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IMO vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMO vs. VTI - Performance Comparison

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

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Returns By Period

In the year-to-date period, IMO achieves a 47.08% return, which is significantly higher than VTI's 11.20% return. Over the past 10 years, IMO has outperformed VTI with an annualized return of 17.58%, while VTI has yielded a comparatively lower 15.05% annualized return.


IMO

1D
1.49%
1M
-3.22%
YTD
47.08%
6M
31.96%
1Y
75.73%
3Y*
41.39%
5Y*
33.20%
10Y*
17.58%

VTI

1D
-0.72%
1M
4.99%
YTD
11.20%
6M
11.09%
1Y
28.18%
3Y*
22.07%
5Y*
12.69%
10Y*
15.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMO vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMO
Imperial Oil Limited
47.08%43.85%10.47%20.89%38.00%95.29%-25.37%7.16%-17.21%-8.36%
VTI
Vanguard Total Stock Market ETF
11.20%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Correlation

The correlation between IMO and VTI is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2001

0.42

Over the past year, the correlation between IMO and VTI has dropped to 0.03 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

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Return for Risk

IMO vs. VTI — Risk / Return Rank

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

IMO
IMO Risk / Return Rank: 9191
Overall Rank
IMO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IMO Sortino Ratio Rank: 9191
Sortino Ratio Rank
IMO Omega Ratio Rank: 8989
Omega Ratio Rank
IMO Calmar Ratio Rank: 9090
Calmar Ratio Rank
IMO Martin Ratio Rank: 9292
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6868
Sortino Ratio Rank
VTI Omega Ratio Rank: 6767
Omega Ratio Rank
VTI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IMO vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Imperial Oil Limited (IMO) 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.


IMOVTIDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.42

1.42

0.00

Calmar ratioReturn relative to maximum drawdown

4.61

3.17

+1.44

Martin ratioReturn relative to average drawdown

14.21

14.62

-0.41

IMO vs. VTI - Sharpe Ratio Comparison

The current IMO Sharpe Ratio is 2.81, which is comparable to the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of IMO and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IMOVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.81

2.33

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

0.73

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.82

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.51

-0.07

Drawdowns

IMO vs. VTI - Drawdown Comparison

The maximum IMO drawdown since its inception was -84.82%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for IMO and VTI.


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Drawdown Indicators


IMOVTIDifference

Max Drawdown

Largest peak-to-trough decline

-84.82%

-55.45%

-29.37%

Max Drawdown (1Y)

Largest decline over 1 year

-16.51%

-8.92%

-7.59%

Max Drawdown (3Y)

Largest decline over 3 years

-22.95%

-19.30%

-3.65%

Max Drawdown (5Y)

Largest decline over 5 years

-29.72%

-25.36%

-4.36%

Max Drawdown (10Y)

Largest decline over 10 years

-76.96%

-35.00%

-41.96%

Current Drawdown

Current decline from peak

-8.72%

-0.72%

-8.00%

Average Drawdown

Average peak-to-trough decline

-21.19%

-8.03%

-13.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

1.93%

+3.42%

Volatility

IMO vs. VTI - Volatility Comparison

Imperial Oil Limited (IMO) has a higher volatility of 10.45% compared to Vanguard Total Stock Market ETF (VTI) at 2.96%. This indicates that IMO'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


IMOVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.45%

2.96%

+7.49%

Volatility (6M)

Calculated over the trailing 6-month period

22.22%

9.13%

+13.09%

Volatility (1Y)

Calculated over the trailing 1-year period

27.08%

12.17%

+14.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.61%

17.40%

+15.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.56%

18.30%

+17.26%

Dividends

IMO vs. VTI - Dividend Comparison

IMO's dividend yield for the trailing twelve months is around 1.75%, more than VTI's 1.01% yield.


PositionTTM20252024202320222021202020192018201720162015
IMO
Imperial Oil Limited
1.75%2.40%2.84%2.73%2.30%2.28%3.50%2.41%2.36%2.02%1.70%1.66%
VTI
Vanguard Total Stock Market ETF
1.01%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


IMO and VTI have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMO has higher volatility (10.45%) compared to VTI (2.96%). In terms of maximum drawdown, IMO dropped -84.82% vs VTI's -55.45%.

IMO currently has the higher Sharpe Ratio (2.81 vs 2.33), 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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