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SPTN vs. VTV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPTN and VTV is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

SPTN vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SpartanNash Company (SPTN) and Vanguard Value ETF (VTV). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.86%
5.72%
SPTN
VTV

Key characteristics

Sharpe Ratio

SPTN:

-0.43

VTV:

1.77

Sortino Ratio

SPTN:

-0.42

VTV:

2.51

Omega Ratio

SPTN:

0.94

VTV:

1.32

Calmar Ratio

SPTN:

-0.26

VTV:

2.46

Martin Ratio

SPTN:

-0.86

VTV:

9.75

Ulcer Index

SPTN:

14.40%

VTV:

1.88%

Daily Std Dev

SPTN:

28.61%

VTV:

10.36%

Max Drawdown

SPTN:

-92.38%

VTV:

-59.27%

Current Drawdown

SPTN:

-42.51%

VTV:

-6.37%

Returns By Period

In the year-to-date period, SPTN achieves a -11.64% return, which is significantly lower than VTV's 15.96% return. Over the past 10 years, SPTN has underperformed VTV with an annualized return of 0.37%, while VTV has yielded a comparatively higher 9.89% annualized return.


SPTN

YTD

-11.64%

1M

5.65%

6M

6.95%

1Y

-11.98%

5Y*

10.72%

10Y*

0.37%

VTV

YTD

15.96%

1M

-4.74%

6M

6.38%

1Y

16.73%

5Y*

9.98%

10Y*

9.89%

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Risk-Adjusted Performance

SPTN vs. VTV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SpartanNash Company (SPTN) and Vanguard Value ETF (VTV). 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 SPTN, currently valued at -0.43, compared to the broader market-4.00-2.000.002.00-0.431.77
The chart of Sortino ratio for SPTN, currently valued at -0.42, compared to the broader market-4.00-2.000.002.004.00-0.422.51
The chart of Omega ratio for SPTN, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.32
The chart of Calmar ratio for SPTN, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.262.46
The chart of Martin ratio for SPTN, currently valued at -0.86, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.869.75
SPTN
VTV

The current SPTN Sharpe Ratio is -0.43, which is lower than the VTV Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of SPTN and VTV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.43
1.77
SPTN
VTV

Dividends

SPTN vs. VTV - Dividend Comparison

SPTN's dividend yield for the trailing twelve months is around 4.48%, more than VTV's 1.72% yield.


TTM20232022202120202019201820172016201520142013
SPTN
SpartanNash Company
4.48%3.75%2.78%3.11%4.42%5.34%4.19%2.47%1.52%2.50%1.84%1.44%
VTV
Vanguard Value ETF
1.72%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%

Drawdowns

SPTN vs. VTV - Drawdown Comparison

The maximum SPTN drawdown since its inception was -92.38%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for SPTN and VTV. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-42.51%
-6.37%
SPTN
VTV

Volatility

SPTN vs. VTV - Volatility Comparison

SpartanNash Company (SPTN) has a higher volatility of 6.40% compared to Vanguard Value ETF (VTV) at 3.63%. This indicates that SPTN's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.40%
3.63%
SPTN
VTV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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