DUK vs. VTI
Compare and contrast key facts about Duke Energy Corporation (DUK) 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: DUK or VTI.
Key characteristics
| DUK | VTI | |
|---|---|---|
| YTD Return | 2.90% | 6.93% |
| 1Y Return | 4.36% | 24.41% |
| 3Y Return (Ann) | 3.46% | 6.83% |
| 5Y Return (Ann) | 6.09% | 12.93% |
| 10Y Return (Ann) | 7.55% | 11.98% |
| Sharpe Ratio | 0.22 | 2.13 |
| Daily Std Dev | 17.35% | 11.95% |
| Max Drawdown | -71.92% | -55.45% |
| Current Drawdown | -7.08% | -2.74% |
Correlation
The correlation between DUK and VTI is 0.38, 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.
Performance
DUK vs. VTI - Performance Comparison
In the year-to-date period, DUK achieves a 2.90% return, which is significantly lower than VTI's 6.93% return. Over the past 10 years, DUK has underperformed VTI with an annualized return of 7.55%, 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
DUK vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Duke Energy Corporation (DUK) 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
DUK vs. VTI - Dividend Comparison
DUK's dividend yield for the trailing twelve months is around 4.13%, more than VTI's 1.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 4.13% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% | 3.77% | 4.48% |
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
DUK vs. VTI - Drawdown Comparison
The maximum DUK drawdown since its inception was -71.92%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DUK and VTI. For additional features, visit the drawdowns tool.
Volatility
DUK vs. VTI - Volatility Comparison
Duke Energy Corporation (DUK) has a higher volatility of 4.94% compared to Vanguard Total Stock Market ETF (VTI) at 3.71%. This indicates that DUK'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.