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ALTO vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.3

Performance

ALTO vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alto Ingredients, Inc. (ALTO) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025
6.67%
14.28%
ALTO
VTSAX

Key characteristics

Sharpe Ratio

ALTO:

-0.23

VTSAX:

1.82

Sortino Ratio

ALTO:

0.14

VTSAX:

2.44

Omega Ratio

ALTO:

1.02

VTSAX:

1.33

Calmar Ratio

ALTO:

-0.16

VTSAX:

2.81

Martin Ratio

ALTO:

-0.54

VTSAX:

11.12

Ulcer Index

ALTO:

28.70%

VTSAX:

2.16%

Daily Std Dev

ALTO:

66.17%

VTSAX:

13.14%

Max Drawdown

ALTO:

-99.99%

VTSAX:

-55.34%

Current Drawdown

ALTO:

-99.96%

VTSAX:

-1.14%

Returns By Period

In the year-to-date period, ALTO achieves a 4.49% return, which is significantly higher than VTSAX's 3.09% return. Over the past 10 years, ALTO has underperformed VTSAX with an annualized return of -16.19%, while VTSAX has yielded a comparatively higher 12.88% annualized return.


ALTO

YTD

4.49%

1M

4.49%

6M

9.40%

1Y

-13.76%

5Y*

20.28%

10Y*

-16.19%

VTSAX

YTD

3.09%

1M

3.09%

6M

14.28%

1Y

24.59%

5Y*

14.55%

10Y*

12.88%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ALTO vs. VTSAX — Risk-Adjusted Performance Rank

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

ALTO
The Risk-Adjusted Performance Rank of ALTO is 3636
Overall Rank
The Sharpe Ratio Rank of ALTO is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of ALTO is 3636
Sortino Ratio Rank
The Omega Ratio Rank of ALTO is 3737
Omega Ratio Rank
The Calmar Ratio Rank of ALTO is 3737
Calmar Ratio Rank
The Martin Ratio Rank of ALTO is 3535
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 8787
Overall Rank
The Sharpe Ratio Rank of VTSAX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 9090
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.

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.


Sharpe ratio
The chart of Sharpe ratio for ALTO, currently valued at -0.23, compared to the broader market-2.000.002.00-0.231.82
The chart of Sortino ratio for ALTO, currently valued at 0.14, compared to the broader market-4.00-2.000.002.004.000.142.44
The chart of Omega ratio for ALTO, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.33
The chart of Calmar ratio for ALTO, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.162.81
The chart of Martin ratio for ALTO, currently valued at -0.54, compared to the broader market0.0010.0020.00-0.5411.12
ALTO
VTSAX

The current ALTO Sharpe Ratio is -0.23, which is lower than the VTSAX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of ALTO and VTSAX, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025
-0.23
1.82
ALTO
VTSAX

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 1.22%.


TTM20242023202220212020201920182017201620152014
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
1.22%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%2.29%

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025
-99.96%
-1.14%
ALTO
VTSAX

Volatility

ALTO vs. VTSAX - Volatility Comparison

Alto Ingredients, Inc. (ALTO) has a higher volatility of 17.77% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.96%. 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.


0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025
17.77%
3.96%
ALTO
VTSAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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