FOUR vs. VIG
FOUR (Shift4 Payments, Inc.) is a stock, while VIG (Vanguard Dividend Appreciation ETF) is Dividend fund tracking the S&P U.S. Dividend Growers Index. Over the past 5 years, FOUR returned -14.80%/yr vs 10.64%/yr for VIG. At a 0.42 correlation, their price movements are largely independent.
Performance
FOUR vs. VIG - Performance Comparison
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Returns By Period
In the year-to-date period, FOUR achieves a -29.78% return, which is significantly lower than VIG's 7.01% return.
FOUR
- 1D
- 14.35%
- 1M
- 2.27%
- YTD
- -29.78%
- 6M
- -32.07%
- 1Y
- -54.48%
- 3Y*
- -10.53%
- 5Y*
- -14.80%
- 10Y*
- —
VIG
- 1D
- 0.03%
- 1M
- 0.51%
- YTD
- 7.01%
- 6M
- 5.76%
- 1Y
- 17.28%
- 3Y*
- 15.86%
- 5Y*
- 10.64%
- 10Y*
- 13.35%
FOUR vs. VIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FOUR Shift4 Payments, Inc. | -29.78% | -39.32% | 39.60% | 32.92% | -3.45% | -23.17% | 127.79% |
VIG Vanguard Dividend Appreciation ETF | 7.01% | 14.17% | 16.99% | 14.51% | -9.80% | 23.76% | 19.71% |
Correlation
The correlation between FOUR and VIG is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2020 | 0.42 |
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Return for Risk
FOUR vs. VIG — Risk / Return Rank
FOUR
VIG
FOUR vs. VIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shift4 Payments, Inc. (FOUR) and Vanguard Dividend Appreciation ETF (VIG). 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.
| FOUR | VIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.68 | ||
| Sortino ratioReturn per unit of downside risk | -4.01 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.31 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 2.19 | -3.01 |
| Martin ratioReturn relative to average drawdown | -1.30 | 8.85 | -10.15 |
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Drawdowns
FOUR vs. VIG - Drawdown Comparison
The maximum FOUR drawdown since its inception was -71.65%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for FOUR and VIG.
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Drawdown Indicators
| FOUR | VIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.65% | -46.81% | -24.84% |
Max Drawdown (1Y)Largest decline over 1 year | -66.64% | -7.91% | -58.73% |
Max Drawdown (3Y)Largest decline over 3 years | -71.65% | -14.95% | -56.70% |
Max Drawdown (5Y)Largest decline over 5 years | -71.65% | -20.39% | -51.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.72% | — |
Current DrawdownCurrent decline from peak | -64.81% | -1.10% | -63.71% |
Average DrawdownAverage peak-to-trough decline | -31.85% | -5.50% | -26.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.95% | 1.96% | +39.99% |
Volatility
FOUR vs. VIG - Volatility Comparison
Shift4 Payments, Inc. (FOUR) has a higher volatility of 22.95% compared to Vanguard Dividend Appreciation ETF (VIG) at 2.76%. This indicates that FOUR's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FOUR | VIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.95% | 2.76% | +20.19% |
Volatility (6M)Calculated over the trailing 6-month period | 49.83% | 7.68% | +42.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.34% | 10.09% | +47.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.89% | 14.22% | +42.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.81% | 16.04% | +41.77% |
Dividends
FOUR vs. VIG - Dividend Comparison
FOUR has not paid dividends to shareholders, while VIG's dividend yield for the trailing twelve months is around 1.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOUR Shift4 Payments, 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% |
VIG Vanguard Dividend Appreciation ETF | 1.47% | 1.62% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% |
Frequently Asked Questions
FOUR and VIG have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FOUR has higher volatility (22.95%) compared to VIG (2.76%). In terms of maximum drawdown, FOUR dropped -71.65% vs VIG's -46.81%.
VIG currently has the higher Sharpe Ratio (1.73 vs -0.95), 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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