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BTI vs. VTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BTI vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in British American Tobacco p.l.c. (BTI) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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BTI vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTI
British American Tobacco p.l.c.
3.73%65.81%35.44%-19.97%14.91%7.95%-4.73%42.97%-49.35%24.40%
VTI
Vanguard Total Stock Market ETF
-3.29%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Returns By Period

In the year-to-date period, BTI achieves a 3.73% return, which is significantly higher than VTI's -3.29% return. Over the past 10 years, BTI has underperformed VTI with an annualized return of 6.86%, while VTI has yielded a comparatively higher 13.69% annualized return.


BTI

1D
-0.99%
1M
-5.45%
YTD
3.73%
6M
15.49%
1Y
49.23%
3Y*
27.67%
5Y*
17.28%
10Y*
6.86%

VTI

1D
0.76%
1M
-4.38%
YTD
-3.29%
6M
-1.26%
1Y
18.60%
3Y*
18.14%
5Y*
10.63%
10Y*
13.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BTI vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BTI
BTI Risk / Return Rank: 8989
Overall Rank
BTI Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
BTI Sortino Ratio Rank: 9090
Sortino Ratio Rank
BTI Omega Ratio Rank: 8888
Omega Ratio Rank
BTI Calmar Ratio Rank: 8888
Calmar Ratio Rank
BTI Martin Ratio Rank: 8686
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 5959
Overall Rank
VTI Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 5757
Sortino Ratio Rank
VTI Omega Ratio Rank: 6060
Omega Ratio Rank
VTI Calmar Ratio Rank: 5858
Calmar Ratio Rank
VTI Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BTI vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for British American Tobacco p.l.c. (BTI) 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.


BTIVTIDifference

Sharpe ratio

Return per unit of total volatility

2.24

0.98

+1.26

Sortino ratio

Return per unit of downside risk

2.88

1.52

+1.36

Omega ratio

Gain probability vs. loss probability

1.37

1.23

+0.14

Calmar ratio

Return relative to maximum drawdown

3.51

1.54

+1.97

Martin ratio

Return relative to average drawdown

8.85

7.30

+1.55

BTI vs. VTI - Sharpe Ratio Comparison

The current BTI Sharpe Ratio is 2.24, which is higher than the VTI Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of BTI and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BTIVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

0.98

+1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.61

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.75

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.48

+0.10

Correlation

The correlation between BTI and VTI is 0.36, 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.


Dividends

BTI vs. VTI - Dividend Comparison

BTI's dividend yield for the trailing twelve months is around 5.32%, more than VTI's 1.17% yield.


TTM20252024202320222021202020192018201720162015
BTI
British American Tobacco p.l.c.
5.32%5.29%8.18%9.72%7.23%7.98%7.22%6.35%8.53%4.27%3.85%4.11%
VTI
Vanguard Total Stock Market ETF
1.17%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Drawdowns

BTI vs. VTI - Drawdown Comparison

The maximum BTI drawdown since its inception was -64.11%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BTI and VTI.


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Drawdown Indicators


BTIVTIDifference

Max Drawdown

Largest peak-to-trough decline

-64.11%

-55.45%

-8.66%

Max Drawdown (1Y)

Largest decline over 1 year

-13.75%

-12.30%

-1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-29.94%

-25.36%

-4.58%

Max Drawdown (10Y)

Largest decline over 10 years

-56.00%

-35.00%

-21.00%

Current Drawdown

Current decline from peak

-6.82%

-5.54%

-1.28%

Average Drawdown

Average peak-to-trough decline

-12.96%

-8.08%

-4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.45%

2.60%

+2.85%

Volatility

BTI vs. VTI - Volatility Comparison

British American Tobacco p.l.c. (BTI) has a higher volatility of 7.66% compared to Vanguard Total Stock Market ETF (VTI) at 5.48%. This indicates that BTI'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.


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Volatility by Period


BTIVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.66%

5.48%

+2.18%

Volatility (6M)

Calculated over the trailing 6-month period

15.47%

9.75%

+5.72%

Volatility (1Y)

Calculated over the trailing 1-year period

22.08%

19.02%

+3.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.70%

17.41%

+3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.95%

18.29%

+5.66%