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LIN vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LINVTI
YTD Return9.15%4.76%
1Y Return23.64%22.66%
3Y Return (Ann)17.01%6.08%
5Y Return (Ann)22.20%12.42%
10Y Return (Ann)15.45%11.86%
Sharpe Ratio1.421.88
Daily Std Dev16.39%12.15%
Max Drawdown-51.76%-55.45%
Current Drawdown-5.88%-4.72%

Correlation

-0.50.00.51.00.7

The correlation between LIN and VTI is 0.67, 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

LIN vs. VTI - Performance Comparison

In the year-to-date period, LIN achieves a 9.15% return, which is significantly higher than VTI's 4.76% return. Over the past 10 years, LIN has outperformed VTI with an annualized return of 15.45%, while VTI has yielded a comparatively lower 11.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2024FebruaryMarchApril
2,621.36%
552.02%
LIN
VTI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Linde plc

Vanguard Total Stock Market ETF

Risk-Adjusted Performance

LIN vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Linde plc (LIN) 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.


LIN
Sharpe ratio
The chart of Sharpe ratio for LIN, currently valued at 1.42, compared to the broader market-2.00-1.000.001.002.003.001.42
Sortino ratio
The chart of Sortino ratio for LIN, currently valued at 2.03, compared to the broader market-4.00-2.000.002.004.002.03
Omega ratio
The chart of Omega ratio for LIN, currently valued at 1.27, compared to the broader market0.501.001.501.27
Calmar ratio
The chart of Calmar ratio for LIN, currently valued at 3.57, compared to the broader market0.001.002.003.004.005.003.57
Martin ratio
The chart of Martin ratio for LIN, currently valued at 7.73, compared to the broader market0.0010.0020.0030.007.73
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 1.88, compared to the broader market-2.00-1.000.001.002.003.001.88
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 2.70, compared to the broader market-4.00-2.000.002.004.002.70
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.32, compared to the broader market0.501.001.501.32
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 1.45, compared to the broader market0.001.002.003.004.005.001.45
Martin ratio
The chart of Martin ratio for VTI, currently valued at 7.28, compared to the broader market0.0010.0020.0030.007.28

LIN vs. VTI - Sharpe Ratio Comparison

The current LIN Sharpe Ratio is 1.42, which roughly equals the VTI Sharpe Ratio of 1.88. The chart below compares the 12-month rolling Sharpe Ratio of LIN and VTI.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.42
1.88
LIN
VTI

Dividends

LIN vs. VTI - Dividend Comparison

LIN's dividend yield for the trailing twelve months is around 1.17%, less than VTI's 1.43% yield.


TTM20232022202120202019201820172016201520142013
LIN
Linde plc
1.17%1.24%1.43%1.22%1.46%1.64%2.11%2.04%2.56%2.79%2.01%1.85%
VTI
Vanguard Total Stock Market ETF
1.43%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

LIN vs. VTI - Drawdown Comparison

The maximum LIN drawdown since its inception was -51.76%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for LIN and VTI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.88%
-4.72%
LIN
VTI

Volatility

LIN vs. VTI - Volatility Comparison

Linde plc (LIN) and Vanguard Total Stock Market ETF (VTI) have volatilities of 3.24% and 3.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
3.24%
3.36%
LIN
VTI