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

Correlation

The correlation between EBAY and VTI 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

EBAY vs. VTI - Performance Comparison

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

600.00%700.00%800.00%900.00%1,000.00%1,100.00%JulyAugustSeptemberOctoberNovemberDecember
1,029.88%
677.31%
EBAY
VTI

Key characteristics

Sharpe Ratio

EBAY:

2.21

VTI:

2.10

Sortino Ratio

EBAY:

2.86

VTI:

2.80

Omega Ratio

EBAY:

1.39

VTI:

1.39

Calmar Ratio

EBAY:

1.15

VTI:

3.14

Martin Ratio

EBAY:

14.34

VTI:

13.44

Ulcer Index

EBAY:

3.78%

VTI:

2.00%

Daily Std Dev

EBAY:

24.53%

VTI:

12.79%

Max Drawdown

EBAY:

-82.56%

VTI:

-55.45%

Current Drawdown

EBAY:

-14.03%

VTI:

-3.03%

Returns By Period

In the year-to-date period, EBAY achieves a 51.93% return, which is significantly higher than VTI's 24.89% return. Over the past 10 years, EBAY has underperformed VTI with an annualized return of 11.59%, while VTI has yielded a comparatively higher 12.52% annualized return.


EBAY

YTD

51.93%

1M

7.34%

6M

21.12%

1Y

51.55%

5Y*

14.41%

10Y*

11.59%

VTI

YTD

24.89%

1M

-0.60%

6M

10.03%

1Y

25.20%

5Y*

14.09%

10Y*

12.52%

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Risk-Adjusted Performance

EBAY vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for eBay Inc. (EBAY) 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 EBAY, currently valued at 2.21, compared to the broader market-4.00-2.000.002.002.212.10
The chart of Sortino ratio for EBAY, currently valued at 2.86, compared to the broader market-4.00-2.000.002.004.002.862.80
The chart of Omega ratio for EBAY, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.39
The chart of Calmar ratio for EBAY, currently valued at 1.15, compared to the broader market0.002.004.006.001.153.14
The chart of Martin ratio for EBAY, currently valued at 14.34, compared to the broader market-5.000.005.0010.0015.0020.0025.0014.3413.44
EBAY
VTI

The current EBAY Sharpe Ratio is 2.21, which is comparable to the VTI Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of EBAY 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.21
2.10
EBAY
VTI

Dividends

EBAY vs. VTI - Dividend Comparison

EBAY's dividend yield for the trailing twelve months is around 1.66%, more than VTI's 0.93% yield.


TTM20232022202120202019201820172016201520142013
EBAY
eBay Inc.
1.66%2.29%2.12%1.08%1.27%1.55%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
0.93%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

EBAY vs. VTI - Drawdown Comparison

The maximum EBAY drawdown since its inception was -82.56%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for EBAY and VTI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.03%
-3.03%
EBAY
VTI

Volatility

EBAY vs. VTI - Volatility Comparison

eBay Inc. (EBAY) has a higher volatility of 6.30% compared to Vanguard Total Stock Market ETF (VTI) at 4.00%. This indicates that EBAY'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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.30%
4.00%
EBAY
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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