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FOUR vs. VIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FOUR vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shift4 Payments, Inc. (FOUR) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FOUR vs. VIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

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

FOUR
FOUR Risk / Return Rank: 99
Overall Rank
FOUR Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FOUR Sortino Ratio Rank: 66
Sortino Ratio Rank
FOUR Omega Ratio Rank: 77
Omega Ratio Rank
FOUR Calmar Ratio Rank: 1111
Calmar Ratio Rank
FOUR Martin Ratio Rank: 1212
Martin Ratio Rank

VIG
VIG Risk / Return Rank: 5555
Overall Rank
VIG Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 5959
Sortino Ratio Rank
VIG Omega Ratio Rank: 5555
Omega Ratio Rank
VIG Calmar Ratio Rank: 4949
Calmar Ratio Rank
VIG Martin Ratio Rank: 5555
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.

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.


FOURVIGDifference
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

FOUR vs. VIG - Sharpe Ratio Comparison

The current FOUR Sharpe Ratio is -0.96, which is lower than the VIG Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of FOUR and VIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


FOURVIGDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-64.81%

-1.10%

-63.71%

Average Drawdown

Average peak-to-trough decline

-31.85%

-5.50%

-26.35%

Ulcer Index

Depth 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


FOURVIGDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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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