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PTON vs. VCR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PTON and VCR is 0.37, 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.

PTON vs. VCR

Last updated May 31, 2025

Compare and contrast key facts about Peloton Interactive, Inc. (PTON) and Vanguard Consumer Discretionary ETF (VCR).

VCR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Discretionary 25/50 Index. It was launched on Jan 26, 2004.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PTON or VCR.

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.

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Key characteristics

Sharpe Ratio

PTON:

1.21

VCR:

0.71

Sortino Ratio

PTON:

2.54

VCR:

1.17

Omega Ratio

PTON:

1.29

VCR:

1.15

Calmar Ratio

PTON:

1.40

VCR:

0.68

Martin Ratio

PTON:

6.02

VCR:

1.94

Ulcer Index

PTON:

22.84%

VCR:

9.56%

Daily Std Dev

PTON:

87.85%

VCR:

26.37%

Max Drawdown

PTON:

-98.28%

VCR:

-61.54%

Current Drawdown

PTON:

-95.76%

VCR:

-11.00%

Returns By Period

In the year-to-date period, PTON achieves a -18.39% return, which is significantly lower than VCR's -4.99% return.

PTON

YTD

-18.39%

1M

3.05%

6M

-31.33%

1Y

104.61%

3Y*

-20.18%

5Y*

-29.98%

10Y*

N/A

VCR

YTD

-4.99%

1M

9.29%

6M

-5.03%

1Y

18.55%

3Y*

12.57%

5Y*

14.64%

10Y*

12.51%

*Annualized

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Peloton Interactive, Inc.

Vanguard Consumer Discretionary ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PTON vs. VCR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PTON
The Risk-Adjusted Performance Rank of PTON is 8888
Overall Rank
The Sharpe Ratio Rank of PTON is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of PTON is 9191
Sortino Ratio Rank
The Omega Ratio Rank of PTON is 8686
Omega Ratio Rank
The Calmar Ratio Rank of PTON is 8888
Calmar Ratio Rank
The Martin Ratio Rank of PTON is 8888
Martin Ratio Rank
VCR
The Risk-Adjusted Performance Rank of VCR is 6262
Overall Rank
The Sharpe Ratio Rank of VCR is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VCR is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VCR is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VCR is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VCR is 5252
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.

PTON vs. VCR - Risk-Adjusted Performance 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.

The current PTON Sharpe Ratio is 1.21, which is higher than the VCR Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of PTON and VCR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 0.82%.

TTM20242023202220212020201920182017201620152014
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		0.82%0.74%0.84%0.98%0.79%1.71%1.17%1.37%1.21%1.60%1.32%1.23%

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.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PTON vs. VCR - Volatility Comparison

Peloton Interactive, Inc. (PTON) has a higher volatility of 20.68% compared to Vanguard Consumer Discretionary ETF (VCR) at 7.24%. 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.

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