STG vs. VTV
STG (Sunlands Technology Group) is a stock, while VTV (Vanguard Value ETF) is Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Over the past 5 years, STG returned -12.77%/yr vs 12.29%/yr for VTV. Their 0.07 correlation means their historical movements had little consistent relationship.
Performance
STG vs. VTV - Performance Comparison
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Returns By Period
In the year-to-date period, STG achieves a -44.43% return, which is significantly lower than VTV's 16.37% return.
STG
- 1D
- -3.09%
- 1M
- -18.97%
- 6M
- -33.42%
- YTD
- -44.43%
- 1Y
- -56.48%
- 3Y*
- -12.96%
- 5Y*
- -12.77%
- 10Y*
- —
- ALL TIME*
- -36.40%
VTV
- 1D
- -0.27%
- 1M
- 0.36%
- 6M
- 11.27%
- YTD
- 16.37%
- 1Y
- 27.94%
- 3Y*
- 17.12%
- 5Y*
- 12.29%
- 10Y*
- 12.57%
- ALL TIME*
- 9.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $19.21K | $25.84K | $2.64M | |
| $688.19M | $688.42M | $619.05M |
STG vs. VTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
STG Sunlands Technology Group | -44.43% | 4.78% | -44.44% | 39.51% | 67.03% | -63.67% | -57.59% | -15.46% | -76.79% |
VTV Vanguard Value ETF | 16.37% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -2.67% |
Correlation
The correlation between STG and VTV is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.05 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2018 | 0.07 |
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Return for Risk
STG vs. VTV — Risk / Return Rank
STG
VTV
STG vs. VTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sunlands Technology Group (STG) 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.
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 | VTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.04 | ||
| Sortino ratioReturn per unit of downside risk | -4.11 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.47 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | 4.24 | -5.09 |
| Martin ratioReturn relative to average drawdown | -1.23 | 16.42 | -17.65 |
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Drawdowns
STG vs. VTV - Drawdown Comparison
The maximum STG drawdown since its inception was -98.50%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for STG and VTV.
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Drawdown Indicators
| STG | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.50% | -59.27% | -39.23% |
Max Drawdown (1Y)Largest decline over 1 year | -75.96% | -6.35% | -69.61% |
Max Drawdown (3Y)Largest decline over 3 years | -81.51% | -14.52% | -66.99% |
Max Drawdown (5Y)Largest decline over 5 years | -82.68% | -17.04% | -65.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.78% | — |
Current DrawdownCurrent decline from peak | -97.72% | -1.36% | -96.36% |
Average DrawdownAverage peak-to-trough decline | -87.66% | -7.82% | -79.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.32% | 1.64% | +50.68% |
Volatility
STG vs. VTV - Volatility Comparison
Sunlands Technology Group (STG) has a higher volatility of 16.88% compared to Vanguard Value ETF (VTV) at 2.62%. This indicates that STG's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STG | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.88% | 2.62% | +14.26% |
Volatility (6M)Calculated over the trailing 6-month period | 105.54% | 7.72% | +97.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 151.54% | 10.36% | +141.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 111.50% | 13.82% | +97.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 100.05% | 16.61% | +83.44% |
Dividends
STG vs. VTV - Dividend Comparison
STG has not paid dividends to shareholders, while VTV's dividend yield for the trailing twelve months is around 1.86%.
| 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% |
VTV Vanguard Value ETF | 1.86% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
Frequently Asked Questions
STG and VTV have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STG has higher volatility (16.88%) compared to VTV (2.62%). In terms of maximum drawdown, STG dropped -98.50% vs VTV's -59.27%.
VTV currently has the higher Sharpe Ratio (2.62 vs -0.43), 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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