SID vs. VXUS
SID (Companhia Siderúrgica Nacional) is a stock, while VXUS (Vanguard Total International Stock ETF) is Global Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, SID returned -6.38%/yr vs 9.44%/yr for VXUS. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
SID vs. VXUS - Performance Comparison
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Returns By Period
In the year-to-date period, SID achieves a -37.50% return, which is significantly lower than VXUS's 12.04% return. Over the past 10 years, SID has underperformed VXUS with an annualized return of -6.38%, while VXUS has yielded a comparatively higher 9.44% 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%
VXUS
- 1D
- -1.09%
- 1M
- -2.53%
- 6M
- 7.54%
- YTD
- 12.04%
- 1Y
- 25.31%
- 3Y*
- 17.03%
- 5Y*
- 8.68%
- 10Y*
- 9.44%
SID vs. VXUS - 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% |
VXUS Vanguard Total International Stock ETF | 12.04% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 21.75% | -14.43% | 27.46% |
Correlation
The correlation between SID and VXUS is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2011 | 0.53 |
The correlation between SID and VXUS has been stable across timeframes, ranging from 0.52 to 0.54 - a consistent structural relationship.
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Return for Risk
SID vs. VXUS — Risk / Return Rank
SID
VXUS
SID vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Companhia Siderúrgica Nacional (SID) and Vanguard Total International Stock ETF (VXUS). 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 | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.08 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.28 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 2.25 | -2.80 |
| Martin ratioReturn relative to average drawdown | -1.15 | 8.45 | -9.60 |
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Drawdowns
SID vs. VXUS - Drawdown Comparison
The maximum SID drawdown since its inception was -95.79%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for SID and VXUS.
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Drawdown Indicators
| SID | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.79% | -35.97% | -59.82% |
Max Drawdown (1Y)Largest decline over 1 year | -57.67% | -11.27% | -46.40% |
Max Drawdown (3Y)Largest decline over 3 years | -75.27% | -13.58% | -61.69% |
Max Drawdown (5Y)Largest decline over 5 years | -85.52% | -29.44% | -56.08% |
Max Drawdown (10Y)Largest decline over 10 years | -86.14% | -35.97% | -50.17% |
Current DrawdownCurrent decline from peak | -90.43% | -3.45% | -86.98% |
Average DrawdownAverage peak-to-trough decline | -51.82% | -8.17% | -43.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.50% | 3.00% | +24.50% |
Volatility
SID vs. VXUS - Volatility Comparison
Companhia Siderúrgica Nacional (SID) has a higher volatility of 16.97% compared to Vanguard Total International Stock ETF (VXUS) at 5.28%. This indicates that SID's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SID | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.97% | 5.28% | +11.69% |
Volatility (6M)Calculated over the trailing 6-month period | 46.86% | 14.78% | +32.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.13% | 16.63% | +40.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.60% | 16.31% | +37.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.93% | 16.99% | +41.94% |
Dividends
SID vs. VXUS - Dividend Comparison
SID has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 2.60%.
| 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% |
VXUS Vanguard Total International Stock ETF | 2.60% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Frequently Asked Questions
SID and VXUS have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SID has higher volatility (16.97%) compared to VXUS (5.28%). In terms of maximum drawdown, SID dropped -95.79% vs VXUS's -35.97%.
VXUS currently has the higher Sharpe Ratio (1.53 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.
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