CVS vs. VTI
Compare and contrast key facts about CVS Health Corporation (CVS) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016.
Performance
CVS vs. VTI - Performance Comparison
Loading graphics...
CVS vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CVS CVS Health Corporation | -8.76% | 84.35% | -40.77% | -12.53% | -7.63% | 54.87% | -5.14% | 17.26% | -7.04% | -5.75% |
VTI Vanguard Total Stock Market ETF | -4.01% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Returns By Period
In the year-to-date period, CVS achieves a -8.76% return, which is significantly lower than VTI's -4.01% return. Over the past 10 years, CVS has underperformed VTI with an annualized return of -0.76%, while VTI has yielded a comparatively higher 13.60% annualized return.
CVS
- 1D
- 2.40%
- 1M
- -10.11%
- YTD
- -8.76%
- 6M
- -3.17%
- 1Y
- 10.05%
- 3Y*
- 2.77%
- 5Y*
- 2.63%
- 10Y*
- -0.76%
VTI
- 1D
- 2.93%
- 1M
- -5.00%
- YTD
- -4.01%
- 6M
- -1.66%
- 1Y
- 18.11%
- 3Y*
- 17.84%
- 5Y*
- 10.46%
- 10Y*
- 13.60%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
| CVS | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 0.96 | -0.63 |
Sortino ratioReturn per unit of downside risk | 0.60 | 1.48 | -0.88 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.23 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.67 | 1.52 | -0.85 |
Martin ratioReturn relative to average drawdown | 1.66 | 7.26 | -5.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CVS | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.96 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.60 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.03 | 0.75 | -0.77 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.48 | -0.17 |
Correlation
The correlation between CVS and VTI is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CVS vs. VTI - Dividend Comparison
CVS's dividend yield for the trailing twelve months is around 3.70%, more than VTI's 1.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVS CVS Health Corporation | 3.70% | 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 | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
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.
Loading graphics...
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% | -12.30% | -4.14% |
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 | -25.47% | -6.25% | -19.22% |
Average DrawdownAverage peak-to-trough decline | -19.59% | -8.08% | -11.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.66% | 2.58% | +4.08% |
Volatility
CVS vs. VTI - Volatility Comparison
CVS Health Corporation (CVS) has a higher volatility of 5.98% compared to Vanguard Total Stock Market ETF (VTI) at 5.45%. 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.
Loading graphics...
Volatility by Period
| CVS | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 5.45% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 23.03% | 9.73% | +13.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.81% | 19.01% | +11.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.36% | 17.42% | +11.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.93% | 18.29% | +10.64% |