PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DXC vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DXC and VTSAX is 0.58, 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.


-0.50.00.51.00.6

Performance

DXC vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DXC Technology Company (DXC) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
-52.00%
183.72%
DXC
VTSAX

Key characteristics

Sharpe Ratio

DXC:

-0.16

VTSAX:

2.09

Sortino Ratio

DXC:

0.05

VTSAX:

2.78

Omega Ratio

DXC:

1.01

VTSAX:

1.39

Calmar Ratio

DXC:

-0.08

VTSAX:

3.13

Martin Ratio

DXC:

-0.37

VTSAX:

13.34

Ulcer Index

DXC:

17.03%

VTSAX:

2.01%

Daily Std Dev

DXC:

39.69%

VTSAX:

12.85%

Max Drawdown

DXC:

-90.12%

VTSAX:

-55.34%

Current Drawdown

DXC:

-77.70%

VTSAX:

-3.10%

Returns By Period

In the year-to-date period, DXC achieves a -9.93% return, which is significantly lower than VTSAX's 24.80% return.


DXC

YTD

-9.93%

1M

-2.69%

6M

9.93%

1Y

-8.85%

5Y*

-11.00%

10Y*

N/A

VTSAX

YTD

24.80%

1M

-0.64%

6M

9.96%

1Y

25.16%

5Y*

14.07%

10Y*

12.51%

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

DXC vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DXC Technology Company (DXC) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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 DXC, currently valued at -0.16, compared to the broader market-4.00-2.000.002.00-0.162.09
The chart of Sortino ratio for DXC, currently valued at 0.05, compared to the broader market-4.00-2.000.002.004.000.052.78
The chart of Omega ratio for DXC, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.39
The chart of Calmar ratio for DXC, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.083.13
The chart of Martin ratio for DXC, currently valued at -0.37, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.3713.34
DXC
VTSAX

The current DXC Sharpe Ratio is -0.16, which is lower than the VTSAX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of DXC and VTSAX, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.16
2.09
DXC
VTSAX

Dividends

DXC vs. VTSAX - Dividend Comparison

DXC has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 0.93%.


TTM20232022202120202019201820172016201520142013
DXC
DXC Technology Company
0.00%0.00%0.00%0.00%0.82%2.18%24.74%0.72%0.00%0.00%0.00%0.00%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
0.93%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

DXC vs. VTSAX - Drawdown Comparison

The maximum DXC drawdown since its inception was -90.12%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for DXC and VTSAX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-77.70%
-3.10%
DXC
VTSAX

Volatility

DXC vs. VTSAX - Volatility Comparison

DXC Technology Company (DXC) has a higher volatility of 8.41% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.06%. This indicates that DXC's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.41%
4.06%
DXC
VTSAX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab