STG vs. VTV
Compare and contrast key facts about Sunlands Technology Group (STG) and Vanguard Value ETF (VTV).
VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STG or VTV.
Key characteristics
| STG | VTV | |
|---|---|---|
| YTD Return | -32.94% | 20.35% |
| 1Y Return | 10.00% | 28.81% |
| 3Y Return (Ann) | 22.28% | 9.49% |
| 5Y Return (Ann) | -24.88% | 11.51% |
| Sharpe Ratio | 0.13 | 2.89 |
| Sortino Ratio | 0.95 | 4.05 |
| Omega Ratio | 1.14 | 1.53 |
| Calmar Ratio | 0.14 | 5.78 |
| Martin Ratio | 0.47 | 18.59 |
| Ulcer Index | 28.25% | 1.58% |
| Daily Std Dev | 104.19% | 10.17% |
| Max Drawdown | -98.23% | -59.27% |
| Current Drawdown | -94.43% | -1.36% |
Correlation
The correlation between STG and VTV is 0.07, 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
STG vs. VTV - Performance Comparison
In the year-to-date period, STG achieves a -32.94% return, which is significantly lower than VTV's 20.35% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
STG vs. VTV - Risk-Adjusted Performance 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.
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 2.24%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STG Sunlands Technology Group | 0.00% | 0.00% | 9.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTV Vanguard Value ETF | 2.24% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
STG vs. VTV - Drawdown Comparison
The maximum STG drawdown since its inception was -98.23%, 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. For additional features, visit the drawdowns tool.
Volatility
STG vs. VTV - Volatility Comparison
Sunlands Technology Group (STG) has a higher volatility of 19.62% compared to Vanguard Value ETF (VTV) at 3.64%. 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.