PTON vs. VCR

Last updated Jun 4, 2026

PTON (Peloton Interactive, Inc.) is a stock, while VCR (Vanguard Consumer Discretionary ETF) is Consumer Discretionary Equities fund tracking the MSCI US Investable Market Consumer Discretionary 25/50 Index. Over the past 5 years, PTON returned -43.37%/yr vs 6.17%/yr for VCR. At a 0.43 correlation, their price movements are largely independent.

Performance

PTON vs. VCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Peloton Interactive, Inc. (PTON) and Vanguard Consumer Discretionary ETF (VCR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PTON achieves a -2.60% return, which is significantly lower than VCR's -0.77% return.

PTON

• 1D: -5.36%
• 1M: 16.73%
• YTD: -2.60%
• 6M: -10.04%
• 1Y: -9.91%
• 3Y*: -10.50%
• 5Y*: -43.37%
• 10Y*: —

VCR

• 1D: -0.78%
• 1M: -0.06%
• YTD: -0.77%
• 6M: -0.95%
• 1Y: 9.75%
• 3Y*: 14.98%
• 5Y*: 6.17%
• 10Y*: 13.46%

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

PTON vs. VCR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
PTON Peloton Interactive, Inc.	-2.60%	-29.20%	42.86%	-23.30%	-77.80%	-76.43%	434.23%	10.25%
VCR Vanguard Consumer Discretionary ETF	-0.77%	5.77%	24.27%	40.38%	-35.15%	24.86%	48.36%	6.24%

Correlation

The correlation between PTON and VCR is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019	0.43

The correlation between PTON and VCR shifts across timeframes, from 0.37 (1 year) to 0.50 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

PTON vs. VCR — Risk / Return Rank

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

PTON

PTON Risk / Return Rank: 35
PTON Sharpe Ratio Rank: 35
PTON Sortino Ratio Rank: 36
PTON Omega Ratio Rank: 36
PTON Calmar Ratio Rank: 35
PTON Martin Ratio Rank: 35

VCR

VCR Risk / Return Rank: 17
VCR Sharpe Ratio Rank: 17
VCR Sortino Ratio Rank: 17
VCR Omega Ratio Rank: 16
VCR Calmar Ratio Rank: 16
VCR Martin Ratio Rank: 18

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.

PTON vs. VCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Peloton Interactive, Inc. (PTON) and Vanguard Consumer Discretionary ETF (VCR). 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.

	PTON	VCR	Difference
Sharpe ratio: Return per unit of total volatility	-0.15	0.53	-0.68
Sortino ratio: Return per unit of downside risk	0.26	0.87	-0.60
Omega ratio: Gain probability vs. loss probability	1.03	1.10	-0.07
Calmar ratio: Return relative to maximum drawdown	-0.17	0.63	-0.80
Martin ratio: Return relative to average drawdown	-0.31	1.97	-2.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PTON vs. VCR - Sharpe Ratio Comparison

The current PTON Sharpe Ratio is -0.15, which is lower than the VCR Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of PTON and VCR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PTON	VCR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.15	0.53	-0.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.51	0.26	-0.76
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.60	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.24	0.51	-0.74

Drawdowns

PTON vs. VCR - Drawdown Comparison

The maximum PTON drawdown since its inception was -98.28%, which is greater than VCR's maximum drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for PTON and VCR.

Drawdown Indicators

	PTON	VCR	Difference
Max Drawdown Largest peak-to-trough decline	-98.28%	-61.54%	-36.74%
Max Drawdown (1Y) Largest decline over 1 year	-58.78%	-15.59%	-43.19%
Max Drawdown (3Y) Largest decline over 3 years	-70.55%	-27.36%	-43.19%
Max Drawdown (5Y) Largest decline over 5 years	-97.73%	-39.20%	-58.53%
Max Drawdown (10Y) Largest decline over 10 years	—	-39.20%	—
Current Drawdown Current decline from peak	-96.42%	-5.29%	-91.13%
Average Drawdown Average peak-to-trough decline	-70.58%	-9.40%	-61.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	31.99%	4.97%	+27.02%

Volatility

PTON vs. VCR - Volatility Comparison

Peloton Interactive, Inc. (PTON) has a higher volatility of 17.96% compared to Vanguard Consumer Discretionary ETF (VCR) at 5.18%. This indicates that PTON's price experiences larger fluctuations and is considered to be riskier than VCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PTON	VCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.96%	5.18%	+12.78%
Volatility (6M) Calculated over the trailing 6-month period	48.36%	13.09%	+35.27%
Volatility (1Y) Calculated over the trailing 1-year period	67.02%	18.48%	+48.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	86.10%	23.99%	+62.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	83.08%	22.40%	+60.68%

Dividends

PTON vs. VCR - Dividend Comparison

PTON has not paid dividends to shareholders, while VCR's dividend yield for the trailing twelve months is around 0.73%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PTON Peloton Interactive, 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%
VCR Vanguard Consumer Discretionary ETF	0.73%	0.74%	0.74%	0.84%	0.98%	0.79%	1.71%	1.17%	1.37%	1.21%	1.60%	1.32%

Frequently Asked Questions

Can I hold both PTON and VCR in my portfolio?

PTON and VCR have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PTON or VCR?

PTON has higher volatility (17.96%) compared to VCR (5.18%). In terms of maximum drawdown, PTON dropped -98.28% vs VCR's -61.54%.

Which has better risk-adjusted returns?

VCR currently has the higher Sharpe Ratio (0.53 vs -0.15), 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.