PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AVID vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AVIDVT

Correlation

-0.50.00.51.00.4

The correlation between AVID and VT is 0.45, 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

AVID vs. VT - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
0.26%
18.72%
AVID
VT

Compare stocks, funds, or ETFs

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


Avid Technology, Inc.

Vanguard Total World Stock ETF

Risk-Adjusted Performance

AVID vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avid Technology, Inc. (AVID) and Vanguard Total World Stock ETF (VT). 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.


AVID
Sharpe ratio
The chart of Sharpe ratio for AVID, currently valued at -0.36, compared to the broader market-2.00-1.000.001.002.003.00-0.36
Sortino ratio
The chart of Sortino ratio for AVID, currently valued at -0.40, compared to the broader market-4.00-2.000.002.004.006.00-0.40
Omega ratio
The chart of Omega ratio for AVID, currently valued at 0.91, compared to the broader market0.501.001.500.91
Calmar ratio
The chart of Calmar ratio for AVID, currently valued at -0.26, compared to the broader market0.001.002.003.004.005.00-0.26
Martin ratio
The chart of Martin ratio for AVID, currently valued at -0.78, compared to the broader market0.0010.0020.0030.00-0.78
VT
Sharpe ratio
The chart of Sharpe ratio for VT, currently valued at 1.53, compared to the broader market-2.00-1.000.001.002.003.001.53
Sortino ratio
The chart of Sortino ratio for VT, currently valued at 2.24, compared to the broader market-4.00-2.000.002.004.006.002.24
Omega ratio
The chart of Omega ratio for VT, currently valued at 1.26, compared to the broader market0.501.001.501.26
Calmar ratio
The chart of Calmar ratio for VT, currently valued at 1.20, compared to the broader market0.001.002.003.004.005.001.20
Martin ratio
The chart of Martin ratio for VT, currently valued at 5.16, compared to the broader market0.0010.0020.0030.005.16

AVID vs. VT - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
-0.36
1.53
AVID
VT

Dividends

AVID vs. VT - Dividend Comparison

AVID has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 2.13%.


TTM20232022202120202019201820172016201520142013
AVID
Avid Technology, 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%
VT
Vanguard Total World Stock ETF
2.13%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%

Drawdowns

AVID vs. VT - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-32.21%
-3.05%
AVID
VT

Volatility

AVID vs. VT - Volatility Comparison

The current volatility for Avid Technology, Inc. (AVID) is 0.00%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.34%. This indicates that AVID experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril0
3.34%
AVID
VT