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GLP vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GLP and VTI is 0.27, 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

GLP vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global Partners LP (GLP) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GLP:

0.58

VTI:

0.60

Sortino Ratio

GLP:

1.19

VTI:

1.11

Omega Ratio

GLP:

1.15

VTI:

1.16

Calmar Ratio

GLP:

1.14

VTI:

0.73

Martin Ratio

GLP:

2.48

VTI:

2.76

Ulcer Index

GLP:

11.50%

VTI:

5.10%

Daily Std Dev

GLP:

40.02%

VTI:

20.25%

Max Drawdown

GLP:

-81.18%

VTI:

-55.45%

Current Drawdown

GLP:

-14.79%

VTI:

-3.80%

Returns By Period

In the year-to-date period, GLP achieves a 11.02% return, which is significantly higher than VTI's 0.62% return. Over the past 10 years, GLP has outperformed VTI with an annualized return of 13.39%, while VTI has yielded a comparatively lower 12.10% annualized return.


GLP

YTD

11.02%

1M

3.53%

6M

4.13%

1Y

22.90%

5Y*

52.85%

10Y*

13.39%

VTI

YTD

0.62%

1M

10.20%

6M

-0.51%

1Y

12.13%

5Y*

16.89%

10Y*

12.10%

*Annualized

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Risk-Adjusted Performance

GLP vs. VTI — Risk-Adjusted Performance Rank

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

GLP
The Risk-Adjusted Performance Rank of GLP is 7575
Overall Rank
The Sharpe Ratio Rank of GLP is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of GLP is 7070
Sortino Ratio Rank
The Omega Ratio Rank of GLP is 6868
Omega Ratio Rank
The Calmar Ratio Rank of GLP is 8686
Calmar Ratio Rank
The Martin Ratio Rank of GLP is 7676
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6868
Overall Rank
The Sharpe Ratio Rank of VTI is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 7070
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.

GLP vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global Partners LP (GLP) 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.


The current GLP Sharpe Ratio is 0.58, which is comparable to the VTI Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of GLP and VTI, 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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Dividends

GLP vs. VTI - Dividend Comparison

GLP's dividend yield for the trailing twelve months is around 5.84%, more than VTI's 1.29% yield.


TTM20242023202220212020201920182017201620152014
GLP
Global Partners LP
5.84%6.14%8.42%9.63%9.68%11.30%10.14%11.50%11.08%9.51%15.57%7.66%
VTI
Vanguard Total Stock Market ETF
1.29%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

GLP vs. VTI - Drawdown Comparison

The maximum GLP drawdown since its inception was -81.18%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for GLP and VTI. For additional features, visit the drawdowns tool.


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Volatility

GLP vs. VTI - Volatility Comparison

Global Partners LP (GLP) has a higher volatility of 10.67% compared to Vanguard Total Stock Market ETF (VTI) at 6.15%. This indicates that GLP'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.


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