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SATS vs. VT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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SATS vs. VT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SATS
EchoStar Corporation
7.70%374.67%38.20%-0.66%-36.70%24.35%-51.07%17.95%-38.70%16.56%
VT
Vanguard Total World Stock ETF
-1.71%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%

Returns By Period

In the year-to-date period, SATS achieves a 7.70% return, which is significantly higher than VT's -1.71% return. Over the past 10 years, SATS has underperformed VT with an annualized return of 10.30%, while VT has yielded a comparatively higher 11.53% annualized return.


SATS

1D
4.31%
1M
1.33%
YTD
7.70%
6M
53.31%
1Y
357.66%
3Y*
85.67%
5Y*
37.30%
10Y*
10.30%

VT

1D
3.08%
1M
-6.22%
YTD
-1.71%
6M
1.42%
1Y
21.53%
3Y*
16.86%
5Y*
9.22%
10Y*
11.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SATS vs. VT — Risk / Return Rank

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

SATS
SATS Risk / Return Rank: 9898
Overall Rank
SATS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SATS Sortino Ratio Rank: 9898
Sortino Ratio Rank
SATS Omega Ratio Rank: 9797
Omega Ratio Rank
SATS Calmar Ratio Rank: 9898
Calmar Ratio Rank
SATS Martin Ratio Rank: 9898
Martin Ratio Rank

VT
VT Risk / Return Rank: 7777
Overall Rank
VT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VT Sortino Ratio Rank: 7676
Sortino Ratio Rank
VT Omega Ratio Rank: 7777
Omega Ratio Rank
VT Calmar Ratio Rank: 7575
Calmar Ratio Rank
VT Martin Ratio Rank: 8282
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.

SATS vs. VT - Risk-Adjusted Trends 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.


SATSVTDifference

Sharpe ratio

Return per unit of total volatility

3.25

1.25

+1.99

Sortino ratio

Return per unit of downside risk

4.48

1.84

+2.63

Omega ratio

Gain probability vs. loss probability

1.61

1.27

+0.34

Calmar ratio

Return relative to maximum drawdown

9.40

1.83

+7.58

Martin ratio

Return relative to average drawdown

26.32

8.51

+17.81

SATS vs. VT - Sharpe Ratio Comparison

The current SATS Sharpe Ratio is 3.25, which is higher than the VT Sharpe Ratio of 1.25. 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.


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Sharpe Ratios by Period


SATSVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.25

1.25

+1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.58

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.67

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.40

-0.24

Correlation

The correlation between SATS and VT is 0.48, 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.


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 1.82%.


TTM20252024202320222021202020192018201720162015
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
1.82%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Drawdowns

SATS vs. VT - Drawdown Comparison

The maximum SATS drawdown since its inception was -84.45%, 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.


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Drawdown Indicators


SATSVTDifference

Max Drawdown

Largest peak-to-trough decline

-84.45%

-50.27%

-34.18%

Max Drawdown (1Y)

Largest decline over 1 year

-39.18%

-11.84%

-27.34%

Max Drawdown (5Y)

Largest decline over 5 years

-68.02%

-26.38%

-41.64%

Max Drawdown (10Y)

Largest decline over 10 years

-84.45%

-34.24%

-50.21%

Current Drawdown

Current decline from peak

-10.69%

-6.89%

-3.80%

Average Drawdown

Average peak-to-trough decline

-36.46%

-7.08%

-29.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.00%

2.55%

+11.45%

Volatility

SATS vs. VT - Volatility Comparison

EchoStar Corporation (SATS) has a higher volatility of 16.53% compared to Vanguard Total World Stock ETF (VT) at 6.33%. 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.


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Volatility by Period


SATSVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.53%

6.33%

+10.20%

Volatility (6M)

Calculated over the trailing 6-month period

37.29%

9.95%

+27.34%

Volatility (1Y)

Calculated over the trailing 1-year period

110.95%

17.24%

+93.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.68%

15.98%

+52.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.92%

17.20%

+37.72%