EMN vs. VTI
EMN (Eastman Chemical Company) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, EMN returned 2.99%/yr vs 14.80%/yr for VTI. A 0.65 correlation means they provide meaningful diversification when combined.
Performance
EMN vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, EMN achieves a 8.34% return, which is significantly lower than VTI's 11.83% return. Over the past 10 years, EMN has underperformed VTI with an annualized return of 2.99%, while VTI has yielded a comparatively higher 14.80% annualized return.
EMN
- 1D
- 0.54%
- 1M
- -9.16%
- 6M
- 0.58%
- YTD
- 8.34%
- 1Y
- -11.62%
- 3Y*
- -3.46%
- 5Y*
- -6.66%
- 10Y*
- 2.99%
VTI
- 1D
- 0.33%
- 1M
- 2.02%
- 6M
- 9.50%
- YTD
- 11.83%
- 1Y
- 22.81%
- 3Y*
- 20.66%
- 5Y*
- 12.09%
- 10Y*
- 14.80%
EMN vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMN Eastman Chemical Company | 8.34% | -26.87% | 5.11% | 14.66% | -30.38% | 23.54% | 31.78% | 12.01% | -19.10% | 26.28% |
VTI Vanguard Total Stock Market ETF | 11.83% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between EMN and VTI is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.65 |
Over the past year, the correlation between EMN and VTI has dropped to 0.39 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.
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Return for Risk
EMN vs. VTI — Risk / Return Rank
EMN
VTI
EMN vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eastman Chemical Company (EMN) 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.
| EMN | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.08 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.31 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 2.51 | -2.96 |
| Martin ratioReturn relative to average drawdown | -0.84 | 11.00 | -11.84 |
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Drawdowns
EMN vs. VTI - Drawdown Comparison
The maximum EMN drawdown since its inception was -76.11%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for EMN and VTI.
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Drawdown Indicators
| EMN | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.11% | -55.45% | -20.66% |
Max Drawdown (1Y)Largest decline over 1 year | -28.89% | -8.92% | -19.97% |
Max Drawdown (3Y)Largest decline over 3 years | -48.40% | -19.30% | -29.10% |
Max Drawdown (5Y)Largest decline over 5 years | -49.35% | -25.36% | -23.99% |
Max Drawdown (10Y)Largest decline over 10 years | -62.74% | -35.00% | -27.74% |
Current DrawdownCurrent decline from peak | -37.05% | -0.16% | -36.89% |
Average DrawdownAverage peak-to-trough decline | -19.17% | -8.00% | -11.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.31% | 2.03% | +14.28% |
Volatility
EMN vs. VTI - Volatility Comparison
Eastman Chemical Company (EMN) has a higher volatility of 10.13% compared to Vanguard Total Stock Market ETF (VTI) at 4.34%. This indicates that EMN'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
| EMN | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.13% | 4.34% | +5.79% |
Volatility (6M)Calculated over the trailing 6-month period | 24.11% | 10.10% | +14.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.95% | 12.80% | +26.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.22% | 17.51% | +14.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.84% | 18.28% | +13.56% |
Dividends
EMN vs. VTI - Dividend Comparison
EMN's dividend yield for the trailing twelve months is around 4.96%, more than VTI's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMN Eastman Chemical Company | 4.96% | 5.22% | 3.57% | 3.54% | 3.77% | 2.34% | 2.66% | 3.18% | 3.15% | 2.26% | 2.51% | 2.46% |
VTI Vanguard Total Stock Market ETF | 1.05% | 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
EMN and VTI have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMN has higher volatility (10.13%) compared to VTI (4.34%). In terms of maximum drawdown, EMN dropped -76.11% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.75 vs -0.34), 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.
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