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 -1.39%/yr vs 15.14%/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 25.84% return, which is significantly higher than VTI's 8.82% return. Over the past 10 years, HP has underperformed VTI with an annualized return of -1.39%, while VTI has yielded a comparatively higher 15.14% annualized return.
HP
- 1D
- 0.39%
- 1M
- -10.76%
- YTD
- 25.84%
- 6M
- 28.48%
- 1Y
- 125.83%
- 3Y*
- 6.25%
- 5Y*
- 4.87%
- 10Y*
- -1.39%
VTI
- 1D
- -1.39%
- 1M
- -0.84%
- YTD
- 8.82%
- 6M
- 7.71%
- 1Y
- 24.22%
- 3Y*
- 20.62%
- 5Y*
- 11.90%
- 10Y*
- 15.14%
HP vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HP Helmerich & Payne, Inc. | 25.84% | -6.27% | -7.83% | -23.21% | 115.23% | 6.19% | -44.28% | 0.49% | -22.58% | -12.25% |
VTI Vanguard Total Stock Market ETF | 8.82% | 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 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
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 0.14 - 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 | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.34 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 8.01 | 2.73 | +5.29 |
| Martin ratioReturn relative to average drawdown | 25.11 | 12.14 | +12.97 |
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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 | -15.80% | -8.92% | -6.88% |
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 | -47.21% | -2.85% | -44.36% |
Average DrawdownAverage peak-to-trough decline | -42.06% | -8.01% | -34.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.07% | 2.00% | +3.07% |
Volatility
HP vs. VTI - Volatility Comparison
Helmerich & Payne, Inc. (HP) has a higher volatility of 13.04% compared to Vanguard Total Stock Market ETF (VTI) at 4.95%. 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 | 13.04% | 4.95% | +8.09% |
Volatility (6M)Calculated over the trailing 6-month period | 28.62% | 10.05% | +18.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.57% | 12.83% | +30.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.44% | 17.51% | +30.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.36% | 18.32% | +33.04% |
Dividends
HP vs. VTI - Dividend Comparison
HP's dividend yield for the trailing twelve months is around 2.81%, more than VTI's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HP Helmerich & Payne, Inc. | 2.81% | 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 | 1.04% | 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 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HP has higher volatility (13.04%) compared to VTI (4.95%). In terms of maximum drawdown, HP dropped -85.78% vs VTI's -55.45%.
HP currently has the higher Sharpe Ratio (2.92 vs 1.90), 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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