LUMN vs. VTSAX
Compare and contrast key facts about Lumen Technologies, Inc. (LUMN) 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: LUMN or VTSAX.
Key characteristics
| LUMN | VTSAX | |
|---|---|---|
| YTD Return | 308.74% | 19.89% |
| 1Y Return | 567.86% | 32.60% |
| 3Y Return (Ann) | -16.79% | 6.78% |
| 5Y Return (Ann) | -6.38% | 14.32% |
| 10Y Return (Ann) | -9.16% | 12.36% |
| Sharpe Ratio | 4.54 | 2.75 |
| Sortino Ratio | 5.06 | 3.65 |
| Omega Ratio | 1.64 | 1.51 |
| Calmar Ratio | 6.36 | 3.64 |
| Martin Ratio | 26.86 | 17.49 |
| Ulcer Index | 22.55% | 1.95% |
| Daily Std Dev | 133.66% | 12.40% |
| Max Drawdown | -95.26% | -55.34% |
| Current Drawdown | -63.81% | -2.51% |
Correlation
The correlation between LUMN and VTSAX is 0.47, 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
LUMN vs. VTSAX - Performance Comparison
In the year-to-date period, LUMN achieves a 308.74% return, which is significantly higher than VTSAX's 19.89% return. Over the past 10 years, LUMN has underperformed VTSAX with an annualized return of -9.16%, while VTSAX has yielded a comparatively higher 12.36% 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
LUMN vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lumen Technologies, Inc. (LUMN) 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
LUMN vs. VTSAX - Dividend Comparison
LUMN has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.32%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LUMN Lumen Technologies, Inc. | 0.00% | 0.00% | 14.37% | 7.97% | 10.26% | 7.57% | 14.26% | 12.95% | 9.08% | 8.59% | 5.46% | 6.78% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.32% | 1.43% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
LUMN vs. VTSAX - Drawdown Comparison
The maximum LUMN drawdown since its inception was -95.26%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for LUMN and VTSAX. For additional features, visit the drawdowns tool.
Volatility
LUMN vs. VTSAX - Volatility Comparison
Lumen Technologies, Inc. (LUMN) has a higher volatility of 20.45% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.06%. This indicates that LUMN'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.