HSBC vs. VTI
Compare and contrast key facts about HSBC Holdings plc (HSBC) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HSBC or VTI.
Performance
HSBC vs. VTI - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with HSBC having a 23.35% return and VTI slightly higher at 24.13%. Over the past 10 years, HSBC has underperformed VTI with an annualized return of 4.79%, while VTI has yielded a comparatively higher 12.59% annualized return.
HSBC
23.35%
4.98%
7.49%
29.61%
9.38%
4.79%
VTI
24.13%
0.90%
11.75%
32.54%
14.83%
12.59%
Key characteristics
| HSBC | VTI | |
|---|---|---|
| Sharpe Ratio | 1.44 | 2.63 |
| Sortino Ratio | 1.77 | 3.51 |
| Omega Ratio | 1.27 | 1.48 |
| Calmar Ratio | 1.74 | 3.84 |
| Martin Ratio | 8.50 | 16.85 |
| Ulcer Index | 3.70% | 1.95% |
| Daily Std Dev | 21.89% | 12.54% |
| Max Drawdown | -74.47% | -55.45% |
| Current Drawdown | -0.87% | -2.03% |
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Correlation
The correlation between HSBC and VTI is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
HSBC vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HSBC Holdings plc (HSBC) 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.
Dividends
HSBC vs. VTI - Dividend Comparison
HSBC's dividend yield for the trailing twelve months is around 6.57%, more than VTI's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSBC HSBC Holdings plc | 6.57% | 6.54% | 4.33% | 3.65% | 0.00% | 6.52% | 6.20% | 4.94% | 6.35% | 6.33% | 5.19% | 4.35% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
HSBC vs. VTI - Drawdown Comparison
The maximum HSBC drawdown since its inception was -74.47%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for HSBC and VTI. For additional features, visit the drawdowns tool.
Volatility
HSBC vs. VTI - Volatility Comparison
HSBC Holdings plc (HSBC) has a higher volatility of 6.80% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that HSBC'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.