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SNA vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNA vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Snap-on Incorporated (SNA) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SNA having a 10.97% return and VTI slightly higher at 11.20%. Over the past 10 years, SNA has underperformed VTI with an annualized return of 11.71%, while VTI has yielded a comparatively higher 15.05% annualized return.


SNA

1D
1.33%
1M
2.11%
YTD
10.97%
6M
11.05%
1Y
20.78%
3Y*
16.30%
5Y*
11.07%
10Y*
11.71%

VTI

1D
-0.72%
1M
4.99%
YTD
11.20%
6M
11.09%
1Y
28.18%
3Y*
22.07%
5Y*
12.69%
10Y*
15.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNA vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNA
Snap-on Incorporated
10.97%4.28%20.67%29.70%8.91%28.83%4.03%19.54%-14.86%3.64%
VTI
Vanguard Total Stock Market ETF
11.20%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Correlation

The correlation between SNA and VTI is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2001

0.67

Over the past year, the correlation between SNA and VTI has dropped to 0.45 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

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Return for Risk

SNA vs. VTI — Risk / Return Rank

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

SNA
SNA Risk / Return Rank: 7171
Overall Rank
SNA Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SNA Sortino Ratio Rank: 6767
Sortino Ratio Rank
SNA Omega Ratio Rank: 6363
Omega Ratio Rank
SNA Calmar Ratio Rank: 7878
Calmar Ratio Rank
SNA Martin Ratio Rank: 7979
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6868
Sortino Ratio Rank
VTI Omega Ratio Rank: 6767
Omega Ratio Rank
VTI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
Martin Ratio Rank
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.

SNA vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Snap-on Incorporated (SNA) 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.


SNAVTIDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.58

Omega ratioGain probability vs. loss probability

1.19

1.42

-0.23

Calmar ratioReturn relative to maximum drawdown

2.46

3.17

-0.71

Martin ratioReturn relative to average drawdown

6.13

14.62

-8.49

SNA vs. VTI - Sharpe Ratio Comparison

The current SNA Sharpe Ratio is 0.99, which is lower than the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of SNA and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SNAVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

2.33

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.73

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.82

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.51

-0.09

Drawdowns

SNA vs. VTI - Drawdown Comparison

The maximum SNA drawdown since its inception was -65.76%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SNA and VTI.


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Drawdown Indicators


SNAVTIDifference

Max Drawdown

Largest peak-to-trough decline

-65.76%

-55.45%

-10.31%

Max Drawdown (1Y)

Largest decline over 1 year

-8.47%

-8.92%

+0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

-19.30%

-1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-22.65%

-25.36%

+2.71%

Max Drawdown (10Y)

Largest decline over 10 years

-47.38%

-35.00%

-12.38%

Current Drawdown

Current decline from peak

-2.76%

-0.72%

-2.04%

Average Drawdown

Average peak-to-trough decline

-13.88%

-8.03%

-5.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

1.93%

+1.47%

Volatility

SNA vs. VTI - Volatility Comparison

Snap-on Incorporated (SNA) has a higher volatility of 6.90% compared to Vanguard Total Stock Market ETF (VTI) at 2.96%. This indicates that SNA'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.


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Volatility by Period


SNAVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

2.96%

+3.94%

Volatility (6M)

Calculated over the trailing 6-month period

14.63%

9.13%

+5.50%

Volatility (1Y)

Calculated over the trailing 1-year period

21.17%

12.17%

+9.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.91%

17.40%

+6.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.18%

18.30%

+8.88%

Dividends

SNA vs. VTI - Dividend Comparison

SNA's dividend yield for the trailing twelve months is around 2.51%, more than VTI's 1.01% yield.


PositionTTM20252024202320222021202020192018201720162015
SNA
Snap-on Incorporated
2.51%2.57%2.27%2.33%2.57%2.37%2.61%2.32%2.35%1.69%1.48%1.28%
VTI
Vanguard Total Stock Market ETF
1.01%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions


SNA and VTI have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNA has higher volatility (6.90%) compared to VTI (2.96%). In terms of maximum drawdown, SNA dropped -65.76% vs VTI's -55.45%.

VTI currently has the higher Sharpe Ratio (2.33 vs 0.99), 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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Find the right allocation for SNA and VTI

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