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OI vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, OI achieves a -49.53% return, which is significantly lower than VTI's 12.18% return. Over the past 10 years, OI has underperformed VTI with an annualized return of -8.81%, while VTI has yielded a comparatively higher 14.66% annualized return.


OI

1D
4.20%
1M
-23.90%
6M
-52.24%
YTD
-49.53%
1Y
-41.93%
3Y*
-27.51%
5Y*
-12.74%
10Y*
-8.81%
ALL TIME*
-0.86%

VTI

1D
1.53%
1M
1.38%
6M
9.81%
YTD
12.18%
1Y
23.70%
3Y*
20.38%
5Y*
12.06%
10Y*
14.66%
ALL TIME*
9.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$30.74M$33.82M$28.63M
$1.08B$1.16B$1.24B

OI vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OI
O-I Glass, Inc.
-49.53%36.16%-33.82%-1.15%37.74%1.09%0.16%-29.69%-22.24%27.34%
VTI
Vanguard Total Stock Market ETF
12.18%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Correlation

The correlation between OI and VTI is 0.32, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.32

Correlation (3Y)
Balances recent behavior with more history.

0.40

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.45

Correlation (10Y)
Provides a long-term view across more market conditions.

0.48

Correlation (All Time)
Calculated using the full available price history since May 31, 2001

0.53

Over the past year, the correlation between OI and VTI has dropped to 0.32 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

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Return for Risk

OI vs. VTI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OI
OI Risk / Return Rank: 1010
Overall Rank
OI Sharpe Ratio Rank: 88
Sharpe Ratio Rank
OI Sortino Ratio Rank: 1111
Sortino Ratio Rank
OI Omega Ratio Rank: 1111
Omega Ratio Rank
OI Calmar Ratio Rank: 1515
Calmar Ratio Rank
OI Martin Ratio Rank: 66
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 7878
Overall Rank
VTI Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 7777
Sortino Ratio Rank
VTI Omega Ratio Rank: 7777
Omega Ratio Rank
VTI Calmar Ratio Rank: 7575
Calmar Ratio Rank
VTI Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

OI vs. VTI - Risk-Adjusted Trends 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.

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.


OIVTIDifference
Sharpe ratioReturn per unit of total volatility

-2.65

Sortino ratioReturn per unit of downside risk

-3.57

Omega ratioGain probability vs. loss probability

0.86

1.32

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.74

2.67

-3.41

Martin ratioReturn relative to average drawdown

-1.48

11.50

-12.99

OI vs. VTI - Sharpe Ratio Comparison

The current OI Sharpe Ratio is -0.82, which is lower than the VTI Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of OI and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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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Drawdown Indicators


OIVTIDifference

Max Drawdown

Largest peak-to-trough decline

-94.73%

-55.45%

-39.28%

Max Drawdown (1Y)

Largest decline over 1 year

-57.01%

-8.92%

-48.09%

Max Drawdown (3Y)

Largest decline over 3 years

-64.74%

-19.30%

-45.44%

Max Drawdown (5Y)

Largest decline over 5 years

-69.50%

-25.36%

-44.14%

Max Drawdown (10Y)

Largest decline over 10 years

-81.56%

-35.00%

-46.56%

Current Drawdown

Current decline from peak

-87.31%

0.00%

-87.31%

Average Drawdown

Average peak-to-trough decline

-53.34%

-7.98%

-45.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.29%

2.07%

+26.22%

Volatility

OI vs. VTI - Volatility Comparison

O-I Glass, Inc. (OI) has a higher volatility of 25.97% compared to Vanguard Total Stock Market ETF (VTI) at 3.78%. 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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Volatility by Period


OIVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.97%

3.78%

+22.19%

Volatility (6M)

Calculated over the trailing 6-month period

44.30%

10.33%

+33.97%

Volatility (1Y)

Calculated over the trailing 1-year period

51.10%

13.08%

+38.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.58%

17.53%

+28.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.94%

18.31%

+30.63%

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 1.04%.


PositionTTM20252024202320222021202020192018201720162015
OI
O-I Glass, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.42%1.68%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.04%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions


OI and VTI have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OI has higher volatility (25.97%) compared to VTI (3.78%). In terms of maximum drawdown, OI dropped -94.73% vs VTI's -55.45%.

VTI currently has the higher Sharpe Ratio (1.82 vs -0.82), 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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