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APD vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


APDVTI
YTD Return-11.52%9.87%
1Y Return-10.13%33.77%
3Y Return (Ann)-2.88%9.60%
5Y Return (Ann)7.19%14.26%
10Y Return (Ann)10.77%12.39%
Sharpe Ratio-0.332.81
Daily Std Dev28.17%11.94%
Max Drawdown-60.30%-55.45%
Current Drawdown-23.25%0.00%

Correlation

0.67
-1.001.00

The correlation between APD and VTI is 0.67, 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.

Performance

APD vs. VTI - Performance Comparison

In the year-to-date period, APD achieves a -11.52% return, which is significantly lower than VTI's 9.87% return. Over the past 10 years, APD has underperformed VTI with an annualized return of 10.77%, while VTI has yielded a comparatively higher 12.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%OctoberNovemberDecember2024FebruaryMarch
853.77%
583.85%
APD
VTI

Compare stocks, funds, or ETFs


Air Products and Chemicals, Inc.

Vanguard Total Stock Market ETF

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
APD
Air Products and Chemicals, Inc.
-0.33
VTI
Vanguard Total Stock Market ETF
2.83

APD vs. VTI - Sharpe Ratio Comparison

The current APD Sharpe Ratio is -0.33, which is lower than the VTI Sharpe Ratio of 2.83. The chart below compares the 12-month rolling Sharpe Ratio of APD and VTI.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
-0.33
2.83
APD
VTI

Dividends

APD vs. VTI - Dividend Comparison

APD's dividend yield for the trailing twelve months is around 3.62%, more than VTI's 1.36% yield.


TTM20232022202120202019201820172016201520142013
APD
Air Products and Chemicals, Inc.
3.62%2.56%2.10%1.97%1.96%1.97%2.75%2.32%2.30%2.49%2.13%2.54%
VTI
Vanguard Total Stock Market ETF
1.36%1.44%1.66%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%. The drawdown chart below compares losses from any high point along the way for APD and VTI


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-23.25%
0
APD
VTI

Volatility

APD vs. VTI - Volatility Comparison

Air Products and Chemicals, Inc. (APD) has a higher volatility of 5.44% compared to Vanguard Total Stock Market ETF (VTI) at 2.79%. This indicates that APD'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%OctoberNovemberDecember2024FebruaryMarch
5.44%
2.79%
APD
VTI