SID vs. VTSAX

Last updated Jul 17, 2026

SID (Companhia Siderúrgica Nacional) 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, SID returned -6.38%/yr vs 14.73%/yr for VTSAX. At a 0.46 correlation, their price movements are largely independent.

Performance

SID vs. VTSAX - Performance Comparison

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

Returns By Period

In the year-to-date period, SID achieves a -37.50% return, which is significantly lower than VTSAX's 11.74% return. Over the past 10 years, SID has underperformed VTSAX with an annualized return of -6.38%, while VTSAX has yielded a comparatively higher 14.73% annualized return.

SID

• 1D: -2.91%
• 1M: -17.36%
• 6M: -47.37%
• YTD: -37.50%
• 1Y: -31.51%
• 3Y*: -25.01%
• 5Y*: -29.40%
• 10Y*: -6.38%

VTSAX

• 1D: 0.35%
• 1M: 0.88%
• 6M: 9.55%
• YTD: 11.74%
• 1Y: 22.59%
• 3Y*: 20.05%
• 5Y*: 12.41%
• 10Y*: 14.73%

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

SID vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SID Companhia Siderúrgica Nacional	-37.50%	11.11%	-59.60%	69.73%	-29.68%	-22.18%	72.67%	68.56%	-10.61%	-24.15%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	11.74%	17.12%	23.23%	26.51%	-19.52%	25.72%	20.98%	30.79%	-5.18%	21.16%

Correlation

The correlation between SID and VTSAX is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.39
Correlation (10Y) Calculated over the trailing 10-year period	0.41
Correlation (All Time) Calculated using the full available price history since Nov 13, 2000	0.46

Return for Risk

SID vs. VTSAX — Risk / Return Rank

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

SID

SID Risk / Return Rank: 21
SID Sharpe Ratio Rank: 20
SID Sortino Ratio Rank: 22
SID Omega Ratio Rank: 22
SID Calmar Ratio Rank: 24
SID Martin Ratio Rank: 18

VTSAX

VTSAX Risk / Return Rank: 69
VTSAX Sharpe Ratio Rank: 68
VTSAX Sortino Ratio Rank: 63
VTSAX Omega Ratio Rank: 63
VTSAX Calmar Ratio Rank: 71
VTSAX Martin Ratio Rank: 81

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. VTSAX - Risk-Adjusted Trends Comparison

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

	SID	VTSAX	Difference
Sharpe ratio: Return per unit of total volatility	-0.55	1.80	-2.36
Sortino ratio: Return per unit of downside risk	-0.51	2.48	-2.99
Omega ratio: Gain probability vs. loss probability	0.94	1.32	-0.39
Calmar ratio: Return relative to maximum drawdown	-0.55	2.60	-3.14
Martin ratio: Return relative to average drawdown	-1.15	11.41	-12.55

SID vs. VTSAX - Sharpe Ratio Comparison

The current SID Sharpe Ratio is -0.55, which is lower than the VTSAX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of SID and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SID vs. VTSAX - Drawdown Comparison

The maximum SID drawdown since its inception was -95.79%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for SID and VTSAX.

Drawdown Indicators

	SID	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-95.79%	-55.33%	-40.46%
Max Drawdown (1Y) Largest decline over 1 year	-57.67%	-8.92%	-48.75%
Max Drawdown (3Y) Largest decline over 3 years	-75.27%	-19.36%	-55.91%
Max Drawdown (5Y) Largest decline over 5 years	-85.52%	-25.36%	-60.16%
Max Drawdown (10Y) Largest decline over 10 years	-86.14%	-34.97%	-51.17%
Current Drawdown Current decline from peak	-90.43%	-0.21%	-90.22%
Average Drawdown Average peak-to-trough decline	-51.82%	-8.97%	-42.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	27.50%	2.03%	+25.47%

Volatility

SID vs. VTSAX - Volatility Comparison

Companhia Siderúrgica Nacional (SID) has a higher volatility of 16.97% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.57%. This indicates that SID'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.

Volatility by Period

	SID	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.97%	3.57%	+13.40%
Volatility (6M) Calculated over the trailing 6-month period	46.86%	10.17%	+36.69%
Volatility (1Y) Calculated over the trailing 1-year period	57.13%	12.86%	+44.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	53.60%	17.46%	+36.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	58.93%	18.39%	+40.54%

Dividends

SID vs. VTSAX - Dividend Comparison

SID has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.04%.

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%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.04%	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

Can I hold both SID and VTSAX in my portfolio?

SID and VTSAX have a correlation of 0.49, 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 VTSAX?

SID has higher volatility (16.97%) compared to VTSAX (3.57%). In terms of maximum drawdown, SID dropped -95.79% vs VTSAX's -55.33%.

Which has better risk-adjusted returns?

VTSAX currently has the higher Sharpe Ratio (1.80 vs -0.55), 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.