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SCPL vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SCPLVTI

Correlation

-0.50.00.51.00.3

The correlation between SCPL and VTI is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

SCPL vs. VTI - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%60.00%70.00%80.00%90.00%December2024FebruaryMarchAprilMay
50.43%
82.31%
SCPL
VTI

Compare stocks, funds, or ETFs

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


SciPlay Corporation

Vanguard Total Stock Market ETF

Risk-Adjusted Performance

SCPL vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SciPlay Corporation (SCPL) 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.


SCPL
Sharpe ratio
The chart of Sharpe ratio for SCPL, currently valued at 1.13, compared to the broader market-2.00-1.000.001.002.003.004.001.13
Sortino ratio
The chart of Sortino ratio for SCPL, currently valued at 4.24, compared to the broader market-4.00-2.000.002.004.006.004.24
Omega ratio
The chart of Omega ratio for SCPL, currently valued at 2.30, compared to the broader market0.501.001.502.30
Calmar ratio
The chart of Calmar ratio for SCPL, currently valued at 1.24, compared to the broader market0.002.004.006.001.24
Martin ratio
The chart of Martin ratio for SCPL, currently valued at 26.09, compared to the broader market-10.000.0010.0020.0030.0026.09
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 2.25, compared to the broader market-2.00-1.000.001.002.003.004.002.25
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 3.20, compared to the broader market-4.00-2.000.002.004.006.003.20
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 1.74, compared to the broader market0.002.004.006.001.74
Martin ratio
The chart of Martin ratio for VTI, currently valued at 8.51, compared to the broader market-10.000.0010.0020.0030.008.51

SCPL vs. VTI - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
1.13
2.25
SCPL
VTI

Dividends

SCPL vs. VTI - Dividend Comparison

SCPL has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.40%.


TTM20232022202120202019201820172016201520142013
SCPL
SciPlay 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%
VTI
Vanguard Total Stock Market ETF
1.40%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

SCPL vs. VTI - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay0
-2.45%
SCPL
VTI

Volatility

SCPL vs. VTI - Volatility Comparison

The current volatility for SciPlay Corporation (SCPL) is 0.00%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.14%. This indicates that SCPL experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay0
4.14%
SCPL
VTI