LAC vs. VWO
LAC (Lithium Americas Corp.) is a stock, while VWO (Vanguard FTSE Emerging Markets ETF) is Emerging Markets Equities fund tracking the FTSE Emerging Index. Over the past year, LAC returned 73.00% vs 24.61% for VWO. At a 0.43 correlation, their price movements are largely independent.
Performance
LAC vs. VWO - Performance Comparison
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Returns By Period
In the year-to-date period, LAC achieves a 4.36% return, which is significantly lower than VWO's 10.77% return.
LAC
- 1D
- 3.17%
- 1M
- -16.97%
- YTD
- 4.36%
- 6M
- -11.13%
- 1Y
- 73.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VWO
- 1D
- 0.76%
- 1M
- -0.65%
- YTD
- 10.77%
- 6M
- 12.57%
- 1Y
- 24.61%
- 3Y*
- 16.61%
- 5Y*
- 5.03%
- 10Y*
- 9.00%
LAC vs. VWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
LAC Lithium Americas Corp. | 4.36% | 46.80% | -53.59% | -27.19% |
VWO Vanguard FTSE Emerging Markets ETF | 10.77% | 25.60% | 10.59% | 7.08% |
Correlation
The correlation between LAC and VWO is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2023 | 0.43 |
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Return for Risk
LAC vs. VWO — Risk / Return Rank
LAC
VWO
LAC vs. VWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lithium Americas Corp. (LAC) and Vanguard FTSE Emerging Markets ETF (VWO). 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.
| LAC | VWO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.28 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | 2.21 | -1.05 |
| Martin ratioReturn relative to average drawdown | 1.77 | 7.80 | -6.04 |
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Drawdowns
LAC vs. VWO - Drawdown Comparison
The maximum LAC drawdown since its inception was -81.83%, which is greater than VWO's maximum drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for LAC and VWO.
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Drawdown Indicators
| LAC | VWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.83% | -67.68% | -14.15% |
Max Drawdown (1Y)Largest decline over 1 year | -63.08% | -11.17% | -51.91% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.37% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.60% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.39% | — |
Current DrawdownCurrent decline from peak | -61.18% | -2.68% | -58.50% |
Average DrawdownAverage peak-to-trough decline | -63.13% | -15.80% | -47.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.47% | 3.17% | +38.30% |
Volatility
LAC vs. VWO - Volatility Comparison
Lithium Americas Corp. (LAC) has a higher volatility of 22.78% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 6.64%. This indicates that LAC's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LAC | VWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.78% | 6.64% | +16.14% |
Volatility (6M)Calculated over the trailing 6-month period | 53.55% | 14.04% | +39.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 132.17% | 16.54% | +115.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 101.55% | 17.48% | +84.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 101.55% | 19.22% | +82.33% |
Dividends
LAC vs. VWO - Dividend Comparison
LAC has not paid dividends to shareholders, while VWO's dividend yield for the trailing twelve months is around 2.44%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LAC Lithium Americas Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWO Vanguard FTSE Emerging Markets ETF | 2.44% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
Frequently Asked Questions
LAC and VWO have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LAC has higher volatility (22.78%) compared to VWO (6.64%). In terms of maximum drawdown, LAC dropped -81.83% vs VWO's -67.68%.
VWO currently has the higher Sharpe Ratio (1.49 vs 0.56), 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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