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

Key characteristics


BKNGVTI
YTD Return3.82%9.87%
1Y Return44.70%33.77%
3Y Return (Ann)16.62%9.60%
5Y Return (Ann)16.16%14.26%
10Y Return (Ann)11.96%12.39%
Sharpe Ratio1.782.81
Daily Std Dev26.30%11.94%
Max Drawdown-99.32%-55.45%
Current Drawdown-5.61%0.00%

Correlation

0.55
-1.001.00

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.


0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%OctoberNovemberDecember2024FebruaryMarch
11,266.98%
583.85%
BKNG
VTI

Compare stocks, funds, or ETFs


Booking Holdings Inc.

Vanguard Total Stock Market ETF

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BKNG
Booking Holdings Inc.
1.78
VTI
Vanguard Total Stock Market ETF
2.81

BKNG vs. VTI - Sharpe Ratio Comparison

The current BKNG Sharpe Ratio is 1.78, which is lower than the VTI Sharpe Ratio of 2.81. The chart below compares the 12-month rolling Sharpe Ratio of BKNG and VTI.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.78
2.81
BKNG
VTI

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.


TTM20232022202120202019201820172016201520142013
BKNG
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%
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

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-5.61%
0
BKNG
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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%OctoberNovemberDecember2024FebruaryMarch
5.25%
2.80%
BKNG
VTI