CVS vs. VTI
CVS (CVS Health Corporation) 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, CVS returned 3.97%/yr vs 15.14%/yr for VTI. At a 0.47 correlation, their price movements are largely independent.
Performance
CVS vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, CVS achieves a 30.17% return, which is significantly higher than VTI's 8.82% return. Over the past 10 years, CVS has underperformed VTI with an annualized return of 3.97%, while VTI has yielded a comparatively higher 15.14% annualized return.
CVS
- 1D
- 0.27%
- 1M
- 8.91%
- YTD
- 30.17%
- 6M
- 32.37%
- 1Y
- 57.59%
- 3Y*
- 17.92%
- 5Y*
- 7.43%
- 10Y*
- 3.97%
VTI
- 1D
- -1.39%
- 1M
- -0.84%
- YTD
- 8.82%
- 6M
- 7.71%
- 1Y
- 24.22%
- 3Y*
- 20.62%
- 5Y*
- 11.90%
- 10Y*
- 15.14%
CVS vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CVS CVS Health Corporation | 30.17% | 84.35% | -40.77% | -12.53% | -7.63% | 54.87% | -5.14% | 17.26% | -7.04% | -5.75% |
VTI Vanguard Total Stock Market ETF | 8.82% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between CVS and VTI is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.47 |
Over the past year, the correlation between CVS and VTI has dropped to 0.07 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
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Return for Risk
CVS vs. VTI — Risk / Return Rank
CVS
VTI
CVS vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CVS Health Corporation (CVS) 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.
| CVS | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 2.73 | +0.79 |
| Martin ratioReturn relative to average drawdown | 9.05 | 12.14 | -3.09 |
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Drawdowns
CVS vs. VTI - Drawdown Comparison
The maximum CVS drawdown since its inception was -64.07%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CVS and VTI.
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Drawdown Indicators
| CVS | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.07% | -55.45% | -8.62% |
Max Drawdown (1Y)Largest decline over 1 year | -16.44% | -8.92% | -7.52% |
Max Drawdown (3Y)Largest decline over 3 years | -43.98% | -19.30% | -24.68% |
Max Drawdown (5Y)Largest decline over 5 years | -56.79% | -25.36% | -31.43% |
Max Drawdown (10Y)Largest decline over 10 years | -56.79% | -35.00% | -21.79% |
Current DrawdownCurrent decline from peak | -0.38% | -2.85% | +2.47% |
Average DrawdownAverage peak-to-trough decline | -19.53% | -8.01% | -11.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.38% | 2.00% | +4.38% |
Volatility
CVS vs. VTI - Volatility Comparison
CVS Health Corporation (CVS) has a higher volatility of 7.76% compared to Vanguard Total Stock Market ETF (VTI) at 4.95%. This indicates that CVS'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
| CVS | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.76% | 4.95% | +2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 25.91% | 10.05% | +15.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.21% | 12.83% | +18.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.01% | 17.51% | +12.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.34% | 18.32% | +11.02% |
Dividends
CVS vs. VTI - Dividend Comparison
CVS's dividend yield for the trailing twelve months is around 2.62%, more than VTI's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVS CVS Health Corporation | 2.62% | 3.35% | 5.93% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% |
VTI Vanguard Total Stock Market ETF | 1.04% | 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
CVS and VTI have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CVS has higher volatility (7.76%) compared to VTI (4.95%). In terms of maximum drawdown, CVS dropped -64.07% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.90 vs 1.85), 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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