RYAAY vs. VTI
Compare and contrast key facts about Ryanair Holdings plc (RYAAY) 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: RYAAY or VTI.
Key characteristics
| RYAAY | VTI | |
|---|---|---|
| YTD Return | -9.77% | 25.21% |
| 1Y Return | 5.42% | 33.95% |
| 3Y Return (Ann) | 1.64% | 8.40% |
| 5Y Return (Ann) | 6.96% | 14.97% |
| 10Y Return (Ann) | 7.26% | 12.80% |
| Sharpe Ratio | 0.25 | 2.76 |
| Sortino Ratio | 0.54 | 3.68 |
| Omega Ratio | 1.08 | 1.51 |
| Calmar Ratio | 0.24 | 4.00 |
| Martin Ratio | 0.51 | 17.66 |
| Ulcer Index | 17.00% | 1.94% |
| Daily Std Dev | 33.91% | 12.43% |
| Max Drawdown | -67.68% | -55.45% |
| Current Drawdown | -20.58% | -1.18% |
Correlation
The correlation between RYAAY and VTI is 0.42, 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.
Performance
RYAAY vs. VTI - Performance Comparison
In the year-to-date period, RYAAY achieves a -9.77% return, which is significantly lower than VTI's 25.21% return. Over the past 10 years, RYAAY has underperformed VTI with an annualized return of 7.26%, while VTI has yielded a comparatively higher 12.80% 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
RYAAY vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ryanair Holdings plc (RYAAY) 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
RYAAY vs. VTI - Dividend Comparison
RYAAY's dividend yield for the trailing twelve months is around 6.36%, more than VTI's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYAAY Ryanair Holdings plc | 6.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.27% | 0.00% | 0.00% |
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
RYAAY vs. VTI - Drawdown Comparison
The maximum RYAAY drawdown since its inception was -67.68%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for RYAAY and VTI. For additional features, visit the drawdowns tool.
Volatility
RYAAY vs. VTI - Volatility Comparison
Ryanair Holdings plc (RYAAY) has a higher volatility of 9.76% compared to Vanguard Total Stock Market ETF (VTI) at 4.05%. This indicates that RYAAY'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.