DEO vs. VTI
Compare and contrast key facts about Diageo plc (DEO) 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 May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEO or VTI.
Key characteristics
| DEO | VTI | |
|---|---|---|
| YTD Return | -3.39% | 6.93% |
| 1Y Return | -22.99% | 24.41% |
| 3Y Return (Ann) | -6.02% | 6.83% |
| 5Y Return (Ann) | -1.34% | 12.93% |
| 10Y Return (Ann) | 4.00% | 11.98% |
| Sharpe Ratio | -1.15 | 2.13 |
| Daily Std Dev | 21.37% | 11.95% |
| Max Drawdown | -53.18% | -55.45% |
| Current Drawdown | -33.78% | -2.74% |
Correlation
The correlation between DEO and VTI is 0.48, 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.
Performance
DEO vs. VTI - Performance Comparison
In the year-to-date period, DEO achieves a -3.39% return, which is significantly lower than VTI's 6.93% return. Over the past 10 years, DEO has underperformed VTI with an annualized return of 4.00%, while VTI has yielded a comparatively higher 11.98% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DEO vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Diageo plc (DEO) 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.
Dividends
DEO vs. VTI - Dividend Comparison
DEO's dividend yield for the trailing twelve months is around 2.97%, more than VTI's 1.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEO Diageo plc | 2.97% | 2.77% | 2.16% | 1.82% | 2.29% | 2.07% | 2.51% | 2.21% | 3.10% | 3.19% | 4.93% | 2.21% |
VTI Vanguard Total Stock Market ETF | 1.40% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
DEO vs. VTI - Drawdown Comparison
The maximum DEO drawdown since its inception was -53.18%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DEO and VTI. For additional features, visit the drawdowns tool.
Volatility
DEO vs. VTI - Volatility Comparison
Diageo plc (DEO) has a higher volatility of 5.51% compared to Vanguard Total Stock Market ETF (VTI) at 3.71%. This indicates that DEO'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.