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KROS vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KROS vs. VTI - Performance Comparison

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

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Returns By Period

In the year-to-date period, KROS achieves a -46.37% return, which is significantly lower than VTI's 8.80% return.


KROS

1D
-0.73%
1M
-2.41%
YTD
-46.37%
6M
-48.88%
1Y
-20.35%
3Y*
-35.91%
5Y*
-24.63%
10Y*

VTI

1D
-0.01%
1M
-0.86%
YTD
8.80%
6M
7.33%
1Y
22.77%
3Y*
20.62%
5Y*
11.81%
10Y*
15.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KROS vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
KROS
Keros Therapeutics, Inc.
-46.37%28.62%-60.19%-17.20%-17.93%-17.05%238.32%
VTI
Vanguard Total Stock Market ETF
8.80%17.10%23.81%26.05%-19.52%25.68%49.16%

Correlation

The correlation between KROS and VTI is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2020

0.35

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Keros Therapeutics, Inc.

Vanguard Total Stock Market ETF

Return for Risk

KROS vs. VTI — Risk / Return Rank

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

KROS
KROS Risk / Return Rank: 2727
Overall Rank
KROS Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
KROS Sortino Ratio Rank: 2424
Sortino Ratio Rank
KROS Omega Ratio Rank: 2525
Omega Ratio Rank
KROS Calmar Ratio Rank: 3030
Calmar Ratio Rank
KROS Martin Ratio Rank: 2929
Martin Ratio Rank

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

KROS vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Keros Therapeutics, Inc. (KROS) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


KROSVTIDifference
Sharpe ratioReturn per unit of total volatility

-2.23

Sortino ratioReturn per unit of downside risk

-2.79

Omega ratioGain probability vs. loss probability

0.96

1.32

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.37

2.56

-2.94

Martin ratioReturn relative to average drawdown

-0.71

11.37

-12.08

KROS vs. VTI - Sharpe Ratio Comparison

The current KROS Sharpe Ratio is -0.43, which is lower than the VTI Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of KROS and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KROS vs. VTI - Drawdown Comparison

The maximum KROS drawdown since its inception was -88.46%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for KROS and VTI.


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Drawdown Indicators


KROSVTIDifference

Max Drawdown

Largest peak-to-trough decline

-88.46%

-55.45%

-33.01%

Max Drawdown (1Y)

Largest decline over 1 year

-54.62%

-8.92%

-45.70%

Max Drawdown (3Y)

Largest decline over 3 years

-86.45%

-19.30%

-67.15%

Max Drawdown (5Y)

Largest decline over 5 years

-86.45%

-25.36%

-61.09%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

Current Drawdown

Current decline from peak

-86.80%

-2.86%

-83.94%

Average Drawdown

Average peak-to-trough decline

-48.69%

-8.01%

-40.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.63%

2.01%

+26.62%

Volatility

KROS vs. VTI - Volatility Comparison

Keros Therapeutics, Inc. (KROS) has a higher volatility of 10.10% compared to Vanguard Total Stock Market ETF (VTI) at 4.93%. This indicates that KROS'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


KROSVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.10%

4.93%

+5.17%

Volatility (6M)

Calculated over the trailing 6-month period

36.40%

10.02%

+26.38%

Volatility (1Y)

Calculated over the trailing 1-year period

47.32%

12.80%

+34.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.53%

17.50%

+50.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.53%

18.31%

+51.22%

Dividends

KROS vs. VTI - Dividend Comparison

KROS has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.04%.


PositionTTM20252024202320222021202020192018201720162015
KROS
Keros Therapeutics, 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
1.04%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions


KROS and VTI have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KROS has higher volatility (10.10%) compared to VTI (4.93%). In terms of maximum drawdown, KROS dropped -88.46% vs VTI's -55.45%.

VTI currently has the higher Sharpe Ratio (1.79 vs -0.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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