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INFU vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between INFU and VTI is 0.17, 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

INFU vs. VTI - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
19.33%
10.48%
INFU
VTI

Key characteristics

Sharpe Ratio

INFU:

-0.45

VTI:

2.05

Sortino Ratio

INFU:

-0.38

VTI:

2.74

Omega Ratio

INFU:

0.96

VTI:

1.38

Calmar Ratio

INFU:

-0.32

VTI:

3.06

Martin Ratio

INFU:

-0.77

VTI:

13.06

Ulcer Index

INFU:

30.78%

VTI:

2.01%

Daily Std Dev

INFU:

53.44%

VTI:

12.79%

Max Drawdown

INFU:

-78.33%

VTI:

-55.45%

Current Drawdown

INFU:

-64.44%

VTI:

-2.48%

Returns By Period

In the year-to-date period, INFU achieves a -22.68% return, which is significantly lower than VTI's 25.60% return. Over the past 10 years, INFU has underperformed VTI with an annualized return of 10.29%, while VTI has yielded a comparatively higher 12.55% annualized return.


INFU

YTD

-22.68%

1M

-12.65%

6M

20.74%

1Y

-23.83%

5Y*

-0.70%

10Y*

10.29%

VTI

YTD

25.60%

1M

-0.53%

6M

10.84%

1Y

25.91%

5Y*

14.22%

10Y*

12.55%

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Risk-Adjusted Performance

INFU vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for InfuSystem Holdings Inc. (INFU) 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.


Sharpe ratio
The chart of Sharpe ratio for INFU, currently valued at -0.45, compared to the broader market-4.00-2.000.002.00-0.452.05
The chart of Sortino ratio for INFU, currently valued at -0.38, compared to the broader market-4.00-2.000.002.004.00-0.382.74
The chart of Omega ratio for INFU, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.38
The chart of Calmar ratio for INFU, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.323.06
The chart of Martin ratio for INFU, currently valued at -0.77, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.7713.06
INFU
VTI

The current INFU Sharpe Ratio is -0.45, which is lower than the VTI Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of INFU and VTI, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.45
2.05
INFU
VTI

Dividends

INFU vs. VTI - Dividend Comparison

INFU has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.25%.


TTM20232022202120202019201820172016201520142013
INFU
InfuSystem Holdings Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.25%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

INFU vs. VTI - Drawdown Comparison

The maximum INFU drawdown since its inception was -78.33%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for INFU and VTI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-64.44%
-2.48%
INFU
VTI

Volatility

INFU vs. VTI - Volatility Comparison

InfuSystem Holdings Inc. (INFU) has a higher volatility of 13.43% compared to Vanguard Total Stock Market ETF (VTI) at 3.98%. This indicates that INFU'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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.43%
3.98%
INFU
VTI
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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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