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IMPP vs. VFIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IMPP and VFIAX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

IMPP vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Imperial Petroleum Inc. (IMPP) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-23.71%
10.00%
IMPP
VFIAX

Key characteristics

Sharpe Ratio

IMPP:

-0.29

VFIAX:

1.86

Sortino Ratio

IMPP:

-0.12

VFIAX:

2.51

Omega Ratio

IMPP:

0.99

VFIAX:

1.34

Calmar Ratio

IMPP:

-0.14

VFIAX:

2.81

Martin Ratio

IMPP:

-0.72

VFIAX:

11.66

Ulcer Index

IMPP:

18.48%

VFIAX:

2.04%

Daily Std Dev

IMPP:

46.30%

VFIAX:

12.77%

Max Drawdown

IMPP:

-98.52%

VFIAX:

-55.20%

Current Drawdown

IMPP:

-96.54%

VFIAX:

0.00%

Returns By Period

In the year-to-date period, IMPP achieves a -6.31% return, which is significantly lower than VFIAX's 4.63% return.


IMPP

YTD

-6.31%

1M

-5.05%

6M

-23.78%

1Y

-7.54%

5Y*

N/A

10Y*

N/A

VFIAX

YTD

4.63%

1M

2.57%

6M

10.00%

1Y

25.10%

5Y*

14.76%

10Y*

13.28%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IMPP vs. VFIAX — Risk-Adjusted Performance Rank

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

IMPP
The Risk-Adjusted Performance Rank of IMPP is 3131
Overall Rank
The Sharpe Ratio Rank of IMPP is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of IMPP is 2929
Sortino Ratio Rank
The Omega Ratio Rank of IMPP is 2929
Omega Ratio Rank
The Calmar Ratio Rank of IMPP is 3737
Calmar Ratio Rank
The Martin Ratio Rank of IMPP is 3030
Martin Ratio Rank

VFIAX
The Risk-Adjusted Performance Rank of VFIAX is 8787
Overall Rank
The Sharpe Ratio Rank of VFIAX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIAX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of VFIAX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of VFIAX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of VFIAX is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IMPP vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Imperial Petroleum Inc. (IMPP) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.


Sharpe ratio
The chart of Sharpe ratio for IMPP, currently valued at -0.29, compared to the broader market-2.000.002.00-0.291.86
The chart of Sortino ratio for IMPP, currently valued at -0.12, compared to the broader market-4.00-2.000.002.004.006.00-0.122.51
The chart of Omega ratio for IMPP, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.34
The chart of Calmar ratio for IMPP, currently valued at -0.14, compared to the broader market0.002.004.006.00-0.142.81
The chart of Martin ratio for IMPP, currently valued at -0.72, compared to the broader market0.0010.0020.0030.00-0.7211.66
IMPP
VFIAX

The current IMPP Sharpe Ratio is -0.29, which is lower than the VFIAX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of IMPP and VFIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.29
1.86
IMPP
VFIAX

Dividends

IMPP vs. VFIAX - Dividend Comparison

IMPP has not paid dividends to shareholders, while VFIAX's dividend yield for the trailing twelve months is around 1.18%.


TTM20242023202220212020201920182017201620152014
IMPP
Imperial Petroleum Inc.
0.00%0.00%22.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.18%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%

Drawdowns

IMPP vs. VFIAX - Drawdown Comparison

The maximum IMPP drawdown since its inception was -98.52%, which is greater than VFIAX's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for IMPP and VFIAX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-96.54%
0
IMPP
VFIAX

Volatility

IMPP vs. VFIAX - Volatility Comparison

Imperial Petroleum Inc. (IMPP) has a higher volatility of 9.16% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.07%. This indicates that IMPP's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
9.16%
3.07%
IMPP
VFIAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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