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ADT vs. VTI

Last updated May 27, 2023

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


ADTVTI
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-0.420.30
Daily Std Dev41.67%21.63%
Max Drawdown-67.41%-55.45%

Correlation

0.51
-1.001.00

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.


-40.00%-30.00%-20.00%-10.00%0.00%10.00%December2023FebruaryMarchAprilMay
-35.31%
6.02%
ADT
VTI

Compare stocks, funds, or ETFs


ADT Inc.

Vanguard Total Stock Market ETF

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.


TTM20222021202020192018201720162015201420132012
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ADT
ADT Inc.
-0.42
VTI
Vanguard Total Stock Market ETF
0.30

ADT vs. VTI - Sharpe Ratio Comparison

The current ADT Sharpe Ratio is -0.42, which is lower than the VTI Sharpe Ratio of 0.30. The chart below compares the 12-month rolling Sharpe Ratio of ADT and VTI.


-1.00-0.500.000.50December2023FebruaryMarchAprilMay
-0.42
0.30
ADT
VTI

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


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%December2023FebruaryMarchAprilMay
-54.68%
-12.50%
ADT
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.


5.00%10.00%15.00%20.00%December2023FebruaryMarchAprilMay
22.88%
3.87%
ADT
VTI