APD vs. VTI
Compare and contrast key facts about Air Products and Chemicals, Inc. (APD) 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: APD or VTI.
Performance
APD vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, APD achieves a 18.17% return, which is significantly lower than VTI's 23.63% return. Over the past 10 years, APD has underperformed VTI with an annualized return of 11.94%, while VTI has yielded a comparatively higher 12.59% annualized return.
APD
18.17%
-4.52%
22.27%
20.61%
8.17%
11.94%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| APD | VTI | |
|---|---|---|
| Sharpe Ratio | 0.68 | 2.58 |
| Sortino Ratio | 1.05 | 3.45 |
| Omega Ratio | 1.18 | 1.48 |
| Calmar Ratio | 0.60 | 3.76 |
| Martin Ratio | 2.25 | 16.56 |
| Ulcer Index | 8.44% | 1.95% |
| Daily Std Dev | 27.90% | 12.51% |
| Max Drawdown | -60.30% | -55.45% |
| Current Drawdown | -4.52% | -2.43% |
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Correlation
The correlation between APD and VTI is 0.66, 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.
Risk-Adjusted Performance
APD vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Air Products and Chemicals, Inc. (APD) 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.
Dividends
APD vs. VTI - Dividend Comparison
APD's dividend yield for the trailing twelve months is around 2.23%, more than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
APD Air Products and Chemicals, Inc. | 2.23% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 2.90% | 2.49% | 2.14% | 2.54% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
APD vs. VTI - Drawdown Comparison
The maximum APD drawdown since its inception was -60.30%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for APD and VTI. For additional features, visit the drawdowns tool.
Volatility
APD vs. VTI - Volatility Comparison
The current volatility for Air Products and Chemicals, Inc. (APD) is 3.95%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.28%. This indicates that APD experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.