CREV vs. VTI

Last updated Jun 4, 2026

CREV (Carbon Revolution Public Limited Ordinary Shares) 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 year, CREV returned -86.69% vs 28.18% for VTI. At a 0.14 correlation, their price movements are largely independent.

Performance

CREV vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carbon Revolution Public Limited Ordinary Shares (CREV) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CREV achieves a -77.15% return, which is significantly lower than VTI's 11.20% return.

CREV

• 1D: 0.00%
• 1M: 0.00%
• YTD: -77.15%
• 6M: -77.02%
• 1Y: -86.69%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VTI

• 1D: -0.72%
• 1M: 4.99%
• YTD: 11.20%
• 6M: 11.09%
• 1Y: 28.18%
• 3Y*: 22.07%
• 5Y*: 12.69%
• 10Y*: 15.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CREV vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CREV Carbon Revolution Public Limited Ordinary Shares	-77.15%	-77.61%	-65.88%	-21.44%
VTI Vanguard Total Stock Market ETF	11.20%	17.10%	23.81%	10.60%

Correlation

The correlation between CREV and VTI is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (All Time) Calculated using the full available price history since Nov 6, 2023	0.14

Return for Risk

CREV vs. VTI — Risk / Return Rank

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

CREV

CREV Risk / Return Rank: 12
CREV Sharpe Ratio Rank: 16
CREV Sortino Ratio Rank: 16
CREV Omega Ratio Rank: 12
CREV Calmar Ratio Rank: 5
CREV Martin Ratio Rank: 10

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 69
VTI Sortino Ratio Rank: 68
VTI Omega Ratio Rank: 67
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 75

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.

CREV vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carbon Revolution Public Limited Ordinary Shares (CREV) 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.

	CREV	VTI	Difference
Sharpe ratio: Return per unit of total volatility	-0.57	2.33	-2.90
Sortino ratio: Return per unit of downside risk	-0.73	3.18	-3.92
Omega ratio: Gain probability vs. loss probability	0.88	1.42	-0.54
Calmar ratio: Return relative to maximum drawdown	-0.93	3.17	-4.10
Martin ratio: Return relative to average drawdown	-1.34	14.62	-15.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CREV vs. VTI - Sharpe Ratio Comparison

The current CREV Sharpe Ratio is -0.57, which is lower than the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of CREV and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CREV	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.57	2.33	-2.90
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.73	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.39	0.51	-0.90

Drawdowns

CREV vs. VTI - Drawdown Comparison

The maximum CREV drawdown since its inception was -99.56%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CREV and VTI.

Drawdown Indicators

	CREV	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-99.56%	-55.45%	-44.11%
Max Drawdown (1Y) Largest decline over 1 year	-94.03%	-8.92%	-85.11%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.30%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-99.56%	-0.72%	-98.84%
Average Drawdown Average peak-to-trough decline	-91.79%	-8.03%	-83.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	64.27%	1.93%	+62.34%

Volatility

CREV vs. VTI - Volatility Comparison

The current volatility for Carbon Revolution Public Limited Ordinary Shares (CREV) is 0.00%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 2.96%. This indicates that CREV experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CREV	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	2.96%	-2.96%
Volatility (6M) Calculated over the trailing 6-month period	118.18%	9.13%	+109.05%
Volatility (1Y) Calculated over the trailing 1-year period	152.01%	12.17%	+139.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	207.24%	17.40%	+189.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	207.24%	18.30%	+188.94%

Dividends

CREV vs. VTI - Dividend Comparison

CREV has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.01%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CREV Carbon Revolution Public Limited Ordinary Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.01%	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

Can I hold both CREV and VTI in my portfolio?

CREV 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.

Which is riskier, CREV or VTI?

VTI has higher volatility (2.96%) compared to CREV (0.00%). In terms of maximum drawdown, CREV dropped -99.56% vs VTI's -55.45%.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.33 vs -0.57), 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.