SQ vs. VTI
Compare and contrast key facts about Square, Inc. (SQ) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SQ or VTI.
Key characteristics
| SQ | VTI | |
|---|---|---|
| YTD Return | -5.62% | 5.17% |
| 1Y Return | 21.22% | 22.42% |
| 3Y Return (Ann) | -33.26% | 6.23% |
| 5Y Return (Ann) | 1.51% | 12.59% |
| Sharpe Ratio | 0.41 | 1.86 |
| Daily Std Dev | 49.57% | 12.05% |
| Max Drawdown | -86.08% | -55.45% |
| Current Drawdown | -74.10% | -4.34% |
Correlation
The correlation between SQ and VTI is 0.57, 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.
Performance
SQ vs. VTI - Performance Comparison
In the year-to-date period, SQ achieves a -5.62% return, which is significantly lower than VTI's 5.17% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SQ vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Square, Inc. (SQ) 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.
Dividends
SQ vs. VTI - Dividend Comparison
SQ has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.42%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SQ Square, 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 | 1.42% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
SQ vs. VTI - Drawdown Comparison
The maximum SQ drawdown since its inception was -86.08%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SQ and VTI. For additional features, visit the drawdowns tool.
Volatility
SQ vs. VTI - Volatility Comparison
Square, Inc. (SQ) has a higher volatility of 13.05% compared to Vanguard Total Stock Market ETF (VTI) at 4.01%. This indicates that SQ'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.