STLD vs. VTI
Compare and contrast key facts about Steel Dynamics, Inc. (STLD) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STLD or VTI.
Key characteristics
| STLD | VTI | |
|---|---|---|
| YTD Return | 13.85% | 6.51% |
| 1Y Return | 30.32% | 25.00% |
| 3Y Return (Ann) | 36.81% | 6.54% |
| 5Y Return (Ann) | 36.65% | 12.69% |
| 10Y Return (Ann) | 24.95% | 11.96% |
| Sharpe Ratio | 1.14 | 2.26 |
| Daily Std Dev | 29.20% | 12.08% |
| Max Drawdown | -87.05% | -55.45% |
| Current Drawdown | -10.20% | -3.12% |
Correlation
The correlation between STLD and VTI is 0.56, 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.
Performance
STLD vs. VTI - Performance Comparison
In the year-to-date period, STLD achieves a 13.85% return, which is significantly higher than VTI's 6.51% return. Over the past 10 years, STLD has outperformed VTI with an annualized return of 24.95%, while VTI has yielded a comparatively lower 11.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
STLD vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Steel Dynamics, Inc. (STLD) 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.
Dividends
STLD vs. VTI - Dividend Comparison
STLD's dividend yield for the trailing twelve months is around 1.29%, less than VTI's 1.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STLD Steel Dynamics, Inc. | 1.29% | 1.44% | 1.39% | 1.68% | 2.71% | 2.82% | 2.50% | 1.44% | 1.57% | 3.08% | 2.33% | 2.25% |
VTI Vanguard Total Stock Market ETF | 1.40% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
STLD vs. VTI - Drawdown Comparison
The maximum STLD drawdown since its inception was -87.05%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for STLD and VTI. For additional features, visit the drawdowns tool.
Volatility
STLD vs. VTI - Volatility Comparison
Steel Dynamics, Inc. (STLD) has a higher volatility of 6.19% compared to Vanguard Total Stock Market ETF (VTI) at 3.67%. This indicates that STLD'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.