RELIANCE.BO vs. VTI
Compare and contrast key facts about Reliance Industries Limited (RELIANCE.BO) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RELIANCE.BO or VTI.
Key characteristics
| RELIANCE.BO | VTI | |
|---|---|---|
| YTD Return | 1.37% | 25.76% |
| 1Y Return | 12.14% | 38.64% |
| 3Y Return (Ann) | 5.06% | 8.41% |
| 5Y Return (Ann) | 15.60% | 15.27% |
| 10Y Return (Ann) | 20.75% | 12.86% |
| Sharpe Ratio | 0.61 | 3.05 |
| Sortino Ratio | 0.98 | 4.07 |
| Omega Ratio | 1.13 | 1.57 |
| Calmar Ratio | 0.73 | 4.13 |
| Martin Ratio | 2.12 | 19.90 |
| Ulcer Index | 6.29% | 1.94% |
| Daily Std Dev | 22.08% | 12.68% |
| Max Drawdown | -68.27% | -55.45% |
| Current Drawdown | -18.17% | 0.00% |
Correlation
The correlation between RELIANCE.BO and VTI is 0.17, 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.
Performance
RELIANCE.BO vs. VTI - Performance Comparison
In the year-to-date period, RELIANCE.BO achieves a 1.37% return, which is significantly lower than VTI's 25.76% return. Over the past 10 years, RELIANCE.BO has outperformed VTI with an annualized return of 20.75%, while VTI has yielded a comparatively lower 12.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RELIANCE.BO vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Reliance Industries Limited (RELIANCE.BO) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
RELIANCE.BO vs. VTI - Dividend Comparison
RELIANCE.BO's dividend yield for the trailing twelve months is around 0.38%, less than VTI's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RELIANCE.BO Reliance Industries Limited | 0.38% | 0.35% | 0.31% | 0.30% | 0.33% | 0.43% | 0.54% | 0.60% | 0.97% | 0.99% | 1.07% | 1.01% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
RELIANCE.BO vs. VTI - Drawdown Comparison
The maximum RELIANCE.BO drawdown since its inception was -68.27%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for RELIANCE.BO and VTI. For additional features, visit the drawdowns tool.
Volatility
RELIANCE.BO vs. VTI - Volatility Comparison
Reliance Industries Limited (RELIANCE.BO) has a higher volatility of 4.91% compared to Vanguard Total Stock Market ETF (VTI) at 4.12%. This indicates that RELIANCE.BO's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.