Correlation
The correlation between CAJPY and VTSAX is 0.48, 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.
CAJPY vs. VTSAX
Compare and contrast key facts about Canon Inc. (CAJPY) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CAJPY or VTSAX.
Performance
CAJPY vs. VTSAX - Performance Comparison
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Key characteristics
CAJPY:
0.29
VTSAX:
0.69
CAJPY:
0.59
VTSAX:
1.00
CAJPY:
1.07
VTSAX:
1.14
CAJPY:
0.39
VTSAX:
0.64
CAJPY:
1.05
VTSAX:
2.40
CAJPY:
7.50%
VTSAX:
5.17%
CAJPY:
28.70%
VTSAX:
20.07%
CAJPY:
-62.41%
VTSAX:
-55.34%
CAJPY:
-12.13%
VTSAX:
-3.91%
Returns By Period
In the year-to-date period, CAJPY achieves a -6.91% return, which is significantly lower than VTSAX's 0.53% return. Over the past 10 years, CAJPY has underperformed VTSAX with an annualized return of 3.86%, while VTSAX has yielded a comparatively higher 12.12% annualized return.
CAJPY
-6.91%
-0.59%
-4.18%
7.22%
9.48%
12.01%
3.86%
VTSAX
0.53%
5.69%
-2.51%
12.97%
13.71%
15.23%
12.12%
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Risk-Adjusted Performance
CAJPY vs. VTSAX — Risk-Adjusted Performance Rank
CAJPY
VTSAX
CAJPY vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Canon Inc. (CAJPY) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
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Dividends
CAJPY vs. VTSAX - Dividend Comparison
CAJPY's dividend yield for the trailing twelve months is around 1.75%, more than VTSAX's 1.28% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAJPY Canon Inc. | 1.75% | 1.63% | 3.11% | 4.08% | 4.99% | 3.28% | 5.35% | 4.65% | 5.37% | 9.52% | 8.12% | 5.72% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.28% | 1.26% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
Drawdowns
CAJPY vs. VTSAX - Drawdown Comparison
The maximum CAJPY drawdown since its inception was -62.41%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for CAJPY and VTSAX.
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Volatility
CAJPY vs. VTSAX - Volatility Comparison
The current volatility for Canon Inc. (CAJPY) is 4.19%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.97%. This indicates that CAJPY experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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