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ELAB vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ELAB vs. VTI - Performance Comparison

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

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Returns By Period

In the year-to-date period, ELAB achieves a -96.28% return, which is significantly lower than VTI's 8.82% return.


ELAB

1D
-2.22%
1M
-25.84%
YTD
-96.28%
6M
-96.73%
1Y
-99.24%
3Y*
5Y*
10Y*

VTI

1D
-1.39%
1M
-0.84%
YTD
8.82%
6M
7.71%
1Y
24.22%
3Y*
20.62%
5Y*
11.90%
10Y*
15.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ELAB vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023
ELAB
Elevai Labs Inc.
-96.28%-97.37%-99.37%-54.30%
VTI
Vanguard Total Stock Market ETF
8.82%17.10%23.81%5.98%

Correlation

The correlation between ELAB and VTI is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2023

0.16

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Return for Risk

ELAB vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ELAB
ELAB Risk / Return Rank: 99
Overall Rank
ELAB Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ELAB Sortino Ratio Rank: 44
Sortino Ratio Rank
ELAB Omega Ratio Rank: 55
Omega Ratio Rank
ELAB Calmar Ratio Rank: 11
Calmar Ratio Rank
ELAB Martin Ratio Rank: 99
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 5959
Overall Rank
VTI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 5656
Sortino Ratio Rank
VTI Omega Ratio Rank: 5757
Omega Ratio Rank
VTI Calmar Ratio Rank: 5757
Calmar Ratio Rank
VTI Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ELAB vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Elevai Labs Inc. (ELAB) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ELABVTIDifference
Sharpe ratioReturn per unit of total volatility

-2.30

Sortino ratioReturn per unit of downside risk

-4.34

Omega ratioGain probability vs. loss probability

0.78

1.34

-0.56

Calmar ratioReturn relative to maximum drawdown

-1.00

2.73

-3.73

Martin ratioReturn relative to average drawdown

-1.38

12.14

-13.52

ELAB vs. VTI - Sharpe Ratio Comparison

The current ELAB Sharpe Ratio is -0.40, which is lower than the VTI Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of ELAB and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ELAB vs. VTI - Drawdown Comparison

The maximum ELAB drawdown since its inception was -100.00%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ELAB and VTI.


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Drawdown Indicators


ELABVTIDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-55.45%

-44.55%

Max Drawdown (1Y)

Largest decline over 1 year

-99.39%

-8.92%

-90.47%

Max Drawdown (3Y)

Largest decline over 3 years

-19.30%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

Current Drawdown

Current decline from peak

-100.00%

-2.85%

-97.15%

Average Drawdown

Average peak-to-trough decline

-92.84%

-8.01%

-84.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

71.93%

2.00%

+69.93%

Volatility

ELAB vs. VTI - Volatility Comparison

Elevai Labs Inc. (ELAB) has a higher volatility of 27.79% compared to Vanguard Total Stock Market ETF (VTI) at 4.95%. This indicates that ELAB'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.


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Volatility by Period


ELABVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.79%

4.95%

+22.84%

Volatility (6M)

Calculated over the trailing 6-month period

198.75%

10.05%

+188.70%

Volatility (1Y)

Calculated over the trailing 1-year period

251.18%

12.83%

+238.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

197.17%

17.51%

+179.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

197.17%

18.32%

+178.85%

Dividends

ELAB vs. VTI - Dividend Comparison

ELAB has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.04%.


PositionTTM20252024202320222021202020192018201720162015
ELAB
Elevai Labs Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.04%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions


ELAB and VTI have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ELAB has higher volatility (27.79%) compared to VTI (4.95%). In terms of maximum drawdown, ELAB dropped -100.00% vs VTI's -55.45%.

VTI currently has the higher Sharpe Ratio (1.90 vs -0.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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