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DJCO vs. VT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DJCO vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Daily Journal Corporation (DJCO) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

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DJCO vs. VT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DJCO
Daily Journal Corporation
-1.02%-14.20%66.65%36.05%-29.78%-11.70%39.11%24.11%1.64%-4.79%
VT
Vanguard Total World Stock ETF
-0.74%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%

Returns By Period

In the year-to-date period, DJCO achieves a -1.02% return, which is significantly lower than VT's -0.74% return. Over the past 10 years, DJCO has underperformed VT with an annualized return of 9.70%, while VT has yielded a comparatively higher 11.64% annualized return.


DJCO

1D
-1.63%
1M
-5.33%
YTD
-1.02%
6M
3.70%
1Y
21.28%
3Y*
19.18%
5Y*
8.30%
10Y*
9.70%

VT

1D
0.99%
1M
-4.72%
YTD
-0.74%
6M
1.90%
1Y
22.33%
3Y*
17.24%
5Y*
9.43%
10Y*
11.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DJCO vs. VT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DJCO
DJCO Risk / Return Rank: 5656
Overall Rank
DJCO Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DJCO Sortino Ratio Rank: 5353
Sortino Ratio Rank
DJCO Omega Ratio Rank: 5353
Omega Ratio Rank
DJCO Calmar Ratio Rank: 5959
Calmar Ratio Rank
DJCO Martin Ratio Rank: 5959
Martin Ratio Rank

VT
VT Risk / Return Rank: 7474
Overall Rank
VT Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VT Sortino Ratio Rank: 7373
Sortino Ratio Rank
VT Omega Ratio Rank: 7474
Omega Ratio Rank
VT Calmar Ratio Rank: 7272
Calmar Ratio Rank
VT Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DJCO vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Daily Journal Corporation (DJCO) and Vanguard Total World Stock ETF (VT). 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.


DJCOVTDifference

Sharpe ratio

Return per unit of total volatility

0.41

1.30

-0.89

Sortino ratio

Return per unit of downside risk

0.88

1.90

-1.03

Omega ratio

Gain probability vs. loss probability

1.12

1.28

-0.17

Calmar ratio

Return relative to maximum drawdown

0.75

1.92

-1.17

Martin ratio

Return relative to average drawdown

1.82

8.83

-7.01

DJCO vs. VT - Sharpe Ratio Comparison

The current DJCO Sharpe Ratio is 0.41, which is lower than the VT Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of DJCO and VT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DJCOVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

1.30

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.59

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.68

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.40

-0.10

Correlation

The correlation between DJCO and VT is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DJCO vs. VT - Dividend Comparison

DJCO has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.80%.


TTM20252024202320222021202020192018201720162015
DJCO
Daily Journal Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
1.80%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Drawdowns

DJCO vs. VT - Drawdown Comparison

The maximum DJCO drawdown since its inception was -53.80%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for DJCO and VT.


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Drawdown Indicators


DJCOVTDifference

Max Drawdown

Largest peak-to-trough decline

-53.80%

-50.27%

-3.53%

Max Drawdown (1Y)

Largest decline over 1 year

-29.75%

-11.84%

-17.91%

Max Drawdown (5Y)

Largest decline over 5 years

-40.55%

-26.38%

-14.17%

Max Drawdown (10Y)

Largest decline over 10 years

-41.58%

-34.24%

-7.34%

Current Drawdown

Current decline from peak

-27.44%

-5.97%

-21.47%

Average Drawdown

Average peak-to-trough decline

-19.02%

-7.08%

-11.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.26%

2.57%

+9.69%

Volatility

DJCO vs. VT - Volatility Comparison

Daily Journal Corporation (DJCO) has a higher volatility of 14.37% compared to Vanguard Total World Stock ETF (VT) at 6.18%. This indicates that DJCO's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DJCOVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.37%

6.18%

+8.19%

Volatility (6M)

Calculated over the trailing 6-month period

41.74%

10.00%

+31.74%

Volatility (1Y)

Calculated over the trailing 1-year period

52.07%

17.26%

+34.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.64%

15.98%

+23.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.06%

17.20%

+20.86%