BA vs. VTI
Compare and contrast key facts about The Boeing Company (BA) 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: BA or VTI.
Performance
BA vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, BA achieves a -46.22% return, which is significantly lower than VTI's 23.63% return. Over the past 10 years, BA has underperformed VTI with an annualized return of 1.99%, while VTI has yielded a comparatively higher 12.59% annualized return.
BA
-46.22%
-9.55%
-24.20%
-32.61%
-17.46%
1.99%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| BA | VTI | |
|---|---|---|
| Sharpe Ratio | -0.97 | 2.58 |
| Sortino Ratio | -1.29 | 3.45 |
| Omega Ratio | 0.84 | 1.48 |
| Calmar Ratio | -0.48 | 3.76 |
| Martin Ratio | -1.06 | 16.56 |
| Ulcer Index | 30.96% | 1.95% |
| Daily Std Dev | 33.89% | 12.51% |
| Max Drawdown | -88.95% | -55.45% |
| Current Drawdown | -67.42% | -2.43% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between BA and VTI is 0.58, 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
BA vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Boeing Company (BA) 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
BA vs. VTI - Dividend Comparison
BA has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.29%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BA The Boeing Company | 0.00% | 0.00% | 0.00% | 0.00% | 0.96% | 2.52% | 2.12% | 1.93% | 2.80% | 2.52% | 2.25% | 1.42% |
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
BA vs. VTI - Drawdown Comparison
The maximum BA drawdown since its inception was -88.95%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BA and VTI. For additional features, visit the drawdowns tool.
Volatility
BA vs. VTI - Volatility Comparison
The Boeing Company (BA) has a higher volatility of 9.75% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that BA'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.