DIOD vs. VTI
Compare and contrast key facts about Diodes Incorporated (DIOD) 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: DIOD or VTI.
Performance
DIOD vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, DIOD achieves a -34.17% return, which is significantly lower than VTI's 23.63% return. Over the past 10 years, DIOD has underperformed VTI with an annualized return of 7.36%, while VTI has yielded a comparatively higher 12.59% annualized return.
DIOD
-34.17%
-17.15%
-27.65%
-22.92%
3.15%
7.36%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| DIOD | VTI | |
|---|---|---|
| Sharpe Ratio | -0.58 | 2.58 |
| Sortino Ratio | -0.62 | 3.45 |
| Omega Ratio | 0.93 | 1.48 |
| Calmar Ratio | -0.47 | 3.76 |
| Martin Ratio | -1.37 | 16.56 |
| Ulcer Index | 17.98% | 1.95% |
| Daily Std Dev | 42.42% | 12.51% |
| Max Drawdown | -90.09% | -55.45% |
| Current Drawdown | -52.85% | -2.43% |
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Correlation
The correlation between DIOD and VTI is 0.55, 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.
Risk-Adjusted Performance
DIOD vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Diodes Incorporated (DIOD) 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
DIOD vs. VTI - Dividend Comparison
DIOD has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.29%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIOD Diodes Incorporated | 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 | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
DIOD vs. VTI - Drawdown Comparison
The maximum DIOD drawdown since its inception was -90.09%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DIOD and VTI. For additional features, visit the drawdowns tool.
Volatility
DIOD vs. VTI - Volatility Comparison
Diodes Incorporated (DIOD) has a higher volatility of 13.40% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that DIOD'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.