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SPLK vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SPLK vs. VTI - Performance Comparison

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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember0
13.98%
SPLK
VTI

Returns By Period


SPLK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

VTI

YTD

26.27%

1M

4.02%

6M

13.98%

1Y

33.61%

5Y (annualized)

15.21%

10Y (annualized)

12.73%

Key characteristics


SPLKVTI

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Correlation

-0.50.00.51.00.5

The correlation between SPLK and VTI is 0.54, 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.

Risk-Adjusted Performance

SPLK vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Splunk Inc. (SPLK) 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.


Sharpe ratio
The chart of Sharpe ratio for SPLK, currently valued at 2.12, compared to the broader market-4.00-2.000.002.004.002.122.69
The chart of Sortino ratio for SPLK, currently valued at 4.18, compared to the broader market-4.00-2.000.002.004.004.183.58
The chart of Omega ratio for SPLK, currently valued at 2.06, compared to the broader market0.501.001.502.002.061.49
The chart of Calmar ratio for SPLK, currently valued at 0.11, compared to the broader market0.002.004.006.000.113.92
The chart of Martin ratio for SPLK, currently valued at 26.05, compared to the broader market0.0010.0020.0030.0026.0517.17
SPLK
VTI

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.12
2.69
SPLK
VTI

Dividends

SPLK vs. VTI - Dividend Comparison

SPLK has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
SPLK
Splunk 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%
VTI
Vanguard Total Stock Market ETF
1.26%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

SPLK vs. VTI - Drawdown Comparison


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-29.83%
-0.35%
SPLK
VTI

Volatility

SPLK vs. VTI - Volatility Comparison

The current volatility for Splunk Inc. (SPLK) is 0.00%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.20%. This indicates that SPLK experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember0
4.20%
SPLK
VTI