JOBY vs. VTI
Compare and contrast key facts about Joby Aviation, Inc. (JOBY) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JOBY or VTI.
Key characteristics
| JOBY | VTI | |
|---|---|---|
| YTD Return | -11.13% | 25.21% |
| 1Y Return | -3.59% | 33.95% |
| 3Y Return (Ann) | -14.34% | 8.40% |
| Sharpe Ratio | 0.03 | 2.76 |
| Sortino Ratio | 0.61 | 3.68 |
| Omega Ratio | 1.07 | 1.51 |
| Calmar Ratio | 0.03 | 4.00 |
| Martin Ratio | 0.09 | 17.66 |
| Ulcer Index | 24.95% | 1.94% |
| Daily Std Dev | 69.39% | 12.43% |
| Max Drawdown | -76.27% | -55.45% |
| Current Drawdown | -55.90% | -1.18% |
Correlation
The correlation between JOBY and VTI is 0.51, 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
JOBY vs. VTI - Performance Comparison
In the year-to-date period, JOBY achieves a -11.13% return, which is significantly lower than VTI's 25.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
JOBY vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Joby Aviation, Inc. (JOBY) 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.
Dividends
JOBY vs. VTI - Dividend Comparison
JOBY has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.27%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JOBY Joby Aviation, 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 | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
JOBY vs. VTI - Drawdown Comparison
The maximum JOBY drawdown since its inception was -76.27%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for JOBY and VTI. For additional features, visit the drawdowns tool.
Volatility
JOBY vs. VTI - Volatility Comparison
Joby Aviation, Inc. (JOBY) has a higher volatility of 30.10% compared to Vanguard Total Stock Market ETF (VTI) at 4.05%. This indicates that JOBY'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.