LIQT vs. VTSAX
Compare and contrast key facts about LiqTech International, Inc. (LIQT) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LIQT or VTSAX.
Key characteristics
| LIQT | VTSAX | |
|---|---|---|
| YTD Return | -21.41% | 4.88% |
| 1Y Return | -14.15% | 23.62% |
| 3Y Return (Ann) | -65.04% | 6.12% |
| 5Y Return (Ann) | -46.60% | 12.28% |
| 10Y Return (Ann) | -27.23% | 11.75% |
| Sharpe Ratio | -0.29 | 1.81 |
| Daily Std Dev | 48.61% | 12.17% |
| Max Drawdown | -98.22% | -55.34% |
| Current Drawdown | -98.14% | -4.66% |
Correlation
The correlation between LIQT and VTSAX is 0.12, 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.
Performance
LIQT vs. VTSAX - Performance Comparison
In the year-to-date period, LIQT achieves a -21.41% return, which is significantly lower than VTSAX's 4.88% return. Over the past 10 years, LIQT has underperformed VTSAX with an annualized return of -27.23%, while VTSAX has yielded a comparatively higher 11.75% annualized 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
LIQT vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for LiqTech International, Inc. (LIQT) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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
LIQT vs. VTSAX - Dividend Comparison
LIQT has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.42%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LIQT LiqTech International, 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.42% | 1.43% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
LIQT vs. VTSAX - Drawdown Comparison
The maximum LIQT drawdown since its inception was -98.22%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for LIQT and VTSAX. For additional features, visit the drawdowns tool.
Volatility
LIQT vs. VTSAX - Volatility Comparison
LiqTech International, Inc. (LIQT) has a higher volatility of 15.94% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.97%. This indicates that LIQT's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.