SCRYY vs. VTSAX
SCRYY (SCOR PK) is a stock, while VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) is Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, SCRYY returned 9.54%/yr vs 14.47%/yr for VTSAX. Their 0.31 correlation means their historical movements had little consistent relationship.
Performance
SCRYY vs. VTSAX - Performance Comparison
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Returns By Period
In the year-to-date period, SCRYY achieves a 27.40% return, which is significantly higher than VTSAX's 9.87% return. Over the past 10 years, SCRYY has underperformed VTSAX with an annualized return of 9.54%, while VTSAX has yielded a comparatively higher 14.47% annualized return.
SCRYY
- 1D
- 1.76%
- 1M
- 7.14%
- 6M
- 34.99%
- YTD
- 27.40%
- 1Y
- 32.29%
- 3Y*
- 17.09%
- 5Y*
- 15.08%
- 10Y*
- 9.54%
- ALL TIME*
- 7.19%
VTSAX
- 1D
- 1.63%
- 1M
- -0.77%
- 6M
- 8.16%
- YTD
- 9.87%
- 1Y
- 21.10%
- 3Y*
- 18.58%
- 5Y*
- 11.61%
- 10Y*
- 14.47%
- ALL TIME*
- 9.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
SCRYY SCOR PK | $27.53K | $29.61K | $32.12K |
| $0.00 | $0.00 | $0.00 |
SCRYY vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCRYY SCOR PK | 27.40% | 45.76% | -8.79% | 33.42% | -20.01% | 2.73% | -25.23% | 1.58% | 13.95% | 27.76% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 9.87% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 30.79% | -5.18% | 21.16% |
Correlation
The correlation between SCRYY and VTSAX is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.31 |
The correlation between SCRYY and VTSAX shifts across timeframes, from 0.12 (3 years) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SCRYY vs. VTSAX — Risk / Return Rank
SCRYY
VTSAX
SCRYY vs. VTSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SCOR PK (SCRYY) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
| SCRYY | VTSAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 2.10 | -0.51 |
| Martin ratioReturn relative to average drawdown | 3.66 | 9.09 | -5.42 |
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Drawdowns
SCRYY vs. VTSAX - Drawdown Comparison
The maximum SCRYY drawdown since its inception was -67.49%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for SCRYY and VTSAX.
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Drawdown Indicators
| SCRYY | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.49% | -55.33% | -12.16% |
Max Drawdown (1Y)Largest decline over 1 year | -18.83% | -8.92% | -9.91% |
Max Drawdown (3Y)Largest decline over 3 years | -41.82% | -19.36% | -22.46% |
Max Drawdown (5Y)Largest decline over 5 years | -59.89% | -25.36% | -34.53% |
Max Drawdown (10Y)Largest decline over 10 years | -67.49% | -34.97% | -32.52% |
Current DrawdownCurrent decline from peak | 0.00% | -1.88% | +1.88% |
Average DrawdownAverage peak-to-trough decline | -17.52% | -8.96% | -8.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.18% | 2.06% | +6.12% |
Volatility
SCRYY vs. VTSAX - Volatility Comparison
SCOR PK (SCRYY) has a higher volatility of 6.31% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.41%. This indicates that SCRYY's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCRYY | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 3.41% | +2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 32.99% | 10.27% | +22.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.51% | 13.13% | +32.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.94% | 17.47% | +31.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.20% | 18.41% | +24.79% |
Dividends
SCRYY vs. VTSAX - Dividend Comparison
SCRYY's dividend yield for the trailing twelve months is around 5.49%, more than VTSAX's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCRYY SCOR PK | 5.49% | 5.75% | 7.81% | 5.35% | 8.55% | 7.12% | 0.00% | 4.62% | 4.61% | 9.12% | 4.86% | 3.95% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.06% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
SCRYY and VTSAX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCRYY has higher volatility (6.31%) compared to VTSAX (3.41%). In terms of maximum drawdown, SCRYY dropped -67.49% vs VTSAX's -55.33%.
VTSAX currently has the higher Sharpe Ratio (1.43 vs 0.66), 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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