STG vs. VT
STG (Sunlands Technology Group) is a stock, while VT (Vanguard Total World Stock ETF) is Global Equities fund tracking the FTSE Global All Cap Index. Over the past 5 years, STG returned -17.14%/yr vs 10.55%/yr for VT. At a 0.10 correlation, their price movements are largely independent.
Performance
STG vs. VT - Performance Comparison
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Returns By Period
In the year-to-date period, STG achieves a -36.66% return, which is significantly lower than VT's 11.12% return.
STG
- 1D
- -5.54%
- 1M
- 30.21%
- 6M
- -34.50%
- YTD
- -36.66%
- 1Y
- -58.79%
- 3Y*
- -2.77%
- 5Y*
- -17.14%
- 10Y*
- —
VT
- 1D
- -1.15%
- 1M
- 0.05%
- 6M
- 7.92%
- YTD
- 11.12%
- 1Y
- 22.67%
- 3Y*
- 18.64%
- 5Y*
- 10.55%
- 10Y*
- 12.39%
STG vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
STG Sunlands Technology Group | -36.66% | 4.78% | -44.44% | 39.51% | 67.03% | -63.67% | -57.59% | -15.46% | -76.79% |
VT Vanguard Total World Stock ETF | 11.12% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -8.88% |
Correlation
The correlation between STG and VT is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2018 | 0.10 |
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Return for Risk
STG vs. VT — Risk / Return Rank
STG
VT
STG vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sunlands Technology Group (STG) and Vanguard Total World Stock ETF (VT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| STG | VT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.05 | ||
| Sortino ratioReturn per unit of downside risk | -2.39 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.30 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | 2.35 | -3.08 |
| Martin ratioReturn relative to average drawdown | -0.98 | 10.04 | -11.02 |
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Drawdowns
STG vs. VT - Drawdown Comparison
The maximum STG drawdown since its inception was -98.50%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for STG and VT.
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Drawdown Indicators
| STG | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.50% | -50.27% | -48.23% |
Max Drawdown (1Y)Largest decline over 1 year | -81.51% | -9.67% | -71.84% |
Max Drawdown (3Y)Largest decline over 3 years | -81.51% | -16.51% | -65.00% |
Max Drawdown (5Y)Largest decline over 5 years | -82.68% | -26.38% | -56.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.24% | — |
Current DrawdownCurrent decline from peak | -97.40% | -1.87% | -95.53% |
Average DrawdownAverage peak-to-trough decline | -87.59% | -6.99% | -80.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.05% | 2.26% | +57.79% |
Volatility
STG vs. VT - Volatility Comparison
Sunlands Technology Group (STG) has a higher volatility of 41.12% compared to Vanguard Total World Stock ETF (VT) at 4.77%. This indicates that STG's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STG | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 41.12% | 4.77% | +36.35% |
Volatility (6M)Calculated over the trailing 6-month period | 105.71% | 11.47% | +94.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 155.07% | 13.68% | +141.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 111.98% | 16.20% | +95.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 100.28% | 17.16% | +83.12% |
Dividends
STG vs. VT - Dividend Comparison
STG has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.59%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STG Sunlands Technology Group | 0.00% | 0.00% | 0.00% | 0.00% | 9.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.59% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Frequently Asked Questions
STG and VT have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STG has higher volatility (41.12%) compared to VT (4.77%). In terms of maximum drawdown, STG dropped -98.50% vs VT's -50.27%.
VT currently has the higher Sharpe Ratio (1.67 vs -0.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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