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

Performance

NOW vs. VTI - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
43.61%
13.42%
NOW
VTI

Returns By Period

In the year-to-date period, NOW achieves a 50.12% return, which is significantly higher than VTI's 25.64% return. Over the past 10 years, NOW has outperformed VTI with an annualized return of 32.70%, while VTI has yielded a comparatively lower 12.67% annualized return.


NOW

YTD

50.12%

1M

16.85%

6M

43.61%

1Y

58.38%

5Y (annualized)

30.58%

10Y (annualized)

32.70%

VTI

YTD

25.64%

1M

2.57%

6M

14.24%

1Y

32.95%

5Y (annualized)

15.11%

10Y (annualized)

12.67%

Key characteristics


NOWVTI
Sharpe Ratio1.762.68
Sortino Ratio2.293.57
Omega Ratio1.331.49
Calmar Ratio2.803.91
Martin Ratio9.4117.13
Ulcer Index6.20%1.96%
Daily Std Dev33.26%12.51%
Max Drawdown-51.30%-55.45%
Current Drawdown0.00%-0.84%

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Correlation

-0.50.00.51.00.6

The correlation between NOW and VTI is 0.57, 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.

Risk-Adjusted Performance

NOW vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ServiceNow, Inc. (NOW) 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 NOW, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.001.762.64
The chart of Sortino ratio for NOW, currently valued at 2.29, compared to the broader market-4.00-2.000.002.004.002.293.52
The chart of Omega ratio for NOW, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.49
The chart of Calmar ratio for NOW, currently valued at 2.80, compared to the broader market0.002.004.006.002.803.85
The chart of Martin ratio for NOW, currently valued at 9.41, compared to the broader market0.0010.0020.0030.009.4116.83
NOW
VTI

The current NOW Sharpe Ratio is 1.76, which is lower than the VTI Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of NOW 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.76
2.64
NOW
VTI

Dividends

NOW vs. VTI - Dividend Comparison

NOW has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.27%.


TTM20232022202120202019201820172016201520142013
NOW
ServiceNow, 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%
VTI
Vanguard Total Stock Market ETF
1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

NOW vs. VTI - Drawdown Comparison

The maximum NOW drawdown since its inception was -51.30%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for NOW and VTI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.84%
NOW
VTI

Volatility

NOW vs. VTI - Volatility Comparison

ServiceNow, Inc. (NOW) has a higher volatility of 6.71% compared to Vanguard Total Stock Market ETF (VTI) at 4.19%. This indicates that NOW'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.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
6.71%
4.19%
NOW
VTI