CHDN vs. VTI
CHDN (Churchill Downs Incorporated) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, CHDN returned 14.99%/yr vs 14.63%/yr for VTI. Their 0.52 correlation means they have sometimes moved together and sometimes differently.
Performance
CHDN vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, CHDN achieves a -25.91% return, which is significantly lower than VTI's 10.49% return. Both investments have delivered pretty close results over the past 10 years, with CHDN having a 14.99% annualized return and VTI not far behind at 14.63%.
CHDN
- 1D
- 1.95%
- 1M
- -7.27%
- 6M
- -14.29%
- YTD
- -25.91%
- 1Y
- -20.46%
- 3Y*
- -10.30%
- 5Y*
- -1.60%
- 10Y*
- 14.99%
- ALL TIME*
- 11.09%
VTI
- 1D
- 0.53%
- 1M
- -0.15%
- 6M
- 8.77%
- YTD
- 10.49%
- 1Y
- 21.84%
- 3Y*
- 18.92%
- 5Y*
- 11.74%
- 10Y*
- 14.63%
- ALL TIME*
- 9.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $102.86M | $85.15M | $87.04M | |
| $1.06B | $1.16B | $1.24B |
CHDN vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHDN Churchill Downs Incorporated | -25.91% | -14.47% | -0.74% | 28.06% | -11.95% | 24.05% | 42.47% | 69.49% | 5.47% | 55.74% |
VTI Vanguard Total Stock Market ETF | 10.49% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between CHDN and VTI is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.38 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.52 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.52 |
Over the past year, the correlation between CHDN and VTI has dropped to 0.15 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.
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Return for Risk
CHDN vs. VTI — Risk / Return Rank
CHDN
VTI
CHDN vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Churchill Downs Incorporated (CHDN) 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.
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.
| CHDN | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.15 | ||
| Sortino ratioReturn per unit of downside risk | -2.89 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.27 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 2.23 | -2.93 |
| Martin ratioReturn relative to average drawdown | -1.15 | 9.62 | -10.77 |
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Drawdowns
CHDN vs. VTI - Drawdown Comparison
The maximum CHDN drawdown since its inception was -62.86%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CHDN and VTI.
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Drawdown Indicators
| CHDN | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.86% | -55.45% | -7.41% |
Max Drawdown (1Y)Largest decline over 1 year | -30.15% | -8.92% | -21.23% |
Max Drawdown (3Y)Largest decline over 3 years | -43.91% | -19.30% | -24.61% |
Max Drawdown (5Y)Largest decline over 5 years | -44.34% | -25.36% | -18.98% |
Max Drawdown (10Y)Largest decline over 10 years | -62.86% | -35.00% | -27.86% |
Current DrawdownCurrent decline from peak | -42.88% | -1.36% | -41.52% |
Average DrawdownAverage peak-to-trough decline | -17.66% | -7.99% | -9.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.26% | 2.07% | +16.19% |
Volatility
CHDN vs. VTI - Volatility Comparison
Churchill Downs Incorporated (CHDN) has a higher volatility of 10.76% compared to Vanguard Total Stock Market ETF (VTI) at 3.46%. This indicates that CHDN'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
| CHDN | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.76% | 3.46% | +7.30% |
Volatility (6M)Calculated over the trailing 6-month period | 27.76% | 10.24% | +17.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.71% | 13.10% | +20.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.73% | 17.51% | +15.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.66% | 18.30% | +19.36% |
Dividends
CHDN vs. VTI - Dividend Comparison
CHDN's dividend yield for the trailing twelve months is around 0.52%, less than VTI's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHDN Churchill Downs Incorporated | 0.52% | 0.38% | 0.31% | 0.28% | 0.34% | 0.28% | 0.32% | 0.42% | 0.67% | 0.65% | 0.88% | 0.81% |
VTI Vanguard Total Stock Market ETF | 1.06% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
CHDN and VTI have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHDN has higher volatility (10.76%) compared to VTI (3.46%). In terms of maximum drawdown, CHDN dropped -62.86% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.52 vs -0.63), 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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