PZZA vs. VTSAX
PZZA (Papa John's International, Inc.) is a stock, while VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) is Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, PZZA returned -6.64%/yr vs 14.47%/yr for VTSAX. Their 0.42 correlation means their historical movements had little consistent relationship.
Performance
PZZA vs. VTSAX - Performance Comparison
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Returns By Period
In the year-to-date period, PZZA achieves a -20.22% return, which is significantly lower than VTSAX's 9.87% return. Over the past 10 years, PZZA has underperformed VTSAX with an annualized return of -6.64%, while VTSAX has yielded a comparatively higher 14.47% annualized return.
PZZA
- 1D
- -1.09%
- 1M
- -16.53%
- 6M
- -12.69%
- YTD
- -20.22%
- 1Y
- -24.96%
- 3Y*
- -25.46%
- 5Y*
- -21.15%
- 10Y*
- -6.64%
- ALL TIME*
- 9.41%
VTSAX
- 1D
- 1.63%
- 1M
- -0.77%
- 6M
- 8.16%
- YTD
- 9.87%
- 1Y
- 21.10%
- 3Y*
- 18.58%
- 5Y*
- 11.61%
- 10Y*
- 14.47%
- ALL TIME*
- 9.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $31.76M | $27.79M | $36.86M | |
| $0.00 | $0.00 | $0.00 |
PZZA vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PZZA Papa John's International, Inc. | -20.22% | -2.01% | -44.21% | -5.28% | -37.26% | 58.87% | 35.88% | 61.50% | -27.80% | -33.68% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 9.87% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 30.79% | -5.18% | 21.16% |
Correlation
The correlation between PZZA and VTSAX is 0.11, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.33 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.30 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2000 | 0.42 |
Over the past year, the correlation between PZZA and VTSAX has dropped to 0.11 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.
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Return for Risk
PZZA vs. VTSAX — Risk / Return Rank
PZZA
VTSAX
PZZA vs. VTSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Papa John's International, Inc. (PZZA) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
| PZZA | VTSAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.54 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.25 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | 2.10 | -2.70 |
| Martin ratioReturn relative to average drawdown | -0.88 | 9.09 | -9.97 |
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Drawdowns
PZZA vs. VTSAX - Drawdown Comparison
The maximum PZZA drawdown since its inception was -76.22%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for PZZA and VTSAX.
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Drawdown Indicators
| PZZA | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.22% | -55.33% | -20.89% |
Max Drawdown (1Y)Largest decline over 1 year | -43.85% | -8.92% | -34.93% |
Max Drawdown (3Y)Largest decline over 3 years | -61.41% | -19.36% | -42.05% |
Max Drawdown (5Y)Largest decline over 5 years | -76.22% | -25.36% | -50.86% |
Max Drawdown (10Y)Largest decline over 10 years | -76.22% | -34.97% | -41.25% |
Current DrawdownCurrent decline from peak | -75.22% | -1.88% | -73.34% |
Average DrawdownAverage peak-to-trough decline | -26.33% | -8.96% | -17.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.62% | 2.06% | +27.56% |
Volatility
PZZA vs. VTSAX - Volatility Comparison
Papa John's International, Inc. (PZZA) has a higher volatility of 10.09% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.41%. This indicates that PZZA's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PZZA | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.09% | 3.41% | +6.68% |
Volatility (6M)Calculated over the trailing 6-month period | 37.98% | 10.27% | +27.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.10% | 13.13% | +37.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.07% | 17.47% | +24.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.05% | 18.41% | +23.64% |
Dividends
PZZA vs. VTSAX - Dividend Comparison
PZZA's dividend yield for the trailing twelve months is around 6.15%, more than VTSAX's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PZZA Papa John's International, Inc. | 6.15% | 4.78% | 4.48% | 2.31% | 1.87% | 0.86% | 1.06% | 1.43% | 2.26% | 1.51% | 0.88% | 1.13% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.06% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
PZZA and VTSAX have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PZZA has higher volatility (10.09%) compared to VTSAX (3.41%). In terms of maximum drawdown, PZZA dropped -76.22% vs VTSAX's -55.33%.
VTSAX currently has the higher Sharpe Ratio (1.43 vs -0.51), 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.
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