EGY vs. VTI
Compare and contrast key facts about VAALCO Energy, Inc. (EGY) 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: EGY or VTI.
Key characteristics
| EGY | VTI | |
|---|---|---|
| YTD Return | 29.37% | 26.35% |
| 1Y Return | 51.36% | 40.48% |
| 3Y Return (Ann) | 15.45% | 8.68% |
| 5Y Return (Ann) | 25.85% | 15.37% |
| 10Y Return (Ann) | -1.31% | 12.90% |
| Sharpe Ratio | 1.10 | 3.10 |
| Sortino Ratio | 1.83 | 4.13 |
| Omega Ratio | 1.22 | 1.58 |
| Calmar Ratio | 0.70 | 4.21 |
| Martin Ratio | 3.79 | 20.25 |
| Ulcer Index | 13.55% | 1.94% |
| Daily Std Dev | 46.85% | 12.68% |
| Max Drawdown | -99.09% | -55.45% |
| Current Drawdown | -59.01% | 0.00% |
Correlation
The correlation between EGY and VTI is 0.33, 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
EGY vs. VTI - Performance Comparison
In the year-to-date period, EGY achieves a 29.37% return, which is significantly higher than VTI's 26.35% return. Over the past 10 years, EGY has underperformed VTI with an annualized return of -1.31%, while VTI has yielded a comparatively higher 12.90% 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
EGY vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VAALCO Energy, Inc. (EGY) 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
EGY vs. VTI - Dividend Comparison
EGY's dividend yield for the trailing twelve months is around 4.46%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGY VAALCO Energy, Inc. | 4.46% | 5.57% | 2.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
EGY vs. VTI - Drawdown Comparison
The maximum EGY drawdown since its inception was -99.09%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for EGY and VTI. For additional features, visit the drawdowns tool.
Volatility
EGY vs. VTI - Volatility Comparison
VAALCO Energy, Inc. (EGY) has a higher volatility of 10.57% compared to Vanguard Total Stock Market ETF (VTI) at 4.11%. This indicates that EGY'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.