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 -1.00%/yr vs 14.63%/yr for VTI. Their 0.46 correlation means their historical movements had little consistent relationship.
Performance
HP vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, HP achieves a 22.23% return, which is significantly higher than VTI's 10.49% return. Over the past 10 years, HP has underperformed VTI with an annualized return of -1.00%, while VTI has yielded a comparatively higher 14.63% annualized return.
HP
- 1D
- 2.37%
- 1M
- 10.45%
- 6M
- 3.47%
- YTD
- 22.23%
- 1Y
- 129.03%
- 3Y*
- -4.12%
- 5Y*
- 8.02%
- 10Y*
- -1.00%
- ALL TIME*
- 6.14%
VTI
- 1D
- 0.53%
- 1M
- -0.15%
- 6M
- 8.77%
- YTD
- 10.49%
- 1Y
- 21.84%
- 3Y*
- 18.92%
- 5Y*
- 11.74%
- 10Y*
- 14.63%
- ALL TIME*
- 9.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $31.09M | $34.67M | $43.00M | |
| $1.06B | $1.16B | $1.24B |
HP vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HP Helmerich & Payne, Inc. | 22.23% | -6.27% | -7.83% | -23.21% | 115.23% | 6.19% | -44.28% | 0.49% | -22.58% | -12.25% |
VTI Vanguard Total Stock Market ETF | 10.49% | 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 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.32 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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 0.10 - 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 | +1.37 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.27 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.60 | 2.23 | +2.37 |
| Martin ratioReturn relative to average drawdown | 15.44 | 9.62 | +5.82 |
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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 | -48.72% | -1.36% | -47.36% |
Average DrawdownAverage peak-to-trough decline | -42.08% | -7.99% | -34.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.90% | 2.07% | +5.83% |
Volatility
HP vs. VTI - Volatility Comparison
Helmerich & Payne, Inc. (HP) has a higher volatility of 9.88% compared to Vanguard Total Stock Market ETF (VTI) at 3.46%. 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 | 9.88% | 3.46% | +6.42% |
Volatility (6M)Calculated over the trailing 6-month period | 30.58% | 10.24% | +20.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.27% | 13.10% | +29.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.54% | 17.51% | +31.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.39% | 18.30% | +33.09% |
Dividends
HP vs. VTI - Dividend Comparison
HP's dividend yield for the trailing twelve months is around 2.89%, more than VTI's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HP Helmerich & Payne, Inc. | 2.89% | 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 | 1.06% | 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 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HP has higher volatility (9.88%) compared to VTI (3.46%). In terms of maximum drawdown, HP dropped -85.78% vs VTI's -55.45%.
HP currently has the higher Sharpe Ratio (2.89 vs 1.52), 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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