CREV vs. VTI
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 -91.79% vs 21.85% for VTI. At a 0.14 correlation, their price movements are largely independent.
Performance
CREV vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, CREV achieves a -77.15% return, which is significantly lower than VTI's 10.96% return.
CREV
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- -77.28%
- YTD
- -77.15%
- 1Y
- -91.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VTI
- 1D
- -0.78%
- 1M
- 1.22%
- 6M
- 8.45%
- YTD
- 10.96%
- 1Y
- 21.85%
- 3Y*
- 19.76%
- 5Y*
- 12.01%
- 10Y*
- 14.67%
CREV vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CREV Carbon Revolution Public Limited Ordinary Shares | -77.15% | -77.61% | -65.88% | 209.17% |
VTI Vanguard Total Stock Market ETF | 10.96% | 17.10% | 23.81% | 11.84% |
Correlation
The correlation between CREV and VTI is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2023 | 0.14 |
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Return for Risk
CREV vs. VTI — Risk / Return Rank
CREV
VTI
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.
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.
| CREV | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.41 | ||
| Sortino ratioReturn per unit of downside risk | -3.82 | ||
| Omega ratioGain probability vs. loss probability | 0.72 | 1.31 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 2.46 | -3.44 |
| Martin ratioReturn relative to average drawdown | -1.29 | 10.78 | -12.06 |
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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.
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Drawdown Indicators
| CREV | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -99.56% | -0.94% | -98.62% |
Average DrawdownAverage peak-to-trough decline | -91.96% | -8.00% | -83.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 70.82% | 2.03% | +68.79% |
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 4.08%. 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.
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Volatility by Period
| CREV | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 4.08% | -4.08% |
Volatility (6M)Calculated over the trailing 6-month period | 103.84% | 10.13% | +93.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 133.18% | 12.85% | +120.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 271.61% | 17.51% | +254.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 271.61% | 18.29% | +253.32% |
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 1.05%.
| 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 | 1.05% | 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
CREV and VTI have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTI has higher volatility (4.08%) compared to CREV (0.00%). In terms of maximum drawdown, CREV dropped -99.56% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.71 vs -0.69), 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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