| YTD Return | -35.40% | 9.42% |
| 1Y Return | -19.23% | 4.44% |
| 5Y Return (Ann) | -1.62% | 10.04% |
| 10Y Return (Ann) | -10.35% | 11.29% |
| Sharpe Ratio | -0.42 | 0.30 |
| Daily Std Dev | 41.67% | 21.63% |
| Max Drawdown | -67.41% | -55.45% |
Correlation
The correlation between ADT and VTI is 0.51, 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.
ADT vs. VTI - Performance Comparison
In the year-to-date period, ADT achieves a -35.40% return, which is significantly lower than VTI's 9.42% return. Over the past 10 years, ADT has underperformed VTI with an annualized return of -10.35%, while VTI has yielded a comparatively higher 11.29% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ADT vs. VTI - Dividend Comparison
ADT's dividend yield for the trailing twelve months is around 3.00%, more than VTI's 1.91% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADT ADT Inc. | 3.00% | 1.55% | 1.70% | 1.85% | 10.66% | 2.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.91% | 1.67% | 1.24% | 1.47% | 1.87% | 2.19% | 1.87% | 2.14% | 2.25% | 2.04% | 2.06% | 2.57% |
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ADT ADT Inc. | -0.42 | ||||
VTI Vanguard Total Stock Market ETF | 0.30 |
ADT vs. VTI - Drawdown Comparison
The maximum ADT drawdown for the period was -60.12%, lower than the maximum VTI drawdown of -21.27%. The drawdown chart below compares losses from any high point along the way for ADT and VTI
ADT vs. VTI - Volatility Comparison
ADT Inc. (ADT) has a higher volatility of 22.88% compared to Vanguard Total Stock Market ETF (VTI) at 3.87%. 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.