OZK vs. VEA

Last updated Jun 24, 2026

OZK (Bank OZK) is a stock, while VEA (Vanguard FTSE Developed Markets ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. Over the past 10 years, OZK returned 6.79%/yr vs 10.72%/yr for VEA. At a 0.47 correlation, their price movements are largely independent.

Performance

OZK vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bank OZK (OZK) and Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, OZK achieves a 12.16% return, which is significantly lower than VEA's 13.11% return. Over the past 10 years, OZK has underperformed VEA with an annualized return of 6.79%, while VEA has yielded a comparatively higher 10.72% annualized return.

OZK

• 1D: 1.57%
• 1M: 5.15%
• YTD: 12.16%
• 6M: 9.08%
• 1Y: 13.50%
• 3Y*: 14.68%
• 5Y*: 7.90%
• 10Y*: 6.79%

VEA

• 1D: -3.07%
• 1M: 0.11%
• YTD: 13.11%
• 6M: 12.98%
• 1Y: 30.28%
• 3Y*: 19.47%
• 5Y*: 9.50%
• 10Y*: 10.72%

*Multi-year figures are annualized to reflect compound growth (CAGR)

OZK vs. VEA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
OZK Bank OZK	12.16%	7.45%	-7.36%	29.12%	-11.24%	53.15%	7.57%	38.23%	-52.03%	-6.51%
VEA Vanguard FTSE Developed Markets ETF	13.11%	35.16%	3.15%	17.93%	-15.34%	11.66%	9.71%	22.62%	-14.75%	26.42%

Correlation

The correlation between OZK and VEA is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (10Y) Calculated over the trailing 10-year period	0.46
Correlation (All Time) Calculated using the full available price history since Jul 26, 2007	0.47

The correlation between OZK and VEA shifts across timeframes, from 0.33 (1 year) to 0.50 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

OZK vs. VEA — Risk / Return Rank

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

OZK

OZK Risk / Return Rank: 57
OZK Sharpe Ratio Rank: 61
OZK Sortino Ratio Rank: 53
OZK Omega Ratio Rank: 52
OZK Calmar Ratio Rank: 59
OZK Martin Ratio Rank: 59

VEA

VEA Risk / Return Rank: 55
VEA Sharpe Ratio Rank: 55
VEA Sortino Ratio Rank: 53
VEA Omega Ratio Rank: 55
VEA Calmar Ratio Rank: 55
VEA Martin Ratio Rank: 59

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OZK vs. VEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bank OZK (OZK) and Vanguard FTSE Developed Markets ETF (VEA). 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.

	OZK	VEA	Difference
Sharpe ratio: Return per unit of total volatility	0.55	1.81	-1.27
Sortino ratio: Return per unit of downside risk	0.90	2.48	-1.58
Omega ratio: Gain probability vs. loss probability	1.11	1.33	-0.22
Calmar ratio: Return relative to maximum drawdown	0.71	2.62	-1.90
Martin ratio: Return relative to average drawdown	1.52	10.06	-8.54

OZK vs. VEA - Sharpe Ratio Comparison

The current OZK Sharpe Ratio is 0.55, which is lower than the VEA Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of OZK and VEA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

OZK vs. VEA - Drawdown Comparison

The maximum OZK drawdown since its inception was -70.41%, which is greater than VEA's maximum drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for OZK and VEA.

Drawdown Indicators

	OZK	VEA	Difference
Max Drawdown Largest peak-to-trough decline	-70.41%	-60.68%	-9.73%
Max Drawdown (1Y) Largest decline over 1 year	-19.03%	-11.63%	-7.40%
Max Drawdown (3Y) Largest decline over 3 years	-29.23%	-13.45%	-15.78%
Max Drawdown (5Y) Largest decline over 5 years	-35.26%	-29.71%	-5.55%
Max Drawdown (10Y) Largest decline over 10 years	-70.41%	-35.73%	-34.68%
Current Drawdown Current decline from peak	-2.84%	-3.07%	+0.23%
Average Drawdown Average peak-to-trough decline	-15.61%	-13.26%	-2.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.90%	3.02%	+5.88%

Volatility

OZK vs. VEA - Volatility Comparison

The current volatility for Bank OZK (OZK) is 6.58%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 7.09%. This indicates that OZK experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OZK	VEA	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.58%	7.09%	-0.51%
Volatility (6M) Calculated over the trailing 6-month period	16.56%	14.74%	+1.82%
Volatility (1Y) Calculated over the trailing 1-year period	24.94%	16.79%	+8.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.50%	16.76%	+17.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.89%	17.21%	+21.68%

Dividends

OZK vs. VEA - Dividend Comparison

OZK's dividend yield for the trailing twelve months is around 3.60%, more than VEA's 2.58% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OZK Bank OZK	3.60%	3.78%	3.55%	2.85%	3.15%	2.43%	3.45%	3.08%	3.48%	1.47%	1.20%	1.11%
VEA Vanguard FTSE Developed Markets ETF	2.58%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%

Frequently Asked Questions

Can I hold both OZK and VEA in my portfolio?

OZK and VEA have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OZK or VEA?

VEA has higher volatility (7.09%) compared to OZK (6.58%). In terms of maximum drawdown, OZK dropped -70.41% vs VEA's -60.68%.

Which has better risk-adjusted returns?

VEA currently has the higher Sharpe Ratio (1.81 vs 0.55), 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.