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SATS vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SATS and VT is 0.50, 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: 0.5

Performance

SATS vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EchoStar Corporation (SATS) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
3.74%
221.02%
SATS
VT

Key characteristics

Sharpe Ratio

SATS:

0.95

VT:

0.40

Sortino Ratio

SATS:

1.55

VT:

0.68

Omega Ratio

SATS:

1.22

VT:

1.10

Calmar Ratio

SATS:

0.83

VT:

0.42

Martin Ratio

SATS:

4.73

VT:

2.02

Ulcer Index

SATS:

11.98%

VT:

3.44%

Daily Std Dev

SATS:

59.89%

VT:

17.40%

Max Drawdown

SATS:

-78.33%

VT:

-50.27%

Current Drawdown

SATS:

-51.31%

VT:

-10.02%

Returns By Period

The year-to-date returns for both stocks are quite close, with SATS having a -5.02% return and VT slightly lower at -5.05%. Over the past 10 years, SATS has underperformed VT with an annualized return of -4.30%, while VT has yielded a comparatively higher 8.07% annualized return.


SATS

YTD

-5.02%

1M

-17.80%

6M

-14.30%

1Y

49.48%

5Y*

-5.87%

10Y*

-4.30%

VT

YTD

-5.05%

1M

-5.46%

6M

-6.79%

1Y

8.02%

5Y*

13.61%

10Y*

8.07%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

SATS vs. VT — Risk-Adjusted Performance Rank

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

SATS
The Risk-Adjusted Performance Rank of SATS is 8383
Overall Rank
The Sharpe Ratio Rank of SATS is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of SATS is 8080
Sortino Ratio Rank
The Omega Ratio Rank of SATS is 8181
Omega Ratio Rank
The Calmar Ratio Rank of SATS is 8282
Calmar Ratio Rank
The Martin Ratio Rank of SATS is 8686
Martin Ratio Rank

VT
The Risk-Adjusted Performance Rank of VT is 6363
Overall Rank
The Sharpe Ratio Rank of VT is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VT is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VT is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VT is 6767
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.

SATS vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EchoStar Corporation (SATS) and Vanguard Total World Stock ETF (VT). 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.


Sharpe ratio
The chart of Sharpe ratio for SATS, currently valued at 0.95, compared to the broader market-2.00-1.000.001.002.003.00
SATS: 0.95
VT: 0.40
The chart of Sortino ratio for SATS, currently valued at 1.55, compared to the broader market-6.00-4.00-2.000.002.004.00
SATS: 1.55
VT: 0.68
The chart of Omega ratio for SATS, currently valued at 1.22, compared to the broader market0.501.001.502.00
SATS: 1.22
VT: 1.10
The chart of Calmar ratio for SATS, currently valued at 0.83, compared to the broader market0.001.002.003.004.00
SATS: 0.83
VT: 0.42
The chart of Martin ratio for SATS, currently valued at 4.73, compared to the broader market-5.000.005.0010.0015.0020.00
SATS: 4.73
VT: 2.02

The current SATS Sharpe Ratio is 0.95, which is higher than the VT Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of SATS and VT, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.95
0.40
SATS
VT

Dividends

SATS vs. VT - Dividend Comparison

SATS has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 2.03%.


TTM20242023202220212020201920182017201620152014
SATS
EchoStar Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
2.03%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

Drawdowns

SATS vs. VT - Drawdown Comparison

The maximum SATS drawdown since its inception was -78.33%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for SATS and VT. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-51.31%
-10.02%
SATS
VT

Volatility

SATS vs. VT - Volatility Comparison

EchoStar Corporation (SATS) has a higher volatility of 21.42% compared to Vanguard Total World Stock ETF (VT) at 12.32%. This indicates that SATS's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.42%
12.32%
SATS
VT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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