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RVP vs. VONV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RVP vs. VONV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Retractable Technologies, Inc. (RVP) and Vanguard Russell 1000 Value ETF (VONV). The values are adjusted to include any dividend payments, if applicable.

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RVP vs. VONV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RVP
Retractable Technologies, Inc.
-14.32%12.16%-37.98%-32.32%-76.33%-35.47%616.00%152.10%-12.50%-26.88%
VONV
Vanguard Russell 1000 Value ETF
2.01%15.81%14.28%11.40%-7.65%25.28%2.71%26.48%-8.45%13.59%

Returns By Period

In the year-to-date period, RVP achieves a -14.32% return, which is significantly lower than VONV's 2.01% return. Over the past 10 years, RVP has underperformed VONV with an annualized return of -11.32%, while VONV has yielded a comparatively higher 10.45% annualized return.


RVP

1D
-4.05%
1M
-0.57%
YTD
-14.32%
6M
-21.44%
1Y
-5.97%
3Y*
-27.70%
5Y*
-44.41%
10Y*
-11.32%

VONV

1D
2.08%
1M
-4.88%
YTD
2.01%
6M
5.91%
1Y
15.76%
3Y*
14.25%
5Y*
9.15%
10Y*
10.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

RVP vs. VONV — Risk / Return Rank

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

RVP
RVP Risk / Return Rank: 3535
Overall Rank
RVP Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
RVP Sortino Ratio Rank: 3333
Sortino Ratio Rank
RVP Omega Ratio Rank: 3333
Omega Ratio Rank
RVP Calmar Ratio Rank: 3636
Calmar Ratio Rank
RVP Martin Ratio Rank: 3737
Martin Ratio Rank

VONV
VONV Risk / Return Rank: 6262
Overall Rank
VONV Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VONV Sortino Ratio Rank: 5959
Sortino Ratio Rank
VONV Omega Ratio Rank: 6363
Omega Ratio Rank
VONV Calmar Ratio Rank: 6060
Calmar Ratio Rank
VONV Martin Ratio Rank: 7070
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.

RVP vs. VONV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Retractable Technologies, Inc. (RVP) and Vanguard Russell 1000 Value ETF (VONV). 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.


RVPVONVDifference

Sharpe ratio

Return per unit of total volatility

-0.13

1.01

-1.14

Sortino ratio

Return per unit of downside risk

0.13

1.46

-1.33

Omega ratio

Gain probability vs. loss probability

1.02

1.22

-0.20

Calmar ratio

Return relative to maximum drawdown

-0.15

1.41

-1.56

Martin ratio

Return relative to average drawdown

-0.28

6.64

-6.93

RVP vs. VONV - Sharpe Ratio Comparison

The current RVP Sharpe Ratio is -0.13, which is lower than the VONV Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of RVP and VONV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RVPVONVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.13

1.01

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.86

0.62

-1.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.15

0.61

-0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

0.67

-0.81

Correlation

The correlation between RVP and VONV is 0.13, 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.


Dividends

RVP vs. VONV - Dividend Comparison

RVP has not paid dividends to shareholders, while VONV's dividend yield for the trailing twelve months is around 1.82%.


TTM20252024202320222021202020192018201720162015
RVP
Retractable Technologies, 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%
VONV
Vanguard Russell 1000 Value ETF
1.82%1.82%1.97%2.10%2.22%1.67%2.25%2.30%2.56%2.18%2.39%2.38%

Drawdowns

RVP vs. VONV - Drawdown Comparison

The maximum RVP drawdown since its inception was -97.34%, which is greater than VONV's maximum drawdown of -38.21%. Use the drawdown chart below to compare losses from any high point for RVP and VONV.


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Drawdown Indicators


RVPVONVDifference

Max Drawdown

Largest peak-to-trough decline

-97.34%

-38.21%

-59.13%

Max Drawdown (1Y)

Largest decline over 1 year

-38.68%

-11.94%

-26.74%

Max Drawdown (5Y)

Largest decline over 5 years

-95.75%

-18.87%

-76.88%

Max Drawdown (10Y)

Largest decline over 10 years

-97.34%

-38.21%

-59.13%

Current Drawdown

Current decline from peak

-96.92%

-4.88%

-92.04%

Average Drawdown

Average peak-to-trough decline

-78.68%

-3.94%

-74.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.12%

2.53%

+17.59%

Volatility

RVP vs. VONV - Volatility Comparison

Retractable Technologies, Inc. (RVP) has a higher volatility of 15.54% compared to Vanguard Russell 1000 Value ETF (VONV) at 4.35%. This indicates that RVP's price experiences larger fluctuations and is considered to be riskier than VONV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RVPVONVDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.54%

4.35%

+11.19%

Volatility (6M)

Calculated over the trailing 6-month period

35.31%

8.29%

+27.02%

Volatility (1Y)

Calculated over the trailing 1-year period

45.31%

15.70%

+29.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.79%

14.77%

+37.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

74.64%

17.23%

+57.41%