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

Correlation

The correlation between SPTN and VTV is 0.34, 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.


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.

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Key characteristics

Sharpe Ratio

SPTN:

-0.02

VTV:

0.45

Sortino Ratio

SPTN:

0.30

VTV:

0.82

Omega Ratio

SPTN:

1.04

VTV:

1.11

Calmar Ratio

SPTN:

0.04

VTV:

0.55

Martin Ratio

SPTN:

0.17

VTV:

2.00

Ulcer Index

SPTN:

11.08%

VTV:

3.96%

Daily Std Dev

SPTN:

30.35%

VTV:

15.51%

Max Drawdown

SPTN:

-92.38%

VTV:

-59.27%

Current Drawdown

SPTN:

-42.78%

VTV:

-6.53%

Returns By Period

In the year-to-date period, SPTN achieves a 5.41% return, which is significantly higher than VTV's -0.17% return. Over the past 10 years, SPTN has underperformed VTV with an annualized return of -1.63%, while VTV has yielded a comparatively higher 9.82% annualized return.


SPTN

YTD

5.41%

1M

-0.52%

6M

3.16%

1Y

-0.46%

5Y*

5.29%

10Y*

-1.63%

VTV

YTD

-0.17%

1M

2.54%

6M

-4.89%

1Y

6.85%

5Y*

14.36%

10Y*

9.82%

*Annualized

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Risk-Adjusted Performance

SPTN vs. VTV — Risk-Adjusted Performance Rank

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

SPTN
The Risk-Adjusted Performance Rank of SPTN is 5050
Overall Rank
The Sharpe Ratio Rank of SPTN is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of SPTN is 4646
Sortino Ratio Rank
The Omega Ratio Rank of SPTN is 4646
Omega Ratio Rank
The Calmar Ratio Rank of SPTN is 5353
Calmar Ratio Rank
The Martin Ratio Rank of SPTN is 5454
Martin Ratio Rank

VTV
The Risk-Adjusted Performance Rank of VTV is 5858
Overall Rank
The Sharpe Ratio Rank of VTV is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of VTV is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VTV is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VTV is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VTV is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current SPTN Sharpe Ratio is -0.02, which is lower than the VTV Sharpe Ratio of 0.45. 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.


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Dividends

SPTN vs. VTV - Dividend Comparison

SPTN's dividend yield for the trailing twelve months is around 4.57%, more than VTV's 2.33% yield.


TTM20242023202220212020201920182017201620152014
SPTN
SpartanNash Company
4.57%4.75%3.75%2.78%3.11%4.42%5.34%4.19%2.47%1.52%2.50%1.84%
VTV
Vanguard Value ETF
2.33%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%

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.


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Volatility

SPTN vs. VTV - Volatility Comparison


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