NSRGY vs. VTI
Compare and contrast key facts about Nestlé S.A. (NSRGY) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NSRGY or VTI.
Performance
NSRGY vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, NSRGY achieves a -22.07% return, which is significantly lower than VTI's 23.63% return. Over the past 10 years, NSRGY has underperformed VTI with an annualized return of 4.53%, while VTI has yielded a comparatively higher 12.59% annualized return.
NSRGY
-22.07%
-12.12%
-17.67%
-19.08%
-1.08%
4.53%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| NSRGY | VTI | |
|---|---|---|
| Sharpe Ratio | -1.01 | 2.58 |
| Sortino Ratio | -1.40 | 3.45 |
| Omega Ratio | 0.84 | 1.48 |
| Calmar Ratio | -0.59 | 3.76 |
| Martin Ratio | -2.09 | 16.56 |
| Ulcer Index | 9.25% | 1.95% |
| Daily Std Dev | 19.22% | 12.51% |
| Max Drawdown | -41.23% | -55.45% |
| Current Drawdown | -32.99% | -2.43% |
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Correlation
The correlation between NSRGY and VTI is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
NSRGY vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NSRGY) 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.
Dividends
NSRGY vs. VTI - Dividend Comparison
NSRGY's dividend yield for the trailing twelve months is around 3.91%, more than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSRGY Nestlé S.A. | 3.91% | 2.76% | 2.64% | 2.18% | 2.34% | 2.24% | 3.12% | 2.68% | 3.16% | 3.11% | 3.32% | 2.96% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
NSRGY vs. VTI - Drawdown Comparison
The maximum NSRGY drawdown since its inception was -41.23%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for NSRGY and VTI. For additional features, visit the drawdowns tool.
Volatility
NSRGY vs. VTI - Volatility Comparison
The current volatility for Nestlé S.A. (NSRGY) is 3.66%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.28%. This indicates that NSRGY experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.