SID vs. VT

Last updated Jun 4, 2026

SID (Companhia Siderúrgica Nacional) is a stock, while VT (Vanguard Total World Stock ETF) is Global Equities fund tracking the FTSE Global All Cap Index. Over the past 10 years, SID returned 0.40%/yr vs 12.74%/yr for VT. A 0.53 correlation means they provide meaningful diversification when combined.

Performance

SID vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Companhia Siderúrgica Nacional (SID) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SID achieves a -18.12% return, which is significantly lower than VT's 12.24% return. Over the past 10 years, SID has underperformed VT with an annualized return of 0.40%, while VT has yielded a comparatively higher 12.74% annualized return.

SID

• 1D: -7.75%
• 1M: 3.97%
• YTD: -18.12%
• 6M: -23.39%
• 1Y: -12.08%
• 3Y*: -16.82%
• 5Y*: -26.02%
• 10Y*: 0.40%

VT

• 1D: -0.88%
• 1M: 4.91%
• YTD: 12.24%
• 6M: 13.14%
• 1Y: 29.24%
• 3Y*: 20.93%
• 5Y*: 10.99%
• 10Y*: 12.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SID vs. VT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SID Companhia Siderúrgica Nacional	-18.12%	11.11%	-59.60%	69.73%	-29.68%	-22.18%	72.67%	68.56%	-10.61%	-24.15%
VT Vanguard Total World Stock ETF	12.24%	22.43%	16.49%	22.02%	-18.00%	18.27%	16.59%	26.81%	-9.76%	24.50%

Correlation

The correlation between SID and VT is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.55
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (5Y) Calculated over the trailing 5-year period	0.47
Correlation (10Y) Calculated over the trailing 10-year period	0.49
Correlation (All Time) Calculated using the full available price history since Jun 27, 2008	0.53

The correlation between SID and VT has been stable across timeframes, ranging from 0.47 to 0.55 - a consistent structural relationship.

Return for Risk

SID vs. VT — Risk / Return Rank

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

SID

SID Risk / Return Rank: 31
SID Sharpe Ratio Rank: 31
SID Sortino Ratio Rank: 32
SID Omega Ratio Rank: 32
SID Calmar Ratio Rank: 32
SID Martin Ratio Rank: 30

VT

VT Risk / Return Rank: 67
VT Sharpe Ratio Rank: 68
VT Sortino Ratio Rank: 68
VT Omega Ratio Rank: 67
VT Calmar Ratio Rank: 60
VT Martin Ratio Rank: 71

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.

SID vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Companhia Siderúrgica Nacional (SID) 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.

	SID	VT	Difference
Sharpe ratio: Return per unit of total volatility	-0.22	2.31	-2.53
Sortino ratio: Return per unit of downside risk	0.08	3.20	-3.13
Omega ratio: Gain probability vs. loss probability	1.01	1.42	-0.41
Calmar ratio: Return relative to maximum drawdown	-0.25	3.04	-3.29
Martin ratio: Return relative to average drawdown	-0.56	13.53	-14.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SID vs. VT - Sharpe Ratio Comparison

The current SID Sharpe Ratio is -0.22, which is lower than the VT Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of SID and VT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SID	VT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.22	2.31	-2.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.49	0.69	-1.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.01	0.74	-0.73
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.44	-0.26

Drawdowns

SID vs. VT - Drawdown Comparison

The maximum SID drawdown since its inception was -95.79%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for SID and VT.

Drawdown Indicators

	SID	VT	Difference
Max Drawdown Largest peak-to-trough decline	-95.79%	-50.27%	-45.52%
Max Drawdown (1Y) Largest decline over 1 year	-47.64%	-9.67%	-37.97%
Max Drawdown (3Y) Largest decline over 3 years	-69.41%	-16.51%	-52.90%
Max Drawdown (5Y) Largest decline over 5 years	-82.09%	-26.38%	-55.71%
Max Drawdown (10Y) Largest decline over 10 years	-82.86%	-34.24%	-48.62%
Current Drawdown Current decline from peak	-87.46%	-0.88%	-86.58%
Average Drawdown Average peak-to-trough decline	-51.63%	-7.02%	-44.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.57%	2.17%	+19.40%

Volatility

SID vs. VT - Volatility Comparison

Companhia Siderúrgica Nacional (SID) has a higher volatility of 22.14% compared to Vanguard Total World Stock ETF (VT) at 3.83%. This indicates that SID'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.

Volatility by Period

	SID	VT	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.14%	3.83%	+18.31%
Volatility (6M) Calculated over the trailing 6-month period	46.74%	10.17%	+36.57%
Volatility (1Y) Calculated over the trailing 1-year period	56.42%	12.70%	+43.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	53.36%	16.05%	+37.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	59.64%	17.23%	+42.41%

Dividends

SID vs. VT - Dividend Comparison

SID has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.59%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SID Companhia Siderúrgica Nacional	0.00%	0.00%	15.93%	12.83%	14.31%	8.41%	0.03%	6.89%	0.00%	0.00%	0.00%	14.30%
VT Vanguard Total World Stock ETF	1.59%	1.82%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%

Frequently Asked Questions

Can I hold both SID and VT in my portfolio?

SID and VT have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SID or VT?

SID has higher volatility (22.14%) compared to VT (3.83%). In terms of maximum drawdown, SID dropped -95.79% vs VT's -50.27%.

Which has better risk-adjusted returns?

VT currently has the higher Sharpe Ratio (2.31 vs -0.22), 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.