PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RILY vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


RILYVTI
YTD Return38.42%10.96%
1Y Return-14.97%27.93%
3Y Return (Ann)-20.75%8.76%
5Y Return (Ann)15.89%14.22%
10Y Return (Ann)25.10%12.46%
Sharpe Ratio-0.152.46
Daily Std Dev98.71%11.89%
Max Drawdown-99.26%-55.45%
Current Drawdown-76.07%-0.13%

Correlation

-0.50.00.51.00.3

The correlation between RILY and VTI is 0.28, 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

RILY vs. VTI - Performance Comparison

In the year-to-date period, RILY achieves a 38.42% return, which is significantly higher than VTI's 10.96% return. Over the past 10 years, RILY has outperformed VTI with an annualized return of 25.10%, while VTI has yielded a comparatively lower 12.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%400.00%December2024FebruaryMarchAprilMay
-74.07%
398.98%
RILY
VTI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


B. Riley Financial, Inc.

Vanguard Total Stock Market ETF

Risk-Adjusted Performance

RILY vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for B. Riley Financial, Inc. (RILY) 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.


RILY
Sharpe ratio
The chart of Sharpe ratio for RILY, currently valued at -0.15, compared to the broader market-2.00-1.000.001.002.003.004.00-0.15
Sortino ratio
The chart of Sortino ratio for RILY, currently valued at 0.50, compared to the broader market-4.00-2.000.002.004.006.000.50
Omega ratio
The chart of Omega ratio for RILY, currently valued at 1.06, compared to the broader market0.501.001.502.001.06
Calmar ratio
The chart of Calmar ratio for RILY, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.17
Martin ratio
The chart of Martin ratio for RILY, currently valued at -0.33, compared to the broader market-10.000.0010.0020.0030.00-0.33
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 2.46, compared to the broader market-2.00-1.000.001.002.003.004.002.46
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 3.44, compared to the broader market-4.00-2.000.002.004.006.003.44
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.42, compared to the broader market0.501.001.502.001.42
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 2.05, compared to the broader market0.002.004.006.002.05
Martin ratio
The chart of Martin ratio for VTI, currently valued at 9.15, compared to the broader market-10.000.0010.0020.0030.009.15

RILY vs. VTI - Sharpe Ratio Comparison

The current RILY Sharpe Ratio is -0.15, which is lower than the VTI Sharpe Ratio of 2.46. The chart below compares the 12-month rolling Sharpe Ratio of RILY and VTI.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.15
2.46
RILY
VTI

Dividends

RILY vs. VTI - Dividend Comparison

RILY's dividend yield for the trailing twelve months is around 8.80%, more than VTI's 1.35% yield.


TTM20232022202120202019201820172016201520142013
RILY
B. Riley Financial, Inc.
8.80%19.06%11.70%5.63%2.32%2.88%5.21%3.70%1.48%3.23%0.24%0.00%
VTI
Vanguard Total Stock Market ETF
1.35%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

RILY vs. VTI - Drawdown Comparison

The maximum RILY drawdown since its inception was -99.26%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for RILY and VTI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-76.07%
-0.13%
RILY
VTI

Volatility

RILY vs. VTI - Volatility Comparison

B. Riley Financial, Inc. (RILY) has a higher volatility of 43.64% compared to Vanguard Total Stock Market ETF (VTI) at 3.42%. This indicates that RILY'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.


0.00%10.00%20.00%30.00%40.00%50.00%December2024FebruaryMarchAprilMay
43.64%
3.42%
RILY
VTI