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RDDT vs. VYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RDDT vs. VYM - Performance Comparison

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

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Returns By Period

In the year-to-date period, RDDT achieves a -27.95% return, which is significantly lower than VYM's 11.51% return.


RDDT

1D
-2.82%
1M
16.91%
YTD
-27.95%
6M
-26.65%
1Y
23.48%
3Y*
5Y*
10Y*

VYM

1D
-0.16%
1M
0.26%
YTD
11.51%
6M
10.83%
1Y
24.08%
3Y*
18.41%
5Y*
11.88%
10Y*
11.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RDDT vs. VYM - Yearly Performance Comparison


2026 (YTD)20252024
RDDT
Reddit, Inc.
-27.95%40.64%247.74%
VYM
Vanguard High Dividend Yield ETF
11.51%15.42%9.97%

Correlation

The correlation between RDDT and VYM is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2024

0.18

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Return for Risk

RDDT vs. VYM — Risk / Return Rank

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

RDDT
RDDT Risk / Return Rank: 5454
Overall Rank
RDDT Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
RDDT Sortino Ratio Rank: 5555
Sortino Ratio Rank
RDDT Omega Ratio Rank: 5353
Omega Ratio Rank
RDDT Calmar Ratio Rank: 5353
Calmar Ratio Rank
RDDT Martin Ratio Rank: 5252
Martin Ratio Rank

VYM
VYM Risk / Return Rank: 7575
Overall Rank
VYM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 7979
Sortino Ratio Rank
VYM Omega Ratio Rank: 7575
Omega Ratio Rank
VYM Calmar Ratio Rank: 7373
Calmar Ratio Rank
VYM Martin Ratio Rank: 7474
Martin Ratio Rank
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.

RDDT vs. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Reddit, Inc. (RDDT) 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.

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.


RDDTVYMDifference
Sharpe ratioReturn per unit of total volatility

-1.98

Sortino ratioReturn per unit of downside risk

-2.36

Omega ratioGain probability vs. loss probability

1.11

1.42

-0.31

Calmar ratioReturn relative to maximum drawdown

0.43

3.61

-3.18

Martin ratioReturn relative to average drawdown

0.77

13.43

-12.66

RDDT vs. VYM - Sharpe Ratio Comparison

The current RDDT Sharpe Ratio is 0.35, which is lower than the VYM Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of RDDT and VYM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RDDT vs. VYM - Drawdown Comparison

The maximum RDDT drawdown since its inception was -61.41%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for RDDT and VYM.


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Drawdown Indicators


RDDTVYMDifference

Max Drawdown

Largest peak-to-trough decline

-61.41%

-56.98%

-4.43%

Max Drawdown (1Y)

Largest decline over 1 year

-54.99%

-6.69%

-48.30%

Max Drawdown (3Y)

Largest decline over 3 years

-14.46%

Max Drawdown (5Y)

Largest decline over 5 years

-15.84%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

Current Drawdown

Current decline from peak

-38.82%

-1.28%

-37.54%

Average Drawdown

Average peak-to-trough decline

-24.62%

-7.18%

-17.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.50%

1.80%

+28.70%

Volatility

RDDT vs. VYM - Volatility Comparison

Reddit, Inc. (RDDT) has a higher volatility of 24.85% compared to Vanguard High Dividend Yield ETF (VYM) at 3.02%. This indicates that RDDT's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RDDTVYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.85%

3.02%

+21.83%

Volatility (6M)

Calculated over the trailing 6-month period

48.06%

7.64%

+40.42%

Volatility (1Y)

Calculated over the trailing 1-year period

66.62%

10.39%

+56.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.46%

13.93%

+67.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.46%

16.32%

+65.14%

Dividends

RDDT vs. VYM - Dividend Comparison

RDDT has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.30%.


PositionTTM20252024202320222021202020192018201720162015
RDDT
Reddit, 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%
VYM
Vanguard High Dividend Yield ETF
2.30%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%

Frequently Asked Questions


RDDT and VYM have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RDDT has higher volatility (24.85%) compared to VYM (3.02%). In terms of maximum drawdown, RDDT dropped -61.41% vs VYM's -56.98%.

VYM currently has the higher Sharpe Ratio (2.33 vs 0.35), 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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