PortfoliosLab logo
SYPR vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SYPR and VTI is 0.17, 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

SYPR vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sypris Solutions, Inc. (SYPR) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

SYPR:

0.34

VTI:

0.68

Sortino Ratio

SYPR:

1.53

VTI:

0.98

Omega Ratio

SYPR:

1.19

VTI:

1.14

Calmar Ratio

SYPR:

0.35

VTI:

0.63

Martin Ratio

SYPR:

1.14

VTI:

2.36

Ulcer Index

SYPR:

29.84%

VTI:

5.17%

Daily Std Dev

SYPR:

94.20%

VTI:

20.37%

Max Drawdown

SYPR:

-98.93%

VTI:

-55.45%

Current Drawdown

SYPR:

-94.25%

VTI:

-4.03%

Returns By Period

In the year-to-date period, SYPR achieves a 10.67% return, which is significantly higher than VTI's 0.38% return. Over the past 10 years, SYPR has underperformed VTI with an annualized return of 2.23%, while VTI has yielded a comparatively higher 12.13% annualized return.


SYPR

YTD

10.67%

1M

20.86%

6M

26.28%

1Y

32.21%

3Y*

-2.72%

5Y*

23.03%

10Y*

2.23%

VTI

YTD

0.38%

1M

6.25%

6M

-2.68%

1Y

13.67%

3Y*

13.71%

5Y*

15.23%

10Y*

12.13%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Sypris Solutions, Inc.

Vanguard Total Stock Market ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SYPR vs. VTI — Risk-Adjusted Performance Rank

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

SYPR
The Risk-Adjusted Performance Rank of SYPR is 6969
Overall Rank
The Sharpe Ratio Rank of SYPR is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SYPR is 7777
Sortino Ratio Rank
The Omega Ratio Rank of SYPR is 7474
Omega Ratio Rank
The Calmar Ratio Rank of SYPR is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SYPR is 6565
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5959
Overall Rank
The Sharpe Ratio Rank of VTI is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SYPR vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sypris Solutions, Inc. (SYPR) 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.


The current SYPR Sharpe Ratio is 0.34, which is lower than the VTI Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of SYPR and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SYPR vs. VTI - Dividend Comparison

SYPR has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.29%.


TTM20242023202220212020201920182017201620152014
SYPR
Sypris Solutions, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.01%
VTI
Vanguard Total Stock Market ETF
1.29%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

SYPR vs. VTI - Drawdown Comparison

The maximum SYPR drawdown since its inception was -98.93%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SYPR and VTI.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SYPR vs. VTI - Volatility Comparison

Sypris Solutions, Inc. (SYPR) has a higher volatility of 25.59% compared to Vanguard Total Stock Market ETF (VTI) at 4.90%. This indicates that SYPR'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.


Loading data...