PortfoliosLab logoPortfoliosLab logo
AVDL vs. VTSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVDL vs. VTSAX - Performance Comparison

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

Loading graphics...

AVDL vs. VTSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AVDL
Avadel Pharmaceuticals plc
0.42%105.04%-25.57%97.21%-11.39%20.96%-11.52%192.64%-68.54%-21.08%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
-3.29%17.12%23.23%26.51%-19.52%25.72%20.98%30.79%-5.18%21.16%

Returns By Period


AVDL

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

VTSAX

1D
0.72%
1M
-3.42%
YTD
-3.29%
6M
-1.39%
1Y
17.61%
3Y*
18.12%
5Y*
10.64%
10Y*
13.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AVDL vs. VTSAX — Risk / Return Rank

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

AVDL

VTSAX
VTSAX Risk / Return Rank: 5050
Overall Rank
VTSAX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VTSAX Sortino Ratio Rank: 4646
Sortino Ratio Rank
VTSAX Omega Ratio Rank: 4848
Omega Ratio Rank
VTSAX Calmar Ratio Rank: 5050
Calmar Ratio Rank
VTSAX Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVDL vs. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avadel Pharmaceuticals plc (AVDL) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

AVDL vs. VTSAX - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


AVDLVTSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

Correlation

The correlation between AVDL and VTSAX is 0.26, 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.


Dividends

AVDL vs. VTSAX - Dividend Comparison

AVDL has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.16%.


TTM20252024202320222021202020192018201720162015
AVDL
Avadel Pharmaceuticals plc
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
1.16%1.11%1.26%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%

Drawdowns

AVDL vs. VTSAX - Drawdown Comparison


Loading graphics...

Drawdown Indicators


AVDLVTSAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.33%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

Current Drawdown

Current decline from peak

-5.54%

Average Drawdown

Average peak-to-trough decline

-9.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

Volatility

AVDL vs. VTSAX - Volatility Comparison


Loading graphics...

Volatility by Period


AVDLVTSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.50%

Volatility (6M)

Calculated over the trailing 6-month period

9.81%

Volatility (1Y)

Calculated over the trailing 1-year period

18.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%