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

Correlation

The correlation between ROST and VYM is 0.56, 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: 0.6

Performance

ROST vs. VYM - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
2,083.64%
332.24%
ROST
VYM

Key characteristics

Sharpe Ratio

ROST:

0.23

VYM:

0.55

Sortino Ratio

ROST:

0.56

VYM:

0.86

Omega Ratio

ROST:

1.06

VYM:

1.12

Calmar Ratio

ROST:

0.27

VYM:

0.60

Martin Ratio

ROST:

0.72

VYM:

2.57

Ulcer Index

ROST:

7.91%

VYM:

3.38%

Daily Std Dev

ROST:

24.89%

VYM:

15.84%

Max Drawdown

ROST:

-82.24%

VYM:

-56.98%

Current Drawdown

ROST:

-10.15%

VYM:

-8.02%

Returns By Period

In the year-to-date period, ROST achieves a -7.20% return, which is significantly lower than VYM's -2.63% return. Over the past 10 years, ROST has outperformed VYM with an annualized return of 11.68%, while VYM has yielded a comparatively lower 9.28% annualized return.


ROST

YTD

-7.20%

1M

9.21%

6M

-2.54%

1Y

6.64%

5Y*

11.46%

10Y*

11.68%

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

ROST vs. VYM — Risk-Adjusted Performance Rank

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

ROST
The Risk-Adjusted Performance Rank of ROST is 5959
Overall Rank
The Sharpe Ratio Rank of ROST is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of ROST is 5454
Sortino Ratio Rank
The Omega Ratio Rank of ROST is 5151
Omega Ratio Rank
The Calmar Ratio Rank of ROST is 6666
Calmar Ratio Rank
The Martin Ratio Rank of ROST is 6161
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.

ROST vs. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ross Stores, Inc. (ROST) 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 ROST, currently valued at 0.23, compared to the broader market-2.00-1.000.001.002.003.00
ROST: 0.23
VYM: 0.55
The chart of Sortino ratio for ROST, currently valued at 0.56, compared to the broader market-6.00-4.00-2.000.002.004.00
ROST: 0.56
VYM: 0.86
The chart of Omega ratio for ROST, currently valued at 1.06, compared to the broader market0.501.001.502.00
ROST: 1.06
VYM: 1.12
The chart of Calmar ratio for ROST, currently valued at 0.27, compared to the broader market0.001.002.003.004.005.00
ROST: 0.27
VYM: 0.60
The chart of Martin ratio for ROST, currently valued at 0.72, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ROST: 0.72
VYM: 2.57

The current ROST Sharpe Ratio is 0.23, which is lower than the VYM Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of ROST and VYM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.23
0.55
ROST
VYM

Dividends

ROST vs. VYM - Dividend Comparison

ROST's dividend yield for the trailing twelve months is around 1.08%, less than VYM's 2.99% yield.


TTM20242023202220212020201920182017201620152014
ROST
Ross Stores, Inc.
1.08%0.97%0.97%1.07%1.00%0.23%0.88%1.08%0.80%0.82%0.87%0.85%
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

ROST vs. VYM - Drawdown Comparison

The maximum ROST drawdown since its inception was -82.24%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for ROST and VYM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.15%
-8.02%
ROST
VYM

Volatility

ROST vs. VYM - Volatility Comparison

The current volatility for Ross Stores, Inc. (ROST) is 10.69%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 11.36%. This indicates that ROST 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.69%
11.36%
ROST
VYM