CELH vs. VTES
CELH (Celsius Holdings, Inc.) is a stock, while VTES (Vanguard Short-Term Tax-Exempt Bond ETF) is Municipal Bonds fund tracking the S&P 0-7 Year National AMT-Free Municipal Bond Index. Over the past 3 years, CELH returned -17.09%/yr vs 3.10%/yr for VTES. At a correlation of -0.02, they often move in opposite directions.
Performance
CELH vs. VTES - Performance Comparison
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Returns By Period
In the year-to-date period, CELH achieves a -37.65% return, which is significantly lower than VTES's 0.77% return.
CELH
- 1D
- 1.28%
- 1M
- -5.31%
- YTD
- -37.65%
- 6M
- -36.23%
- 1Y
- -37.19%
- 3Y*
- -17.09%
- 5Y*
- 3.41%
- 10Y*
- 43.02%
VTES
- 1D
- 0.01%
- 1M
- 0.59%
- YTD
- 0.77%
- 6M
- 0.88%
- 1Y
- 3.25%
- 3Y*
- 3.10%
- 5Y*
- —
- 10Y*
- —
CELH vs. VTES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CELH Celsius Holdings, Inc. | -37.65% | 73.65% | -51.69% | 85.42% |
VTES Vanguard Short-Term Tax-Exempt Bond ETF | 0.77% | 4.19% | 1.85% | 3.32% |
Correlation
The correlation between CELH and VTES is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2023 | -0.02 |
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Return for Risk
CELH vs. VTES — Risk / Return Rank
CELH
VTES
CELH vs. VTES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Celsius Holdings, Inc. (CELH) and Vanguard Short-Term Tax-Exempt Bond ETF (VTES). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CELH | VTES | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.29 | ||
| Sortino ratioReturn per unit of downside risk | -4.50 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.61 | -0.70 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 2.22 | -2.87 |
| Martin ratioReturn relative to average drawdown | -1.18 | 6.35 | -7.53 |
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Drawdowns
CELH vs. VTES - Drawdown Comparison
The maximum CELH drawdown since its inception was -77.86%, which is greater than VTES's maximum drawdown of -2.42%. Use the drawdown chart below to compare losses from any high point for CELH and VTES.
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Drawdown Indicators
| CELH | VTES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.86% | -2.42% | -75.44% |
Max Drawdown (1Y)Largest decline over 1 year | -57.22% | -1.47% | -55.75% |
Max Drawdown (3Y)Largest decline over 3 years | -77.86% | -1.80% | -76.06% |
Max Drawdown (5Y)Largest decline over 5 years | -77.86% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -77.86% | — | — |
Current DrawdownCurrent decline from peak | -70.33% | -0.51% | -69.82% |
Average DrawdownAverage peak-to-trough decline | -28.03% | -0.50% | -27.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.52% | 0.51% | +31.01% |
Volatility
CELH vs. VTES - Volatility Comparison
Celsius Holdings, Inc. (CELH) has a higher volatility of 16.72% compared to Vanguard Short-Term Tax-Exempt Bond ETF (VTES) at 0.27%. This indicates that CELH's price experiences larger fluctuations and is considered to be riskier than VTES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CELH | VTES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.72% | 0.27% | +16.45% |
Volatility (6M)Calculated over the trailing 6-month period | 37.40% | 0.98% | +36.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.60% | 1.24% | +55.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.35% | 1.71% | +63.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 68.97% | 1.71% | +67.26% |
Dividends
CELH vs. VTES - Dividend Comparison
CELH has not paid dividends to shareholders, while VTES's dividend yield for the trailing twelve months is around 2.75%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CELH Celsius Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
VTES Vanguard Short-Term Tax-Exempt Bond ETF | 2.75% | 2.77% | 2.99% | 2.03% |
Frequently Asked Questions
CELH and VTES have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CELH has higher volatility (16.72%) compared to VTES (0.27%). In terms of maximum drawdown, CELH dropped -77.86% vs VTES's -2.42%.
VTES currently has the higher Sharpe Ratio (2.63 vs -0.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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