BNTX vs. VTI
Compare and contrast key facts about BioNTech SE (BNTX) 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: BNTX or VTI.
Key characteristics
BNTX | VTI | |
---|---|---|
YTD Return | -11.91% | 9.87% |
1Y Return | -24.41% | 33.77% |
3Y Return (Ann) | -0.55% | 9.60% |
Sharpe Ratio | -0.69 | 2.81 |
Daily Std Dev | 35.84% | 11.94% |
Max Drawdown | -79.85% | -55.45% |
Current Drawdown | -78.94% | 0.00% |
Correlation
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
BioNTech SE | -0.69 | ||||
Vanguard Total Stock Market ETF | 2.81 |
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%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
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.