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SSD vs. VTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSD vs. VTI - Performance Comparison

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

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SSD vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSD
Simpson Manufacturing Co., Inc.
6.48%-1.95%-15.74%125.36%-35.62%50.20%17.51%50.84%-4.39%33.54%
VTI
Vanguard Total Stock Market ETF
-4.01%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Returns By Period

In the year-to-date period, SSD achieves a 6.48% return, which is significantly higher than VTI's -4.01% return. Over the past 10 years, SSD has outperformed VTI with an annualized return of 17.54%, while VTI has yielded a comparatively lower 13.60% annualized return.


SSD

1D
2.66%
1M
-11.34%
YTD
6.48%
6M
2.85%
1Y
10.03%
3Y*
16.92%
5Y*
11.10%
10Y*
17.54%

VTI

1D
2.93%
1M
-5.00%
YTD
-4.01%
6M
-1.66%
1Y
18.11%
3Y*
17.84%
5Y*
10.46%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SSD vs. VTI — Risk / Return Rank

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

SSD
SSD Risk / Return Rank: 5151
Overall Rank
SSD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SSD Sortino Ratio Rank: 4949
Sortino Ratio Rank
SSD Omega Ratio Rank: 4646
Omega Ratio Rank
SSD Calmar Ratio Rank: 5454
Calmar Ratio Rank
SSD Martin Ratio Rank: 5353
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 6565
Overall Rank
VTI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6262
Sortino Ratio Rank
VTI Omega Ratio Rank: 6565
Omega Ratio Rank
VTI Calmar Ratio Rank: 6565
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
Martin Ratio Rank
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.

SSD vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simpson Manufacturing Co., Inc. (SSD) 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.


SSDVTIDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.96

-0.63

Sortino ratio

Return per unit of downside risk

0.73

1.48

-0.75

Omega ratio

Gain probability vs. loss probability

1.08

1.23

-0.14

Calmar ratio

Return relative to maximum drawdown

0.49

1.52

-1.03

Martin ratio

Return relative to average drawdown

1.01

7.26

-6.25

SSD vs. VTI - Sharpe Ratio Comparison

The current SSD Sharpe Ratio is 0.32, which is lower than the VTI Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of SSD and VTI, 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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Sharpe Ratios by Period


SSDVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.96

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.60

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.75

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.48

-0.06

Correlation

The correlation between SSD and VTI is 0.61, 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.


Dividends

SSD vs. VTI - Dividend Comparison

SSD's dividend yield for the trailing twelve months is around 0.67%, less than VTI's 1.17% yield.


TTM20252024202320222021202020192018201720162015
SSD
Simpson Manufacturing Co., Inc.
0.67%0.71%0.66%0.54%1.15%0.69%0.74%1.41%1.59%1.36%1.55%1.76%
VTI
Vanguard Total Stock Market ETF
1.17%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Drawdowns

SSD vs. VTI - Drawdown Comparison

The maximum SSD drawdown since its inception was -68.16%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SSD and VTI.


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Drawdown Indicators


SSDVTIDifference

Max Drawdown

Largest peak-to-trough decline

-68.16%

-55.45%

-12.71%

Max Drawdown (1Y)

Largest decline over 1 year

-20.17%

-12.30%

-7.87%

Max Drawdown (5Y)

Largest decline over 5 years

-44.50%

-25.36%

-19.14%

Max Drawdown (10Y)

Largest decline over 10 years

-44.50%

-35.00%

-9.50%

Current Drawdown

Current decline from peak

-19.05%

-6.25%

-12.80%

Average Drawdown

Average peak-to-trough decline

-16.39%

-8.08%

-8.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.75%

2.58%

+7.17%

Volatility

SSD vs. VTI - Volatility Comparison

Simpson Manufacturing Co., Inc. (SSD) has a higher volatility of 6.60% compared to Vanguard Total Stock Market ETF (VTI) at 5.45%. This indicates that SSD'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.


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Volatility by Period


SSDVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

5.45%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

19.50%

9.73%

+9.77%

Volatility (1Y)

Calculated over the trailing 1-year period

31.28%

19.01%

+12.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.15%

17.42%

+13.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.02%

18.29%

+13.73%