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

Key characteristics


SCSVTI
YTD Return-9.13%6.03%
1Y Return57.74%26.20%
3Y Return (Ann)-0.64%6.49%
5Y Return (Ann)-2.63%12.61%
10Y Return (Ann)0.51%11.99%
Sharpe Ratio1.261.98
Daily Std Dev40.12%12.18%
Max Drawdown-84.70%-55.45%
Current Drawdown-34.39%-3.56%

Correlation

-0.50.00.51.00.5

The correlation between SCS and VTI is 0.52, 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.

Performance

SCS vs. VTI - Performance Comparison

In the year-to-date period, SCS achieves a -9.13% return, which is significantly lower than VTI's 6.03% return. Over the past 10 years, SCS has underperformed VTI with an annualized return of 0.51%, while VTI has yielded a comparatively higher 11.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
17.12%
23.70%
SCS
VTI

Compare stocks, funds, or ETFs

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


Steelcase Inc.

Vanguard Total Stock Market ETF

Risk-Adjusted Performance

SCS vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Steelcase Inc. (SCS) 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.


SCS
Sharpe ratio
The chart of Sharpe ratio for SCS, currently valued at 1.26, compared to the broader market-2.00-1.000.001.002.003.001.26
Sortino ratio
The chart of Sortino ratio for SCS, currently valued at 2.07, compared to the broader market-4.00-2.000.002.004.006.002.07
Omega ratio
The chart of Omega ratio for SCS, currently valued at 1.26, compared to the broader market0.501.001.501.26
Calmar ratio
The chart of Calmar ratio for SCS, currently valued at 0.76, compared to the broader market0.001.002.003.004.005.006.000.76
Martin ratio
The chart of Martin ratio for SCS, currently valued at 6.99, compared to the broader market0.0010.0020.0030.006.99
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 1.98, compared to the broader market-2.00-1.000.001.002.003.001.98
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 2.84, compared to the broader market-4.00-2.000.002.004.006.002.84
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.34, compared to the broader market0.501.001.501.34
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 1.54, compared to the broader market0.001.002.003.004.005.006.001.54
Martin ratio
The chart of Martin ratio for VTI, currently valued at 7.67, compared to the broader market0.0010.0020.0030.007.67

SCS vs. VTI - Sharpe Ratio Comparison

The current SCS Sharpe Ratio is 1.26, which is lower than the VTI Sharpe Ratio of 1.98. The chart below compares the 12-month rolling Sharpe Ratio of SCS and VTI.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.26
1.98
SCS
VTI

Dividends

SCS vs. VTI - Dividend Comparison

SCS's dividend yield for the trailing twelve months is around 3.31%, more than VTI's 1.41% yield.


TTM20232022202120202019201820172016201520142013
SCS
Steelcase Inc.
3.31%2.22%6.93%4.56%2.73%2.83%3.64%3.36%3.31%2.27%2.34%2.52%
VTI
Vanguard Total Stock Market ETF
1.41%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

SCS vs. VTI - Drawdown Comparison

The maximum SCS drawdown since its inception was -84.70%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SCS and VTI. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-34.39%
-3.56%
SCS
VTI

Volatility

SCS vs. VTI - Volatility Comparison

Steelcase Inc. (SCS) has a higher volatility of 7.32% compared to Vanguard Total Stock Market ETF (VTI) at 3.64%. This indicates that SCS'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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
7.32%
3.64%
SCS
VTI