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

PENN vs. VTI

Last updated May 12, 2025

Compare and contrast key facts about Penn National Gaming, Inc. (PENN) 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: PENN or VTI.

Correlation

The correlation between PENN and VTI is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

PENN vs. VTI - Performance Comparison

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

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Key characteristics

Daily Std Dev

PENN:

38.24%

VTI:

11.00%

Max Drawdown

PENN:

-3.41%

VTI:

-0.81%

Current Drawdown

PENN:

-1.20%

VTI:

-0.11%

Returns By Period

PENN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VTI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

PENN vs. VTI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PENN
The Risk-Adjusted Performance Rank of PENN is 4949
Overall Rank
The Sharpe Ratio Rank of PENN is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of PENN is 4949
Sortino Ratio Rank
The Omega Ratio Rank of PENN is 4646
Omega Ratio Rank
The Calmar Ratio Rank of PENN is 5050
Calmar Ratio Rank
The Martin Ratio Rank of PENN is 4949
Martin Ratio Rank
VTI
The Risk-Adjusted Performance Rank of VTI is 6060
Overall Rank
The Sharpe Ratio Rank of VTI is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6161
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.

PENN vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Penn National Gaming, Inc. (PENN) 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.

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Dividends

PENN vs. VTI - Dividend Comparison

PENN has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.35%.

TTM20242023202220212020201920182017201620152014
PENN
Penn National Gaming, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF		1.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PENN vs. VTI - Drawdown Comparison

The maximum PENN drawdown since its inception was -3.41%, which is greater than VTI's maximum drawdown of -0.81%. Use the drawdown chart below to compare losses from any high point for PENN and VTI. For additional features, visit the drawdowns tool.

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Volatility

PENN vs. VTI - Volatility Comparison

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