HP vs. VTI
HP (Helmerich & Payne, Inc.) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, HP returned -2.23%/yr vs 14.67%/yr for VTI. At a 0.46 correlation, their price movements are largely independent.
Performance
HP vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, HP achieves a 20.11% return, which is significantly higher than VTI's 10.96% return. Over the past 10 years, HP has underperformed VTI with an annualized return of -2.23%, while VTI has yielded a comparatively higher 14.67% annualized return.
HP
- 1D
- 1.92%
- 1M
- -13.45%
- 6M
- 12.65%
- YTD
- 20.11%
- 1Y
- 105.26%
- 3Y*
- 0.82%
- 5Y*
- 6.56%
- 10Y*
- -2.23%
VTI
- 1D
- -0.78%
- 1M
- 1.22%
- 6M
- 8.45%
- YTD
- 10.96%
- 1Y
- 21.85%
- 3Y*
- 19.76%
- 5Y*
- 12.01%
- 10Y*
- 14.67%
HP vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HP Helmerich & Payne, Inc. | 20.11% | -6.27% | -7.83% | -23.21% | 115.23% | 6.19% | -44.28% | 0.49% | -22.58% | -12.25% |
VTI Vanguard Total Stock Market ETF | 10.96% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between HP and VTI is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.46 |
Over the past year, the correlation between HP and VTI has dropped to 0.12 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
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Return for Risk
HP vs. VTI — Risk / Return Rank
HP
VTI
HP vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Helmerich & Payne, Inc. (HP) 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.
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.
| HP | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.31 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 2.46 | +1.54 |
| Martin ratioReturn relative to average drawdown | 15.34 | 10.78 | +4.56 |
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Drawdowns
HP vs. VTI - Drawdown Comparison
The maximum HP drawdown since its inception was -85.78%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for HP and VTI.
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Drawdown Indicators
| HP | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.78% | -55.45% | -30.33% |
Max Drawdown (1Y)Largest decline over 1 year | -26.49% | -8.92% | -17.57% |
Max Drawdown (3Y)Largest decline over 3 years | -64.42% | -19.30% | -45.12% |
Max Drawdown (5Y)Largest decline over 5 years | -68.47% | -25.36% | -43.11% |
Max Drawdown (10Y)Largest decline over 10 years | -81.87% | -35.00% | -46.87% |
Current DrawdownCurrent decline from peak | -49.61% | -0.94% | -48.67% |
Average DrawdownAverage peak-to-trough decline | -42.07% | -8.00% | -34.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.99% | 2.03% | +4.96% |
Volatility
HP vs. VTI - Volatility Comparison
Helmerich & Payne, Inc. (HP) has a higher volatility of 14.63% compared to Vanguard Total Stock Market ETF (VTI) at 4.08%. This indicates that HP'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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Volatility by Period
| HP | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.63% | 4.08% | +10.55% |
Volatility (6M)Calculated over the trailing 6-month period | 30.47% | 10.13% | +20.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.88% | 12.85% | +31.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.64% | 17.51% | +31.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.41% | 18.29% | +33.12% |
Dividends
HP vs. VTI - Dividend Comparison
HP's dividend yield for the trailing twelve months is around 2.94%, more than VTI's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HP Helmerich & Payne, Inc. | 2.94% | 3.49% | 4.72% | 5.18% | 2.49% | 4.22% | 8.29% | 6.25% | 5.88% | 4.33% | 3.59% | 5.14% |
VTI Vanguard Total Stock Market ETF | 1.05% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
HP and VTI have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HP has higher volatility (14.63%) compared to VTI (4.08%). In terms of maximum drawdown, HP dropped -85.78% vs VTI's -55.45%.
HP currently has the higher Sharpe Ratio (2.42 vs 1.71), 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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