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

Correlation

The correlation between OI 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.


Performance

OI vs. VTI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

OI:

0.08

VTI:

0.68

Sortino Ratio

OI:

0.46

VTI:

0.98

Omega Ratio

OI:

1.05

VTI:

1.14

Calmar Ratio

OI:

0.04

VTI:

0.63

Martin Ratio

OI:

0.25

VTI:

2.36

Ulcer Index

OI:

12.46%

VTI:

5.17%

Daily Std Dev

OI:

45.30%

VTI:

20.37%

Max Drawdown

OI:

-94.73%

VTI:

-55.45%

Current Drawdown

OI:

-77.67%

VTI:

-4.03%

Returns By Period

In the year-to-date period, OI achieves a 20.94% return, which is significantly higher than VTI's 0.38% return. Over the past 10 years, OI has underperformed VTI with an annualized return of -5.85%, while VTI has yielded a comparatively higher 12.13% annualized return.


OI

YTD

20.94%

1M

3.55%

6M

4.05%

1Y

3.80%

3Y*

-7.29%

5Y*

11.35%

10Y*

-5.85%

VTI

YTD

0.38%

1M

6.25%

6M

-2.68%

1Y

13.67%

3Y*

13.71%

5Y*

15.23%

10Y*

12.13%

*Annualized

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O-I Glass, Inc.

Vanguard Total Stock Market ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

OI vs. VTI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OI
The Risk-Adjusted Performance Rank of OI is 5151
Overall Rank
The Sharpe Ratio Rank of OI is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of OI is 4949
Sortino Ratio Rank
The Omega Ratio Rank of OI is 4747
Omega Ratio Rank
The Calmar Ratio Rank of OI is 5252
Calmar Ratio Rank
The Martin Ratio Rank of OI is 5454
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5959
Overall Rank
The Sharpe Ratio Rank of VTI is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OI vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for O-I Glass, Inc. (OI) 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.


The current OI Sharpe Ratio is 0.08, which is lower than the VTI Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of OI 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

OI vs. VTI - Dividend Comparison

OI has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.29%.


TTM20242023202220212020201920182017201620152014
OI
O-I Glass, Inc.
0.00%0.00%0.00%0.00%0.00%0.42%1.68%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.29%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

OI vs. VTI - Drawdown Comparison

The maximum OI drawdown since its inception was -94.73%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for OI and VTI.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

OI vs. VTI - Volatility Comparison

O-I Glass, Inc. (OI) has a higher volatility of 9.23% compared to Vanguard Total Stock Market ETF (VTI) at 4.90%. This indicates that OI'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.


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