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

Correlation

The correlation between LVS and VTI is 0.53, 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.


-0.50.00.51.00.5

Performance

LVS vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Las Vegas Sands Corp. (LVS) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
72.53%
620.22%
LVS
VTI

Key characteristics

Sharpe Ratio

LVS:

0.40

VTI:

2.10

Sortino Ratio

LVS:

0.77

VTI:

2.80

Omega Ratio

LVS:

1.09

VTI:

1.39

Calmar Ratio

LVS:

0.20

VTI:

3.14

Martin Ratio

LVS:

0.75

VTI:

13.44

Ulcer Index

LVS:

15.72%

VTI:

2.00%

Daily Std Dev

LVS:

29.48%

VTI:

12.79%

Max Drawdown

LVS:

-99.02%

VTI:

-55.45%

Current Drawdown

LVS:

-44.43%

VTI:

-3.03%

Returns By Period

In the year-to-date period, LVS achieves a 8.05% return, which is significantly lower than VTI's 24.89% return. Over the past 10 years, LVS has underperformed VTI with an annualized return of 1.91%, while VTI has yielded a comparatively higher 12.52% annualized return.


LVS

YTD

8.05%

1M

4.69%

6M

14.86%

1Y

8.98%

5Y*

-4.44%

10Y*

1.91%

VTI

YTD

24.89%

1M

-0.60%

6M

10.03%

1Y

25.20%

5Y*

14.09%

10Y*

12.52%

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Risk-Adjusted Performance

LVS vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Las Vegas Sands Corp. (LVS) 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.


Sharpe ratio
The chart of Sharpe ratio for LVS, currently valued at 0.40, compared to the broader market-4.00-2.000.002.000.402.10
The chart of Sortino ratio for LVS, currently valued at 0.77, compared to the broader market-4.00-2.000.002.004.000.772.80
The chart of Omega ratio for LVS, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.39
The chart of Calmar ratio for LVS, currently valued at 0.20, compared to the broader market0.002.004.006.000.203.14
The chart of Martin ratio for LVS, currently valued at 0.75, compared to the broader market-5.000.005.0010.0015.0020.0025.000.7513.44
LVS
VTI

The current LVS Sharpe Ratio is 0.40, which is lower than the VTI Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of LVS and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.40
2.10
LVS
VTI

Dividends

LVS vs. VTI - Dividend Comparison

LVS's dividend yield for the trailing twelve months is around 1.53%, more than VTI's 0.93% yield.


TTM20232022202120202019201820172016201520142013
LVS
Las Vegas Sands Corp.
1.53%0.81%0.00%0.00%1.33%4.46%5.76%4.20%5.39%5.93%3.44%1.78%
VTI
Vanguard Total Stock Market ETF
0.93%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

LVS vs. VTI - Drawdown Comparison

The maximum LVS drawdown since its inception was -99.02%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for LVS and VTI. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-44.43%
-3.03%
LVS
VTI

Volatility

LVS vs. VTI - Volatility Comparison

Las Vegas Sands Corp. (LVS) has a higher volatility of 9.48% compared to Vanguard Total Stock Market ETF (VTI) at 4.00%. This indicates that LVS's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
9.48%
4.00%
LVS
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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