ENSG vs. VTI
Compare and contrast key facts about The Ensign Group, Inc. (ENSG) 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: ENSG or VTI.
Performance
ENSG vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, ENSG achieves a 28.06% return, which is significantly higher than VTI's 23.63% return. Over the past 10 years, ENSG has outperformed VTI with an annualized return of 23.47%, while VTI has yielded a comparatively lower 12.59% annualized return.
ENSG
28.06%
-3.33%
19.89%
33.87%
28.62%
23.47%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| ENSG | VTI | |
|---|---|---|
| Sharpe Ratio | 1.68 | 2.58 |
| Sortino Ratio | 2.36 | 3.45 |
| Omega Ratio | 1.30 | 1.48 |
| Calmar Ratio | 4.14 | 3.76 |
| Martin Ratio | 10.31 | 16.56 |
| Ulcer Index | 3.56% | 1.95% |
| Daily Std Dev | 21.88% | 12.51% |
| Max Drawdown | -55.57% | -55.45% |
| Current Drawdown | -8.55% | -2.43% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between ENSG and VTI is 0.46, 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
ENSG vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Ensign Group, Inc. (ENSG) 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
ENSG vs. VTI - Dividend Comparison
ENSG's dividend yield for the trailing twelve months is around 0.17%, less than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENSG The Ensign Group, Inc. | 0.17% | 0.21% | 0.24% | 0.25% | 0.28% | 0.40% | 0.47% | 0.78% | 0.73% | 0.97% | 0.57% | 0.60% |
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
ENSG vs. VTI - Drawdown Comparison
The maximum ENSG drawdown since its inception was -55.57%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ENSG and VTI. For additional features, visit the drawdowns tool.
Volatility
ENSG vs. VTI - Volatility Comparison
The Ensign Group, Inc. (ENSG) has a higher volatility of 10.20% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that ENSG'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.