SBFM vs. VTI
SBFM (Sunshine Biopharma Inc) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, SBFM returned -51.26%/yr vs 14.80%/yr for VTI. At a 0.05 correlation, their price movements are largely independent.
Performance
SBFM vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, SBFM achieves a -83.01% return, which is significantly lower than VTI's 11.83% return. Over the past 10 years, SBFM has underperformed VTI with an annualized return of -51.26%, while VTI has yielded a comparatively higher 14.80% annualized return.
SBFM
- 1D
- -2.34%
- 1M
- -5.86%
- 6M
- -84.29%
- YTD
- -83.01%
- 1Y
- -86.43%
- 3Y*
- -94.06%
- 5Y*
- -76.38%
- 10Y*
- -51.26%
VTI
- 1D
- 0.33%
- 1M
- 2.02%
- 6M
- 9.50%
- YTD
- 11.83%
- 1Y
- 22.81%
- 3Y*
- 20.66%
- 5Y*
- 12.09%
- 10Y*
- 14.80%
SBFM vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBFM Sunshine Biopharma Inc | -83.01% | -59.00% | -99.45% | -57.58% | 994.95% | 272.29% | 3,388.89% | -97.19% | -93.28% | 197.50% |
VTI Vanguard Total Stock Market ETF | 11.83% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between SBFM and VTI is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Oct 30, 2009 | 0.05 |
Over the past year, SBFM and VTI have become more correlated (0.26) than their long-term average of 0.05, meaning their price movements have been converging.
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Return for Risk
SBFM vs. VTI — Risk / Return Rank
SBFM
VTI
SBFM vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sunshine Biopharma Inc (SBFM) 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.
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.
| SBFM | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.43 | ||
| Sortino ratioReturn per unit of downside risk | -3.94 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 1.31 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | 2.51 | -3.47 |
| Martin ratioReturn relative to average drawdown | -1.82 | 11.00 | -12.82 |
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Drawdowns
SBFM vs. VTI - Drawdown Comparison
The maximum SBFM drawdown since its inception was -100.00%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SBFM and VTI.
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Drawdown Indicators
| SBFM | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -55.45% | -44.55% |
Max Drawdown (1Y)Largest decline over 1 year | -90.73% | -8.92% | -81.81% |
Max Drawdown (3Y)Largest decline over 3 years | -99.98% | -19.30% | -80.68% |
Max Drawdown (5Y)Largest decline over 5 years | -100.00% | -25.36% | -74.64% |
Max Drawdown (10Y)Largest decline over 10 years | -100.00% | -35.00% | -65.00% |
Current DrawdownCurrent decline from peak | -100.00% | -0.16% | -99.84% |
Average DrawdownAverage peak-to-trough decline | -88.87% | -8.00% | -80.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.70% | 2.03% | +45.67% |
Volatility
SBFM vs. VTI - Volatility Comparison
Sunshine Biopharma Inc (SBFM) has a higher volatility of 19.21% compared to Vanguard Total Stock Market ETF (VTI) at 4.34%. This indicates that SBFM'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.
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Volatility by Period
| SBFM | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.21% | 4.34% | +14.87% |
Volatility (6M)Calculated over the trailing 6-month period | 117.34% | 10.10% | +107.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 128.30% | 12.80% | +115.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6,608.56% | 17.51% | +6,591.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4,761.94% | 18.28% | +4,743.66% |
Dividends
SBFM vs. VTI - Dividend Comparison
SBFM has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBFM Sunshine Biopharma 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% |
VTI Vanguard Total Stock Market ETF | 1.05% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
SBFM and VTI have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBFM has higher volatility (19.21%) compared to VTI (4.34%). In terms of maximum drawdown, SBFM dropped -100.00% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.75 vs -0.68), 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.
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