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DSP vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DSP and VTI is 0.42, 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.


-0.50.00.51.00.4

Performance

DSP vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Viant Technology Inc. (DSP) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
116.86%
8.78%
DSP
VTI

Key characteristics

Sharpe Ratio

DSP:

3.28

VTI:

1.92

Sortino Ratio

DSP:

3.80

VTI:

2.56

Omega Ratio

DSP:

1.46

VTI:

1.35

Calmar Ratio

DSP:

2.04

VTI:

2.88

Martin Ratio

DSP:

16.68

VTI:

12.48

Ulcer Index

DSP:

11.08%

VTI:

1.98%

Daily Std Dev

DSP:

56.33%

VTI:

12.86%

Max Drawdown

DSP:

-95.29%

VTI:

-55.45%

Current Drawdown

DSP:

-70.53%

VTI:

-3.99%

Returns By Period

In the year-to-date period, DSP achieves a 192.16% return, which is significantly higher than VTI's 23.66% return.


DSP

YTD

192.16%

1M

10.48%

6M

116.92%

1Y

178.81%

5Y*

N/A

10Y*

N/A

VTI

YTD

23.66%

1M

-0.38%

6M

8.51%

1Y

23.75%

5Y*

13.89%

10Y*

12.48%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DSP vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Viant Technology Inc. (DSP) 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.


Sharpe ratio
The chart of Sharpe ratio for DSP, currently valued at 3.28, compared to the broader market-4.00-2.000.002.003.281.85
The chart of Sortino ratio for DSP, currently valued at 3.80, compared to the broader market-4.00-2.000.002.004.003.802.48
The chart of Omega ratio for DSP, currently valued at 1.46, compared to the broader market0.501.001.502.001.461.34
The chart of Calmar ratio for DSP, currently valued at 2.04, compared to the broader market0.002.004.006.002.042.77
The chart of Martin ratio for DSP, currently valued at 16.68, compared to the broader market0.0010.0020.0016.6811.94
DSP
VTI

The current DSP Sharpe Ratio is 3.28, which is higher than the VTI Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of DSP and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
3.28
1.85
DSP
VTI

Dividends

DSP vs. VTI - Dividend Comparison

DSP has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.29%.


TTM20232022202120202019201820172016201520142013
DSP
Viant Technology Inc.
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

DSP vs. VTI - Drawdown Comparison

The maximum DSP drawdown since its inception was -95.29%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DSP and VTI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-70.53%
-3.99%
DSP
VTI

Volatility

DSP vs. VTI - Volatility Comparison

Viant Technology Inc. (DSP) has a higher volatility of 12.09% compared to Vanguard Total Stock Market ETF (VTI) at 3.82%. This indicates that DSP'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.


0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.09%
3.82%
DSP
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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