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

Correlation

The correlation between SSSS and VTI is 0.31, 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

SSSS vs. VTI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SSSS:

0.83

VTI:

0.52

Sortino Ratio

SSSS:

1.43

VTI:

0.89

Omega Ratio

SSSS:

1.19

VTI:

1.13

Calmar Ratio

SSSS:

0.56

VTI:

0.56

Martin Ratio

SSSS:

3.16

VTI:

2.11

Ulcer Index

SSSS:

12.72%

VTI:

5.12%

Daily Std Dev

SSSS:

60.37%

VTI:

20.31%

Max Drawdown

SSSS:

-77.47%

VTI:

-55.45%

Current Drawdown

SSSS:

-51.95%

VTI:

-5.06%

Returns By Period

In the year-to-date period, SSSS achieves a 6.29% return, which is significantly higher than VTI's -0.70% return. Over the past 10 years, SSSS has underperformed VTI with an annualized return of 5.74%, while VTI has yielded a comparatively higher 11.92% annualized return.


SSSS

YTD

6.29%

1M

40.13%

6M

28.07%

1Y

49.52%

3Y*

-4.00%

5Y*

14.24%

10Y*

5.74%

VTI

YTD

-0.70%

1M

13.53%

6M

-1.47%

1Y

10.46%

3Y*

15.40%

5Y*

15.66%

10Y*

11.92%

*Annualized

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SuRo Capital Corp.

Vanguard Total Stock Market ETF

Risk-Adjusted Performance

SSSS vs. VTI — Risk-Adjusted Performance Rank

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

SSSS
The Risk-Adjusted Performance Rank of SSSS is 7777
Overall Rank
The Sharpe Ratio Rank of SSSS is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of SSSS is 7676
Sortino Ratio Rank
The Omega Ratio Rank of SSSS is 7575
Omega Ratio Rank
The Calmar Ratio Rank of SSSS is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SSSS is 8080
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5555
Overall Rank
The Sharpe Ratio Rank of VTI is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 5656
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 5757
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.

SSSS vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SuRo Capital Corp. (SSSS) 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.


The current SSSS Sharpe Ratio is 0.83, which is higher than the VTI Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of SSSS 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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Dividends

SSSS vs. VTI - Dividend Comparison

SSSS has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.31%.


TTM20242023202220212020201920182017201620152014
SSSS
SuRo Capital Corp.
0.00%0.00%0.00%5.79%61.78%6.65%4.89%0.00%0.00%55.67%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.31%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

SSSS vs. VTI - Drawdown Comparison

The maximum SSSS drawdown since its inception was -77.47%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SSSS and VTI. For additional features, visit the drawdowns tool.


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Volatility

SSSS vs. VTI - Volatility Comparison

SuRo Capital Corp. (SSSS) has a higher volatility of 12.70% compared to Vanguard Total Stock Market ETF (VTI) at 4.88%. This indicates that SSSS'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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