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

Correlation

The correlation between OI and VTI is 0.54, 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

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.

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-13.47%
10.16%
OI
VTI

Key characteristics

Sharpe Ratio

OI:

-0.51

VTI:

1.89

Sortino Ratio

OI:

-0.50

VTI:

2.53

Omega Ratio

OI:

0.94

VTI:

1.34

Calmar Ratio

OI:

-0.30

VTI:

2.90

Martin Ratio

OI:

-0.91

VTI:

11.57

Ulcer Index

OI:

26.91%

VTI:

2.15%

Daily Std Dev

OI:

48.16%

VTI:

13.17%

Max Drawdown

OI:

-94.73%

VTI:

-55.45%

Current Drawdown

OI:

-80.31%

VTI:

-1.26%

Returns By Period

In the year-to-date period, OI achieves a 6.64% return, which is significantly higher than VTI's 2.95% return. Over the past 10 years, OI has underperformed VTI with an annualized return of -6.62%, while VTI has yielded a comparatively higher 13.18% annualized return.


OI

YTD

6.64%

1M

10.83%

6M

-13.47%

1Y

-23.39%

5Y*

-1.66%

10Y*

-6.62%

VTI

YTD

2.95%

1M

2.60%

6M

10.16%

1Y

23.94%

5Y*

14.57%

10Y*

13.18%

*Annualized

Compare stocks, funds, or ETFs

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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 2222
Overall Rank
The Sharpe Ratio Rank of OI is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of OI is 2020
Sortino Ratio Rank
The Omega Ratio Rank of OI is 2020
Omega Ratio Rank
The Calmar Ratio Rank of OI is 2828
Calmar Ratio Rank
The Martin Ratio Rank of OI is 2525
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 7979
Overall Rank
The Sharpe Ratio Rank of VTI is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 8181
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.


Sharpe ratio
The chart of Sharpe ratio for OI, currently valued at -0.51, compared to the broader market-2.000.002.00-0.511.89
The chart of Sortino ratio for OI, currently valued at -0.50, compared to the broader market-4.00-2.000.002.004.00-0.502.53
The chart of Omega ratio for OI, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.34
The chart of Calmar ratio for OI, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.302.90
The chart of Martin ratio for OI, currently valued at -0.91, compared to the broader market0.0010.0020.00-0.9111.57
OI
VTI

The current OI Sharpe Ratio is -0.51, which is lower than the VTI Sharpe Ratio of 1.89. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.51
1.89
OI
VTI

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 1.23%.


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
1.23%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. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-80.31%
-1.26%
OI
VTI

Volatility

OI vs. VTI - Volatility Comparison

O-I Glass, Inc. (OI) has a higher volatility of 10.83% compared to Vanguard Total Stock Market ETF (VTI) at 4.20%. 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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
10.83%
4.20%
OI
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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