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TEAM vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TEAM and VTI is 0.49, 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.


-0.50.00.51.00.5

Performance

TEAM vs. VTI - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
826.06%
225.15%
TEAM
VTI

Key characteristics

Sharpe Ratio

TEAM:

0.18

VTI:

2.10

Sortino Ratio

TEAM:

0.56

VTI:

2.80

Omega Ratio

TEAM:

1.08

VTI:

1.39

Calmar Ratio

TEAM:

0.12

VTI:

3.14

Martin Ratio

TEAM:

0.31

VTI:

13.44

Ulcer Index

TEAM:

27.05%

VTI:

2.00%

Daily Std Dev

TEAM:

47.09%

VTI:

12.79%

Max Drawdown

TEAM:

-74.61%

VTI:

-55.45%

Current Drawdown

TEAM:

-43.85%

VTI:

-3.03%

Returns By Period

In the year-to-date period, TEAM achieves a 8.16% return, which is significantly lower than VTI's 24.89% return.


TEAM

YTD

8.16%

1M

1.30%

6M

58.35%

1Y

6.84%

5Y*

16.37%

10Y*

N/A

VTI

YTD

24.89%

1M

-0.60%

6M

10.03%

1Y

25.20%

5Y*

14.09%

10Y*

12.52%

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Risk-Adjusted Performance

TEAM vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Atlassian Corporation Plc (TEAM) 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.


Sharpe ratio
The chart of Sharpe ratio for TEAM, currently valued at 0.18, compared to the broader market-4.00-2.000.002.000.182.10
The chart of Sortino ratio for TEAM, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.562.80
The chart of Omega ratio for TEAM, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.39
The chart of Calmar ratio for TEAM, currently valued at 0.12, compared to the broader market0.002.004.006.000.123.14
The chart of Martin ratio for TEAM, currently valued at 0.31, compared to the broader market-5.000.005.0010.0015.0020.0025.000.3113.44
TEAM
VTI

The current TEAM Sharpe Ratio is 0.18, which is lower than the VTI Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of TEAM 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.18
2.10
TEAM
VTI

Dividends

TEAM vs. VTI - Dividend Comparison

TEAM has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 0.93%.


TTM20232022202120202019201820172016201520142013
TEAM
Atlassian Corporation Plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
0.93%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

TEAM vs. VTI - Drawdown Comparison

The maximum TEAM drawdown since its inception was -74.61%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for TEAM and VTI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-43.85%
-3.03%
TEAM
VTI

Volatility

TEAM vs. VTI - Volatility Comparison

Atlassian Corporation Plc (TEAM) has a higher volatility of 13.57% compared to Vanguard Total Stock Market ETF (VTI) at 4.00%. This indicates that TEAM'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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.57%
4.00%
TEAM
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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