EL vs. VTI
Compare and contrast key facts about The Estee Lauder Companies Inc. (EL) 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: EL or VTI.
Performance
EL vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, EL achieves a -55.65% return, which is significantly lower than VTI's 23.63% return. Over the past 10 years, EL has underperformed VTI with an annualized return of -0.12%, while VTI has yielded a comparatively higher 12.59% annualized return.
EL
-55.65%
-29.20%
-52.08%
-47.34%
-19.23%
-0.12%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| EL | VTI | |
|---|---|---|
| Sharpe Ratio | -1.10 | 2.58 |
| Sortino Ratio | -1.63 | 3.45 |
| Omega Ratio | 0.78 | 1.48 |
| Calmar Ratio | -0.59 | 3.76 |
| Martin Ratio | -1.70 | 16.56 |
| Ulcer Index | 28.48% | 1.95% |
| Daily Std Dev | 44.07% | 12.51% |
| Max Drawdown | -82.39% | -55.45% |
| Current Drawdown | -82.11% | -2.43% |
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Correlation
The correlation between EL and VTI is 0.54, 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.
Risk-Adjusted Performance
EL vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Estee Lauder Companies Inc. (EL) 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
EL vs. VTI - Dividend Comparison
EL's dividend yield for the trailing twelve months is around 4.14%, more than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL The Estee Lauder Companies Inc. | 4.14% | 1.81% | 0.99% | 0.59% | 0.56% | 0.86% | 1.21% | 1.10% | 1.62% | 1.16% | 1.10% | 0.98% |
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
EL vs. VTI - Drawdown Comparison
The maximum EL drawdown since its inception was -82.39%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for EL and VTI. For additional features, visit the drawdowns tool.
Volatility
EL vs. VTI - Volatility Comparison
The Estee Lauder Companies Inc. (EL) has a higher volatility of 24.90% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that EL'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.