BKNG vs. VTI
Compare and contrast key facts about Booking Holdings Inc. (BKNG) 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: BKNG or VTI.
Key characteristics
BKNG | VTI | |
---|---|---|
YTD Return | 3.82% | 9.87% |
1Y Return | 44.70% | 33.77% |
3Y Return (Ann) | 16.62% | 9.60% |
5Y Return (Ann) | 16.16% | 14.26% |
10Y Return (Ann) | 11.96% | 12.39% |
Sharpe Ratio | 1.78 | 2.81 |
Daily Std Dev | 26.30% | 11.94% |
Max Drawdown | -99.32% | -55.45% |
Current Drawdown | -5.61% | 0.00% |
Correlation
The correlation between BKNG and VTI is 0.55, 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
BKNG vs. VTI - Performance Comparison
In the year-to-date period, BKNG achieves a 3.82% return, which is significantly lower than VTI's 9.87% return. Both investments have delivered pretty close results over the past 10 years, with BKNG having a 11.96% annualized return and VTI not far ahead at 12.39%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
BKNG vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Booking Holdings Inc. (BKNG) 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Booking Holdings Inc. | 1.78 | ||||
Vanguard Total Stock Market ETF | 2.81 |
Dividends
BKNG vs. VTI - Dividend Comparison
BKNG's dividend yield for the trailing twelve months is around 0.24%, less than VTI's 1.36% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Booking Holdings Inc. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
BKNG vs. VTI - Drawdown Comparison
The maximum BKNG drawdown since its inception was -99.32%, 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 BKNG and VTI
Volatility
BKNG vs. VTI - Volatility Comparison
Booking Holdings Inc. (BKNG) has a higher volatility of 5.25% compared to Vanguard Total Stock Market ETF (VTI) at 2.80%. This indicates that BKNG'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.