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

Correlation

The correlation between ISRG and VTI is 0.55, 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.


Performance

ISRG vs. VTI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ISRG:

1.17

VTI:

0.65

Sortino Ratio

ISRG:

1.78

VTI:

0.99

Omega Ratio

ISRG:

1.25

VTI:

1.14

Calmar Ratio

ISRG:

1.43

VTI:

0.64

Martin Ratio

ISRG:

4.41

VTI:

2.38

Ulcer Index

ISRG:

8.46%

VTI:

5.16%

Daily Std Dev

ISRG:

33.97%

VTI:

20.39%

Max Drawdown

ISRG:

-82.25%

VTI:

-55.45%

Current Drawdown

ISRG:

-8.96%

VTI:

-3.95%

Returns By Period

In the year-to-date period, ISRG achieves a 6.47% return, which is significantly higher than VTI's 0.46% return. Over the past 10 years, ISRG has outperformed VTI with an annualized return of 25.84%, while VTI has yielded a comparatively lower 12.13% annualized return.


ISRG

YTD

6.47%

1M

7.94%

6M

3.19%

1Y

39.50%

3Y*

34.35%

5Y*

23.51%

10Y*

25.84%

VTI

YTD

0.46%

1M

6.40%

6M

-2.05%

1Y

13.21%

3Y*

13.43%

5Y*

15.25%

10Y*

12.13%

*Annualized

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Intuitive Surgical, Inc.

Vanguard Total Stock Market ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ISRG vs. VTI — Risk-Adjusted Performance Rank

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

ISRG
The Risk-Adjusted Performance Rank of ISRG is 8484
Overall Rank
The Sharpe Ratio Rank of ISRG is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of ISRG is 8282
Sortino Ratio Rank
The Omega Ratio Rank of ISRG is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ISRG is 8888
Calmar Ratio Rank
The Martin Ratio Rank of ISRG is 8484
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6060
Overall Rank
The Sharpe Ratio Rank of VTI is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 5959
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6060
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.

ISRG vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Intuitive Surgical, Inc. (ISRG) 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.


The current ISRG Sharpe Ratio is 1.17, which is higher than the VTI Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of ISRG 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ISRG vs. VTI - Dividend Comparison

ISRG has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.29%.


TTM20242023202220212020201920182017201620152014
ISRG
Intuitive Surgical, 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
1.29%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

ISRG vs. VTI - Drawdown Comparison

The maximum ISRG drawdown since its inception was -82.25%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ISRG and VTI.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ISRG vs. VTI - Volatility Comparison

Intuitive Surgical, Inc. (ISRG) has a higher volatility of 6.16% compared to Vanguard Total Stock Market ETF (VTI) at 4.89%. This indicates that ISRG'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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