KHC vs. VTI
Compare and contrast key facts about The Kraft Heinz Company (KHC) 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: KHC or VTI.
Performance
KHC vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, KHC achieves a -13.57% return, which is significantly lower than VTI's 24.77% return.
KHC
-13.57%
-12.99%
-13.14%
-5.33%
4.64%
N/A
VTI
24.77%
1.74%
12.48%
32.60%
14.96%
12.63%
Key characteristics
| KHC | VTI | |
|---|---|---|
| Sharpe Ratio | -0.22 | 2.58 |
| Sortino Ratio | -0.17 | 3.45 |
| Omega Ratio | 0.98 | 1.48 |
| Calmar Ratio | -0.08 | 3.76 |
| Martin Ratio | -0.51 | 16.48 |
| Ulcer Index | 8.50% | 1.96% |
| Daily Std Dev | 19.31% | 12.50% |
| Max Drawdown | -76.07% | -55.45% |
| Current Drawdown | -55.11% | -1.53% |
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Correlation
The correlation between KHC and VTI is 0.36, 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.
Risk-Adjusted Performance
KHC vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Kraft Heinz Company (KHC) 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
KHC vs. VTI - Dividend Comparison
KHC's dividend yield for the trailing twelve months is around 5.18%, more than VTI's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KHC The Kraft Heinz Company | 5.18% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 2.34% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
KHC vs. VTI - Drawdown Comparison
The maximum KHC drawdown since its inception was -76.07%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for KHC and VTI. For additional features, visit the drawdowns tool.
Volatility
KHC vs. VTI - Volatility Comparison
The Kraft Heinz Company (KHC) has a higher volatility of 4.93% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that KHC'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.