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POLY.ME vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


POLY.MEVTI

Correlation

-0.50.00.51.00.1

The correlation between POLY.ME and VTI is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

POLY.ME vs. VTI - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-18.49%
13.01%
POLY.ME
VTI

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Risk-Adjusted Performance

POLY.ME vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Polymetal International plc (POLY.ME) 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.


POLY.ME
Sharpe ratio
The chart of Sharpe ratio for POLY.ME, currently valued at -1.36, compared to the broader market-4.00-2.000.002.004.00-1.36
Sortino ratio
The chart of Sortino ratio for POLY.ME, currently valued at -2.10, compared to the broader market-4.00-2.000.002.004.006.00-2.10
Omega ratio
The chart of Omega ratio for POLY.ME, currently valued at 0.73, compared to the broader market0.501.001.502.000.73
Calmar ratio
The chart of Calmar ratio for POLY.ME, currently valued at -0.56, compared to the broader market0.002.004.006.00-0.56
Martin ratio
The chart of Martin ratio for POLY.ME, currently valued at -1.17, compared to the broader market0.0010.0020.0030.00-1.17
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 2.62, compared to the broader market-4.00-2.000.002.004.002.62
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 3.51, compared to the broader market-4.00-2.000.002.004.006.003.51
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.49, compared to the broader market0.501.001.502.001.49
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 3.79, compared to the broader market0.002.004.006.003.79
Martin ratio
The chart of Martin ratio for VTI, currently valued at 16.62, compared to the broader market0.0010.0020.0030.0016.62

POLY.ME vs. VTI - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-1.36
2.62
POLY.ME
VTI

Dividends

POLY.ME vs. VTI - Dividend Comparison

POLY.ME has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.27%.


TTM20232022202120202019201820172016201520142013
POLY.ME
Polymetal International plc
0.00%0.00%0.00%7.56%4.08%3.47%3.90%2.65%3.80%5.34%3.25%0.11%
VTI
Vanguard Total Stock Market ETF
1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

POLY.ME vs. VTI - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-88.75%
-1.18%
POLY.ME
VTI

Volatility

POLY.ME vs. VTI - Volatility Comparison

The current volatility for Polymetal International plc (POLY.ME) is 0.00%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.05%. This indicates that POLY.ME experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember0
4.05%
POLY.ME
VTI