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ITP vs. VTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ITP vs. VTI - Performance Comparison

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

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ITP vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ITP
IT Tech Packaging, Inc.
-10.84%-63.63%94.06%-32.66%-79.99%-58.67%-40.80%48.62%-50.97%11.21%
VTI
Vanguard Total Stock Market ETF
-3.29%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Returns By Period

In the year-to-date period, ITP achieves a -10.84% return, which is significantly lower than VTI's -3.29% return. Over the past 10 years, ITP has underperformed VTI with an annualized return of -33.77%, while VTI has yielded a comparatively higher 13.69% annualized return.


ITP

1D
7.14%
1M
0.62%
YTD
-10.84%
6M
-38.58%
1Y
-28.44%
3Y*
-19.59%
5Y*
-50.99%
10Y*
-33.77%

VTI

1D
0.76%
1M
-4.38%
YTD
-3.29%
6M
-1.26%
1Y
18.60%
3Y*
18.14%
5Y*
10.63%
10Y*
13.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ITP vs. VTI — Risk / Return Rank

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

ITP
ITP Risk / Return Rank: 3434
Overall Rank
ITP Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ITP Sortino Ratio Rank: 4343
Sortino Ratio Rank
ITP Omega Ratio Rank: 4444
Omega Ratio Rank
ITP Calmar Ratio Rank: 2626
Calmar Ratio Rank
ITP Martin Ratio Rank: 3030
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 5959
Overall Rank
VTI Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 5757
Sortino Ratio Rank
VTI Omega Ratio Rank: 6060
Omega Ratio Rank
VTI Calmar Ratio Rank: 5858
Calmar Ratio Rank
VTI Martin Ratio Rank: 6969
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.

ITP vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IT Tech Packaging, Inc. (ITP) 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.


ITPVTIDifference

Sharpe ratio

Return per unit of total volatility

-0.23

0.98

-1.21

Sortino ratio

Return per unit of downside risk

0.59

1.52

-0.93

Omega ratio

Gain probability vs. loss probability

1.08

1.23

-0.15

Calmar ratio

Return relative to maximum drawdown

-0.46

1.54

-2.01

Martin ratio

Return relative to average drawdown

-0.60

7.30

-7.91

ITP vs. VTI - Sharpe Ratio Comparison

The current ITP Sharpe Ratio is -0.23, which is lower than the VTI Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of ITP 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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Sharpe Ratios by Period


ITPVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.23

0.98

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

0.61

-1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.34

0.75

-1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

0.48

-0.62

Correlation

The correlation between ITP and VTI is 0.14, 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.


Dividends

ITP vs. VTI - Dividend Comparison

ITP has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.17%.


TTM20252024202320222021202020192018201720162015
ITP
IT Tech Packaging, 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
1.17%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Drawdowns

ITP vs. VTI - Drawdown Comparison

The maximum ITP drawdown since its inception was -99.89%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ITP and VTI.


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Drawdown Indicators


ITPVTIDifference

Max Drawdown

Largest peak-to-trough decline

-99.89%

-55.45%

-44.44%

Max Drawdown (1Y)

Largest decline over 1 year

-62.43%

-12.30%

-50.13%

Max Drawdown (5Y)

Largest decline over 5 years

-97.62%

-25.36%

-72.26%

Max Drawdown (10Y)

Largest decline over 10 years

-98.97%

-35.00%

-63.97%

Current Drawdown

Current decline from peak

-99.86%

-5.54%

-94.32%

Average Drawdown

Average peak-to-trough decline

-85.40%

-8.08%

-77.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.66%

2.60%

+45.06%

Volatility

ITP vs. VTI - Volatility Comparison

IT Tech Packaging, Inc. (ITP) has a higher volatility of 15.17% compared to Vanguard Total Stock Market ETF (VTI) at 5.48%. This indicates that ITP'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


ITPVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.17%

5.48%

+9.69%

Volatility (6M)

Calculated over the trailing 6-month period

53.41%

9.75%

+43.66%

Volatility (1Y)

Calculated over the trailing 1-year period

124.44%

19.02%

+105.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

105.92%

17.41%

+88.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.35%

18.29%

+80.06%