LVS vs. VEA
LVS (Las Vegas Sands Corp.) is a stock, while VEA (Vanguard FTSE Developed Markets ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. Over the past 10 years, LVS returned 2.28%/yr vs 10.05%/yr for VEA. Their 0.48 correlation means their historical movements had little consistent relationship.
Performance
LVS vs. VEA - Performance Comparison
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Returns By Period
In the year-to-date period, LVS achieves a -24.06% return, which is significantly lower than VEA's 13.84% return. Over the past 10 years, LVS has underperformed VEA with an annualized return of 2.28%, while VEA has yielded a comparatively higher 10.05% annualized return.
LVS
- 1D
- -1.97%
- 1M
- 4.04%
- 6M
- -6.26%
- YTD
- -24.06%
- 1Y
- -4.57%
- 3Y*
- -4.39%
- 5Y*
- 4.10%
- 10Y*
- 2.28%
- ALL TIME*
- 2.89%
VEA
- 1D
- -0.66%
- 1M
- -0.27%
- 6M
- 7.42%
- YTD
- 13.84%
- 1Y
- 29.71%
- 3Y*
- 18.08%
- 5Y*
- 9.76%
- 10Y*
- 10.05%
- ALL TIME*
- 5.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $309.11M | $241.94M | $234.03M | |
| $674.44M | $796.70M | $806.62M |
LVS vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LVS Las Vegas Sands Corp. | -24.06% | 29.45% | 6.21% | 3.15% | 27.71% | -36.85% | -11.95% | 39.54% | -21.62% | 36.16% |
VEA Vanguard FTSE Developed Markets ETF | 13.84% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Correlation
The correlation between LVS and VEA is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.47 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2007 | 0.48 |
Over the past year, the correlation between LVS and VEA has dropped to 0.24 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
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Return for Risk
LVS vs. VEA — Risk / Return Rank
LVS
VEA
LVS vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Las Vegas Sands Corp. (LVS) and Vanguard FTSE Developed Markets ETF (VEA). 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.
| LVS | VEA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.85 | ||
| Sortino ratioReturn per unit of downside risk | -2.33 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.31 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 2.53 | -2.67 |
| Martin ratioReturn relative to average drawdown | -0.26 | 9.44 | -9.70 |
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Drawdowns
LVS vs. VEA - Drawdown Comparison
The maximum LVS drawdown since its inception was -99.02%, which is greater than VEA's maximum drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for LVS and VEA.
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Drawdown Indicators
| LVS | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.02% | -60.68% | -38.34% |
Max Drawdown (1Y)Largest decline over 1 year | -34.85% | -11.63% | -23.22% |
Max Drawdown (3Y)Largest decline over 3 years | -45.73% | -13.45% | -32.28% |
Max Drawdown (5Y)Largest decline over 5 years | -51.18% | -29.71% | -21.47% |
Max Drawdown (10Y)Largest decline over 10 years | -58.77% | -35.73% | -23.04% |
Current DrawdownCurrent decline from peak | -46.30% | -2.45% | -43.85% |
Average DrawdownAverage peak-to-trough decline | -49.93% | -13.20% | -36.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.55% | 3.10% | +15.45% |
Volatility
LVS vs. VEA - Volatility Comparison
Las Vegas Sands Corp. (LVS) has a higher volatility of 7.06% compared to Vanguard FTSE Developed Markets ETF (VEA) at 5.40%. This indicates that LVS's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LVS | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 5.40% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 20.77% | 15.40% | +5.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.54% | 17.25% | +17.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.63% | 16.84% | +23.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.75% | 17.21% | +21.54% |
Dividends
LVS vs. VEA - Dividend Comparison
LVS's dividend yield for the trailing twelve months is around 2.25%, less than VEA's 2.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LVS Las Vegas Sands Corp. | 2.25% | 1.54% | 1.56% | 0.81% | 0.00% | 0.00% | 1.33% | 4.46% | 5.76% | 4.20% | 5.39% | 5.93% |
VEA Vanguard FTSE Developed Markets ETF | 2.57% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Frequently Asked Questions
LVS and VEA have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LVS has higher volatility (7.06%) compared to VEA (5.40%). In terms of maximum drawdown, LVS dropped -99.02% vs VEA's -60.68%.
VEA currently has the higher Sharpe Ratio (1.71 vs -0.14), 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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