ALTO vs. VTSAX
Compare and contrast key facts about Alto Ingredients, Inc. (ALTO) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ALTO or VTSAX.
Performance
ALTO vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, ALTO achieves a -46.62% return, which is significantly lower than VTSAX's 26.28% return. Over the past 10 years, ALTO has underperformed VTSAX with an annualized return of -20.43%, while VTSAX has yielded a comparatively higher 12.73% annualized return.
ALTO
-46.62%
-16.96%
-9.55%
-40.08%
25.33%
-20.43%
VTSAX
26.28%
4.04%
14.03%
33.65%
15.20%
12.73%
Key characteristics
| ALTO | VTSAX | |
|---|---|---|
| Sharpe Ratio | -0.61 | 2.68 |
| Sortino Ratio | -0.54 | 3.57 |
| Omega Ratio | 0.92 | 1.49 |
| Calmar Ratio | -0.40 | 3.93 |
| Martin Ratio | -1.01 | 17.10 |
| Ulcer Index | 39.87% | 1.97% |
| Daily Std Dev | 65.35% | 12.56% |
| Max Drawdown | -99.99% | -55.34% |
| Current Drawdown | -99.97% | -0.28% |
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Correlation
The correlation between ALTO and VTSAX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
ALTO vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alto Ingredients, Inc. (ALTO) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
Dividends
ALTO vs. VTSAX - Dividend Comparison
ALTO has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.25%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALTO Alto Ingredients, 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
ALTO vs. VTSAX - Drawdown Comparison
The maximum ALTO drawdown since its inception was -99.99%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for ALTO and VTSAX. For additional features, visit the drawdowns tool.
Volatility
ALTO vs. VTSAX - Volatility Comparison
Alto Ingredients, Inc. (ALTO) has a higher volatility of 50.36% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.18%. This indicates that ALTO's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.