SNEX vs. VCR

Last updated Jun 13, 2026

SNEX (StoneX Group Inc.) is a stock, while VCR (Vanguard Consumer Discretionary ETF) is Consumer Discretionary Equities fund tracking the MSCI US Investable Market Consumer Discretionary 25/50 Index. Over the past 10 years, SNEX returned 32.52%/yr vs 13.76%/yr for VCR. At a 0.38 correlation, their price movements are largely independent.

Performance

SNEX vs. VCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in StoneX Group Inc. (SNEX) and Vanguard Consumer Discretionary ETF (VCR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SNEX achieves a 106.07% return, which is significantly higher than VCR's -0.09% return. Over the past 10 years, SNEX has outperformed VCR with an annualized return of 32.52%, while VCR has yielded a comparatively lower 13.76% annualized return.

SNEX

• 1D: 0.73%
• 1M: 18.58%
• YTD: 106.07%
• 6M: 101.21%
• 1Y: 132.71%
• 3Y*: 70.28%
• 5Y*: 45.86%
• 10Y*: 32.52%

VCR

• 1D: 0.20%
• 1M: 0.16%
• YTD: -0.09%
• 6M: -1.17%
• 1Y: 12.37%
• 3Y*: 13.30%
• 5Y*: 6.00%
• 10Y*: 13.76%

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

SNEX vs. VCR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SNEX StoneX Group Inc.	106.07%	45.65%	32.70%	16.21%	55.59%	5.79%	18.57%	33.49%	-13.99%	7.40%
VCR Vanguard Consumer Discretionary ETF	-0.09%	5.77%	24.27%	40.38%	-35.15%	24.86%	48.36%	27.45%	-2.31%	22.82%

Correlation

The correlation between SNEX and VCR is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (10Y) Calculated over the trailing 10-year period	0.39
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004	0.38

Return for Risk

SNEX vs. VCR — Risk / Return Rank

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

SNEX

SNEX Risk / Return Rank: 94
SNEX Sharpe Ratio Rank: 96
SNEX Sortino Ratio Rank: 92
SNEX Omega Ratio Rank: 93
SNEX Calmar Ratio Rank: 95
SNEX Martin Ratio Rank: 94

VCR

VCR Risk / Return Rank: 20
VCR Sharpe Ratio Rank: 20
VCR Sortino Ratio Rank: 20
VCR Omega Ratio Rank: 19
VCR Calmar Ratio Rank: 19
VCR Martin Ratio Rank: 21

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.

SNEX vs. VCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for StoneX Group Inc. (SNEX) and Vanguard Consumer Discretionary ETF (VCR). 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.

	SNEX	VCR	Difference
Sharpe ratio: Return per unit of total volatility	3.09	0.60	+2.49
Sortino ratio: Return per unit of downside risk	3.26	0.97	+2.30
Omega ratio: Gain probability vs. loss probability	1.48	1.11	+0.37
Calmar ratio: Return relative to maximum drawdown	6.26	0.72	+5.55
Martin ratio: Return relative to average drawdown	16.05	2.21	+13.84

SNEX vs. VCR - Sharpe Ratio Comparison

The current SNEX Sharpe Ratio is 3.09, which is higher than the VCR Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of SNEX and VCR, 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

SNEX vs. VCR - Drawdown Comparison

The maximum SNEX drawdown since its inception was -97.89%, which is greater than VCR's maximum drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for SNEX and VCR.

Drawdown Indicators

	SNEX	VCR	Difference
Max Drawdown Largest peak-to-trough decline	-97.89%	-61.54%	-36.35%
Max Drawdown (1Y) Largest decline over 1 year	-20.91%	-15.59%	-5.32%
Max Drawdown (3Y) Largest decline over 3 years	-20.91%	-27.36%	+6.45%
Max Drawdown (5Y) Largest decline over 5 years	-24.07%	-39.20%	+15.13%
Max Drawdown (10Y) Largest decline over 10 years	-48.65%	-39.20%	-9.45%
Current Drawdown Current decline from peak	0.00%	-4.64%	+4.64%
Average Drawdown Average peak-to-trough decline	-42.89%	-9.39%	-33.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.15%	5.05%	+3.10%

Volatility

SNEX vs. VCR - Volatility Comparison

StoneX Group Inc. (SNEX) has a higher volatility of 12.49% compared to Vanguard Consumer Discretionary ETF (VCR) at 6.17%. This indicates that SNEX's price experiences larger fluctuations and is considered to be riskier than VCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNEX	VCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.49%	6.17%	+6.32%
Volatility (6M) Calculated over the trailing 6-month period	30.78%	13.48%	+17.30%
Volatility (1Y) Calculated over the trailing 1-year period	42.37%	18.62%	+23.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.13%	24.03%	+11.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.47%	22.43%	+14.04%

Dividends

SNEX vs. VCR - Dividend Comparison

SNEX has not paid dividends to shareholders, while VCR's dividend yield for the trailing twelve months is around 0.73%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SNEX StoneX Group Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VCR Vanguard Consumer Discretionary ETF	0.73%	0.74%	0.74%	0.84%	0.98%	0.79%	1.71%	1.17%	1.37%	1.21%	1.60%	1.32%

Frequently Asked Questions

Can I hold both SNEX and VCR in my portfolio?

SNEX and VCR have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SNEX or VCR?

SNEX has higher volatility (12.49%) compared to VCR (6.17%). In terms of maximum drawdown, SNEX dropped -97.89% vs VCR's -61.54%.

Which has better risk-adjusted returns?

SNEX currently has the higher Sharpe Ratio (3.09 vs 0.60), 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.