LIQT vs. VTSAX
LIQT (LiqTech International, Inc.) is a stock, while VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) is Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, LIQT returned -31.45%/yr vs 14.62%/yr for VTSAX. Their 0.13 correlation means their historical movements had little consistent relationship.
Performance
LIQT vs. VTSAX - Performance Comparison
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Returns By Period
In the year-to-date period, LIQT achieves a -55.82% return, which is significantly lower than VTSAX's 10.50% return. Over the past 10 years, LIQT has underperformed VTSAX with an annualized return of -31.45%, while VTSAX has yielded a comparatively higher 14.62% annualized return.
LIQT
- 1D
- -7.50%
- 1M
- -15.65%
- 6M
- -62.49%
- YTD
- -55.82%
- 1Y
- -67.57%
- 3Y*
- -45.97%
- 5Y*
- -57.07%
- 10Y*
- -31.45%
- ALL TIME*
- -28.86%
VTSAX
- 1D
- 0.57%
- 1M
- -0.21%
- 6M
- 8.16%
- YTD
- 10.50%
- 1Y
- 21.79%
- 3Y*
- 18.92%
- 5Y*
- 11.73%
- 10Y*
- 14.62%
- ALL TIME*
- 9.03%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $67.02K | $169.32K | $311.09K | |
| $0.00 | $0.00 | $0.00 |
LIQT vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LIQT LiqTech International, Inc. | -55.82% | -20.78% | -45.96% | 12.17% | -93.36% | -28.50% | 36.75% | 6.75% | 140.35% | -10.94% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 10.50% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 30.79% | -5.18% | 21.16% |
Correlation
The correlation between LIQT and VTSAX is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.15 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2011 | 0.13 |
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Return for Risk
LIQT vs. VTSAX — Risk / Return Rank
LIQT
VTSAX
LIQT vs. VTSAX - Risk-Adjusted Trends 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.
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.
| LIQT | VTSAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.93 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.27 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 2.23 | -3.08 |
| Martin ratioReturn relative to average drawdown | -1.58 | 9.63 | -11.21 |
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Drawdowns
LIQT vs. VTSAX - Drawdown Comparison
The maximum LIQT drawdown since its inception was -99.57%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for LIQT and VTSAX.
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Drawdown Indicators
| LIQT | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.57% | -55.33% | -44.24% |
Max Drawdown (1Y)Largest decline over 1 year | -79.02% | -8.92% | -70.10% |
Max Drawdown (3Y)Largest decline over 3 years | -85.00% | -19.36% | -65.64% |
Max Drawdown (5Y)Largest decline over 5 years | -98.76% | -25.36% | -73.40% |
Max Drawdown (10Y)Largest decline over 10 years | -99.35% | -34.97% | -64.38% |
Current DrawdownCurrent decline from peak | -99.55% | -1.32% | -98.23% |
Average DrawdownAverage peak-to-trough decline | -74.07% | -8.96% | -65.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.80% | 2.06% | +40.74% |
Volatility
LIQT vs. VTSAX - Volatility Comparison
LiqTech International, Inc. (LIQT) has a higher volatility of 23.44% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.46%. 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.
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Volatility by Period
| LIQT | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.44% | 3.46% | +19.98% |
Volatility (6M)Calculated over the trailing 6-month period | 87.30% | 10.28% | +77.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 102.74% | 13.14% | +89.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.79% | 17.46% | +61.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.12% | 18.41% | +59.71% |
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 1.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.05% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
LIQT and VTSAX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LIQT has higher volatility (23.44%) compared to VTSAX (3.46%). In terms of maximum drawdown, LIQT dropped -99.57% vs VTSAX's -55.33%.
VTSAX currently has the higher Sharpe Ratio (1.51 vs -0.66), 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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