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ENVB vs. VT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ENVB vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enveric Biosciences Inc (ENVB) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

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ENVB vs. VT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENVB
Enveric Biosciences Inc
-46.56%-94.37%-72.43%-37.50%-95.53%-37.16%-34.51%-48.17%-94.37%-52.38%
VT
Vanguard Total World Stock ETF
-1.71%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%

Returns By Period

In the year-to-date period, ENVB achieves a -46.56% return, which is significantly lower than VT's -1.71% return. Over the past 10 years, ENVB has underperformed VT with an annualized return of -74.35%, while VT has yielded a comparatively higher 11.53% annualized return.


ENVB

1D
8.38%
1M
-17.45%
YTD
-46.56%
6M
-74.72%
1Y
-88.37%
3Y*
-81.36%
5Y*
-85.29%
10Y*
-74.35%

VT

1D
3.08%
1M
-6.22%
YTD
-1.71%
6M
1.42%
1Y
21.53%
3Y*
16.86%
5Y*
9.22%
10Y*
11.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ENVB vs. VT — Risk / Return Rank

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

ENVB
ENVB Risk / Return Rank: 77
Overall Rank
ENVB Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
ENVB Sortino Ratio Rank: 66
Sortino Ratio Rank
ENVB Omega Ratio Rank: 66
Omega Ratio Rank
ENVB Calmar Ratio Rank: 22
Calmar Ratio Rank
ENVB Martin Ratio Rank: 66
Martin Ratio Rank

VT
VT Risk / Return Rank: 7777
Overall Rank
VT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VT Sortino Ratio Rank: 7676
Sortino Ratio Rank
VT Omega Ratio Rank: 7777
Omega Ratio Rank
VT Calmar Ratio Rank: 7575
Calmar Ratio Rank
VT Martin Ratio Rank: 8282
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.

ENVB vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enveric Biosciences Inc (ENVB) and Vanguard Total World Stock ETF (VT). 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.


ENVBVTDifference

Sharpe ratio

Return per unit of total volatility

-0.66

1.25

-1.92

Sortino ratio

Return per unit of downside risk

-1.47

1.84

-3.31

Omega ratio

Gain probability vs. loss probability

0.81

1.27

-0.47

Calmar ratio

Return relative to maximum drawdown

-0.99

1.83

-2.82

Martin ratio

Return relative to average drawdown

-1.63

8.51

-10.13

ENVB vs. VT - Sharpe Ratio Comparison

The current ENVB Sharpe Ratio is -0.66, which is lower than the VT Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of ENVB and VT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ENVBVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.66

1.25

-1.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.58

0.58

-1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.47

0.67

-1.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.47

0.40

-0.87

Correlation

The correlation between ENVB and VT is 0.21, 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.


Dividends

ENVB vs. VT - Dividend Comparison

ENVB has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.82%.


TTM20252024202320222021202020192018201720162015
ENVB
Enveric Biosciences 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%
VT
Vanguard Total World Stock ETF
1.82%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Drawdowns

ENVB vs. VT - Drawdown Comparison

The maximum ENVB drawdown since its inception was -100.00%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for ENVB and VT.


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Drawdown Indicators


ENVBVTDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-50.27%

-49.73%

Max Drawdown (1Y)

Largest decline over 1 year

-89.71%

-11.84%

-77.87%

Max Drawdown (5Y)

Largest decline over 5 years

-99.99%

-26.38%

-73.61%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

-34.24%

-65.76%

Current Drawdown

Current decline from peak

-100.00%

-6.89%

-93.11%

Average Drawdown

Average peak-to-trough decline

-85.81%

-7.08%

-78.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.72%

2.55%

+52.17%

Volatility

ENVB vs. VT - Volatility Comparison

Enveric Biosciences Inc (ENVB) has a higher volatility of 16.58% compared to Vanguard Total World Stock ETF (VT) at 6.33%. This indicates that ENVB's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENVBVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.58%

6.33%

+10.25%

Volatility (6M)

Calculated over the trailing 6-month period

118.52%

9.95%

+108.57%

Volatility (1Y)

Calculated over the trailing 1-year period

133.59%

17.24%

+116.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

148.17%

15.98%

+132.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

161.47%

17.20%

+144.27%