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

Key characteristics


BNTXVTI
YTD Return-11.91%9.87%
1Y Return-24.41%33.77%
3Y Return (Ann)-0.55%9.60%
Sharpe Ratio-0.692.81
Daily Std Dev35.84%11.94%
Max Drawdown-79.85%-55.45%
Current Drawdown-78.94%0.00%

Correlation

0.30
-1.001.00

The correlation between BNTX and VTI is 0.30, 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.

Performance

BNTX vs. VTI - Performance Comparison

In the year-to-date period, BNTX achieves a -11.91% return, which is significantly lower than VTI's 9.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%OctoberNovemberDecember2024FebruaryMarch
561.52%
87.21%
BNTX
VTI

Compare stocks, funds, or ETFs


BioNTech SE

Vanguard Total Stock Market ETF

Risk-Adjusted Performance

BNTX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BioNTech SE (BNTX) 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
BNTX
BioNTech SE
-0.69
VTI
Vanguard Total Stock Market ETF
2.81

BNTX vs. VTI - Sharpe Ratio Comparison

The current BNTX Sharpe Ratio is -0.69, which is lower than the VTI Sharpe Ratio of 2.81. The chart below compares the 12-month rolling Sharpe Ratio of BNTX and VTI.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
-0.69
2.81
BNTX
VTI

Dividends

BNTX vs. VTI - Dividend Comparison

BNTX has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.36%.


TTM20232022202120202019201820172016201520142013
BNTX
BioNTech SE
0.00%0.00%1.41%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

BNTX vs. VTI - Drawdown Comparison

The maximum BNTX drawdown since its inception was -79.85%, 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 BNTX and VTI


-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-78.94%
0
BNTX
VTI

Volatility

BNTX vs. VTI - Volatility Comparison

BioNTech SE (BNTX) has a higher volatility of 9.55% compared to Vanguard Total Stock Market ETF (VTI) at 2.80%. This indicates that BNTX'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
9.55%
2.80%
BNTX
VTI