SATL vs. VEA

Last updated Jul 17, 2026

SATL (Satellogic V Inc) is a stock, while VEA (Vanguard FTSE Developed Markets ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. Over the past 5 years, SATL returned -18.39%/yr vs 9.88%/yr for VEA. At a 0.19 correlation, their price movements are largely independent.

Performance

SATL vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Satellogic V Inc (SATL) and Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SATL achieves a 90.91% return, which is significantly higher than VEA's 12.88% return.

SATL

• 1D: -9.85%
• 1M: -41.86%
• 6M: 2.29%
• YTD: 90.91%
• 1Y: -4.03%
• 3Y*: 22.97%
• 5Y*: -18.39%
• 10Y*: —

VEA

• 1D: -1.12%
• 1M: -2.66%
• 6M: 8.56%
• YTD: 12.88%
• 1Y: 27.21%
• 3Y*: 17.68%
• 5Y*: 9.88%
• 10Y*: 10.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SATL vs. VEA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SATL Satellogic V Inc	90.91%	-34.39%	62.86%	-42.62%	-68.56%	-2.02%
VEA Vanguard FTSE Developed Markets ETF	12.88%	35.16%	3.15%	17.93%	-15.34%	7.35%

Correlation

The correlation between SATL and VEA is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.20
Correlation (All Time) Calculated using the full available price history since Mar 26, 2021	0.19

The correlation between SATL and VEA shifts across timeframes, from 0.19 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

SATL vs. VEA — Risk / Return Rank

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

SATL

SATL Risk / Return Rank: 48
SATL Sharpe Ratio Rank: 43
SATL Sortino Ratio Rank: 56
SATL Omega Ratio Rank: 54
SATL Calmar Ratio Rank: 42
SATL Martin Ratio Rank: 42

VEA

VEA Risk / Return Rank: 59
VEA Sharpe Ratio Rank: 59
VEA Sortino Ratio Rank: 58
VEA Omega Ratio Rank: 59
VEA Calmar Ratio Rank: 58
VEA Martin Ratio Rank: 62

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.

SATL vs. VEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Satellogic V Inc (SATL) and Vanguard FTSE Developed Markets ETF (VEA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SATL	VEA	Difference
Sharpe ratio: Return per unit of total volatility	-0.03	1.61	-1.64
Sortino ratio: Return per unit of downside risk	0.92	2.22	-1.30
Omega ratio: Gain probability vs. loss probability	1.11	1.29	-0.19
Calmar ratio: Return relative to maximum drawdown	-0.06	2.35	-2.41
Martin ratio: Return relative to average drawdown	-0.11	8.89	-9.00

SATL vs. VEA - Sharpe Ratio Comparison

The current SATL Sharpe Ratio is -0.03, which is lower than the VEA Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of SATL and VEA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SATL vs. VEA - Drawdown Comparison

The maximum SATL drawdown since its inception was -94.40%, which is greater than VEA's maximum drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for SATL and VEA.

Drawdown Indicators

	SATL	VEA	Difference
Max Drawdown Largest peak-to-trough decline	-94.40%	-60.68%	-33.72%
Max Drawdown (1Y) Largest decline over 1 year	-69.32%	-11.63%	-57.69%
Max Drawdown (3Y) Largest decline over 3 years	-73.21%	-13.45%	-59.76%
Max Drawdown (5Y) Largest decline over 5 years	-94.40%	-29.71%	-64.69%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.73%	—
Current Drawdown Current decline from peak	-71.05%	-3.26%	-67.79%
Average Drawdown Average peak-to-trough decline	-62.08%	-13.22%	-48.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	35.35%	3.07%	+32.28%

Volatility

SATL vs. VEA - Volatility Comparison

Satellogic V Inc (SATL) has a higher volatility of 29.41% compared to Vanguard FTSE Developed Markets ETF (VEA) at 5.28%. This indicates that SATL's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SATL	VEA	Difference
Volatility (1M) Calculated over the trailing 1-month period	29.41%	5.28%	+24.13%
Volatility (6M) Calculated over the trailing 6-month period	96.32%	15.12%	+81.20%
Volatility (1Y) Calculated over the trailing 1-year period	123.79%	17.03%	+106.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	107.69%	16.80%	+90.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	104.52%	17.17%	+87.35%

Dividends

SATL vs. VEA - Dividend Comparison

SATL has not paid dividends to shareholders, while VEA's dividend yield for the trailing twelve months is around 2.59%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SATL Satellogic V 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%
VEA Vanguard FTSE Developed Markets ETF	2.59%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%

Frequently Asked Questions

Can I hold both SATL and VEA in my portfolio?

SATL and VEA have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SATL or VEA?

SATL has higher volatility (29.41%) compared to VEA (5.28%). In terms of maximum drawdown, SATL dropped -94.40% vs VEA's -60.68%.

Which has better risk-adjusted returns?

VEA currently has the higher Sharpe Ratio (1.61 vs -0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.