STN vs. VOT

Last updated Jul 2, 2026

STN (Stantec Inc) is a stock, while VOT (Vanguard Mid-Cap Growth ETF) is Mid Cap Growth Equities fund tracking the CRSP US Mid Cap Growth Index. Over the past 10 years, STN returned 12.18%/yr vs 12.31%/yr for VOT. At a 0.47 correlation, their price movements are largely independent.

Performance

STN vs. VOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stantec Inc (STN) and Vanguard Mid-Cap Growth ETF (VOT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STN achieves a -27.91% return, which is significantly lower than VOT's 9.24% return. Both investments have delivered pretty close results over the past 10 years, with STN having a 12.18% annualized return and VOT not far ahead at 12.31%.

STN

• 1D: -1.87%
• 1M: -11.24%
• YTD: -27.91%
• 6M: -27.91%
• 1Y: -37.09%
• 3Y*: 2.06%
• 5Y*: 9.28%
• 10Y*: 12.18%

VOT

• 1D: -0.78%
• 1M: 0.95%
• YTD: 9.24%
• 6M: 9.24%
• 1Y: 8.09%
• 3Y*: 14.68%
• 5Y*: 5.77%
• 10Y*: 12.31%

*Multi-year figures are annualized to reflect compound growth (CAGR)

STN vs. VOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STN Stantec Inc	-27.91%	21.08%	-1.44%	68.90%	-13.76%	75.67%	16.56%	31.83%	-20.43%	12.80%
VOT Vanguard Mid-Cap Growth ETF	9.24%	10.72%	16.38%	23.10%	-28.87%	20.50%	34.50%	33.76%	-5.56%	21.80%

Correlation

The correlation between STN and VOT is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.55
Correlation (10Y) Calculated over the trailing 10-year period	0.48
Correlation (All Time) Calculated using the full available price history since Aug 25, 2006	0.47

The correlation between STN and VOT has been stable across timeframes, ranging from 0.47 to 0.55 - a consistent structural relationship.

Return for Risk

STN vs. VOT — Risk / Return Rank

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

STN

STN Risk / Return Rank: 3
STN Sharpe Ratio Rank: 2
STN Sortino Ratio Rank: 4
STN Omega Ratio Rank: 4
STN Calmar Ratio Rank: 5
STN Martin Ratio Rank: 1

VOT

VOT Risk / Return Rank: 16
VOT Sharpe Ratio Rank: 17
VOT Sortino Ratio Rank: 16
VOT Omega Ratio Rank: 16
VOT Calmar Ratio Rank: 15
VOT Martin Ratio Rank: 17

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STN vs. VOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stantec Inc (STN) and Vanguard Mid-Cap Growth ETF (VOT). 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.

	STN	VOT	Difference
Sharpe ratio: Return per unit of total volatility	-1.31	0.48	-1.79
Sortino ratio: Return per unit of downside risk	-1.82	0.78	-2.60
Omega ratio: Gain probability vs. loss probability	0.77	1.09	-0.33
Calmar ratio: Return relative to maximum drawdown	-0.93	0.51	-1.44
Martin ratio: Return relative to average drawdown	-2.02	1.51	-3.54

STN vs. VOT - Sharpe Ratio Comparison

The current STN Sharpe Ratio is -1.31, which is lower than the VOT Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of STN and VOT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

STN vs. VOT - Drawdown Comparison

The maximum STN drawdown since its inception was -67.42%, which is greater than VOT's maximum drawdown of -60.16%. Use the drawdown chart below to compare losses from any high point for STN and VOT.

Drawdown Indicators

	STN	VOT	Difference
Max Drawdown Largest peak-to-trough decline	-67.42%	-60.16%	-7.26%
Max Drawdown (1Y) Largest decline over 1 year	-40.15%	-15.96%	-24.19%
Max Drawdown (3Y) Largest decline over 3 years	-40.15%	-21.77%	-18.38%
Max Drawdown (5Y) Largest decline over 5 years	-40.15%	-37.19%	-2.96%
Max Drawdown (10Y) Largest decline over 10 years	-40.15%	-37.19%	-2.96%
Current Drawdown Current decline from peak	-40.07%	-0.78%	-39.29%
Average Drawdown Average peak-to-trough decline	-17.17%	-9.93%	-7.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.35%	5.35%	+13.00%

Volatility

STN vs. VOT - Volatility Comparison

Stantec Inc (STN) has a higher volatility of 7.97% compared to Vanguard Mid-Cap Growth ETF (VOT) at 7.19%. This indicates that STN's price experiences larger fluctuations and is considered to be riskier than VOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STN	VOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.97%	7.19%	+0.78%
Volatility (6M) Calculated over the trailing 6-month period	24.48%	13.85%	+10.63%
Volatility (1Y) Calculated over the trailing 1-year period	28.34%	16.94%	+11.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.38%	21.55%	+3.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.56%	21.01%	+4.55%

Dividends

STN vs. VOT - Dividend Comparison

STN's dividend yield for the trailing twelve months is around 1.17%, more than VOT's 0.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
STN Stantec Inc	1.17%	0.69%	0.78%	0.79%	1.14%	1.17%	1.42%	1.55%	1.91%	1.79%	1.78%	1.69%
VOT Vanguard Mid-Cap Growth ETF	0.60%	0.64%	0.67%	0.71%	0.78%	0.34%	0.56%	0.78%	0.84%	0.72%	0.81%	0.81%

Frequently Asked Questions

Can I hold both STN and VOT in my portfolio?

STN and VOT have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STN or VOT?

STN has higher volatility (7.97%) compared to VOT (7.19%). In terms of maximum drawdown, STN dropped -67.42% vs VOT's -60.16%.

Which has better risk-adjusted returns?

VOT currently has the higher Sharpe Ratio (0.48 vs -1.31), 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.