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ENVB vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ENVB and VT is 0.18, 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.


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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Key characteristics

Sharpe Ratio

ENVB:

-0.64

VT:

0.78

Sortino Ratio

ENVB:

-1.82

VT:

1.09

Omega Ratio

ENVB:

0.77

VT:

1.16

Calmar Ratio

ENVB:

-0.90

VT:

0.75

Martin Ratio

ENVB:

-1.49

VT:

3.29

Ulcer Index

ENVB:

60.53%

VT:

3.77%

Daily Std Dev

ENVB:

139.99%

VT:

17.81%

Max Drawdown

ENVB:

-100.00%

VT:

-50.27%

Current Drawdown

ENVB:

-100.00%

VT:

-0.48%

Returns By Period

In the year-to-date period, ENVB achieves a -78.05% return, which is significantly lower than VT's 5.36% return.


ENVB

YTD

-78.05%

1M

-10.61%

6M

-76.17%

1Y

-89.48%

3Y*

-80.03%

5Y*

-80.28%

10Y*

N/A

VT

YTD

5.36%

1M

5.81%

6M

2.26%

1Y

13.72%

3Y*

12.04%

5Y*

13.37%

10Y*

9.24%

*Annualized

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Enveric Biosciences Inc

Vanguard Total World Stock ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ENVB vs. VT — Risk-Adjusted Performance Rank

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

ENVB
The Risk-Adjusted Performance Rank of ENVB is 66
Overall Rank
The Sharpe Ratio Rank of ENVB is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of ENVB is 33
Sortino Ratio Rank
The Omega Ratio Rank of ENVB is 44
Omega Ratio Rank
The Calmar Ratio Rank of ENVB is 22
Calmar Ratio Rank
The Martin Ratio Rank of ENVB is 66
Martin Ratio Rank

VT
The Risk-Adjusted Performance Rank of VT is 6868
Overall Rank
The Sharpe Ratio Rank of VT is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VT is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VT is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ENVB vs. VT - Risk-Adjusted Performance 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.


The current ENVB Sharpe Ratio is -0.64, which is lower than the VT Sharpe Ratio of 0.78. 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 1.83%.


TTM20242023202220212020201920182017201620152014
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
1.83%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ENVB vs. VT - Volatility Comparison

Enveric Biosciences Inc (ENVB) has a higher volatility of 20.50% compared to Vanguard Total World Stock ETF (VT) at 3.82%. 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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