SID vs. VTSAX
Compare and contrast key facts about Companhia Siderúrgica Nacional (SID) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SID or VTSAX.
Key characteristics
| SID | VTSAX | |
|---|---|---|
| YTD Return | -44.56% | 26.26% |
| 1Y Return | -7.92% | 40.42% |
| 3Y Return (Ann) | -9.17% | 8.66% |
| 5Y Return (Ann) | 0.80% | 15.35% |
| 10Y Return (Ann) | 2.50% | 12.89% |
| Sharpe Ratio | -0.23 | 3.08 |
| Sortino Ratio | -0.04 | 4.11 |
| Omega Ratio | 1.00 | 1.57 |
| Calmar Ratio | -0.13 | 4.19 |
| Martin Ratio | -0.32 | 20.10 |
| Ulcer Index | 31.62% | 1.95% |
| Daily Std Dev | 43.68% | 12.73% |
| Max Drawdown | -95.31% | -55.34% |
| Current Drawdown | -77.28% | 0.00% |
Correlation
The correlation between SID and VTSAX is 0.46, 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
SID vs. VTSAX - Performance Comparison
In the year-to-date period, SID achieves a -44.56% return, which is significantly lower than VTSAX's 26.26% return. Over the past 10 years, SID has underperformed VTSAX with an annualized return of 2.50%, while VTSAX has yielded a comparatively higher 12.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
SID vs. VTSAX - Risk-Adjusted Performance 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.
Dividends
SID vs. VTSAX - Dividend Comparison
SID's dividend yield for the trailing twelve months is around 14.15%, more than VTSAX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SID Companhia Siderúrgica Nacional | 14.15% | 12.65% | 14.31% | 8.36% | 0.03% | 6.90% | 7.43% | 0.00% | 0.00% | 14.65% | 5.96% | 8.53% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
SID vs. VTSAX - Drawdown Comparison
The maximum SID drawdown since its inception was -95.31%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for SID and VTSAX. For additional features, visit the drawdowns tool.
Volatility
SID vs. VTSAX - Volatility Comparison
Companhia Siderúrgica Nacional (SID) has a higher volatility of 10.83% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.07%. 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.