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QRTEA vs. VYM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QRTEA and VYM is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

QRTEA vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Qurate Retail, Inc. (QRTEA) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
-93.18%
332.24%
QRTEA
VYM

Key characteristics

Returns By Period


QRTEA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VYM

YTD

-2.63%

1M

-4.46%

6M

-3.32%

1Y

7.77%

5Y*

13.55%

10Y*

9.28%

*Annualized

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Risk-Adjusted Performance

QRTEA vs. VYM — Risk-Adjusted Performance Rank

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

QRTEA
The Risk-Adjusted Performance Rank of QRTEA is 88
Overall Rank
The Sharpe Ratio Rank of QRTEA is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of QRTEA is 33
Sortino Ratio Rank
The Omega Ratio Rank of QRTEA is 66
Omega Ratio Rank
The Calmar Ratio Rank of QRTEA is 88
Calmar Ratio Rank
The Martin Ratio Rank of QRTEA is 1717
Martin Ratio Rank

VYM
The Risk-Adjusted Performance Rank of VYM is 6565
Overall Rank
The Sharpe Ratio Rank of VYM is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VYM is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VYM is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VYM is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VYM is 6969
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.

QRTEA vs. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Qurate Retail, Inc. (QRTEA) and Vanguard High Dividend Yield ETF (VYM). 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 chart of Sharpe ratio for QRTEA, currently valued at -0.92, compared to the broader market-2.00-1.000.001.002.003.00
QRTEA: -0.92
VYM: 0.55
The chart of Sortino ratio for QRTEA, currently valued at -1.63, compared to the broader market-6.00-4.00-2.000.002.004.00
QRTEA: -1.63
VYM: 0.86
The chart of Omega ratio for QRTEA, currently valued at 0.81, compared to the broader market0.501.001.502.00
QRTEA: 0.81
VYM: 1.12
The chart of Calmar ratio for QRTEA, currently valued at -0.65, compared to the broader market0.001.002.003.004.005.00
QRTEA: -0.65
VYM: 0.60
The chart of Martin ratio for QRTEA, currently valued at -1.26, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
QRTEA: -1.26
VYM: 2.57


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.92
0.55
QRTEA
VYM

Dividends

QRTEA vs. VYM - Dividend Comparison

QRTEA has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.99%.


TTM20242023202220212020201920182017201620152014
QRTEA
Qurate Retail, Inc.
0.00%0.00%0.00%0.00%42.76%41.02%0.00%0.00%0.00%0.00%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF
2.99%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%

Drawdowns

QRTEA vs. VYM - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-97.11%
-8.02%
QRTEA
VYM

Volatility

QRTEA vs. VYM - Volatility Comparison

The current volatility for Qurate Retail, Inc. (QRTEA) is 0.00%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 11.36%. This indicates that QRTEA experiences smaller price fluctuations and is considered to be less risky than VYM 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%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril0
11.36%
QRTEA
VYM