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TOST vs. ^VIX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between TOST and ^VIX is -0.44. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.4

Performance

TOST vs. ^VIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toast, Inc. (TOST) and CBOE Volatility Index (^VIX). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-39.88%
-12.03%
TOST
^VIX

Key characteristics

Sharpe Ratio

TOST:

2.22

^VIX:

0.21

Sortino Ratio

TOST:

2.91

^VIX:

1.63

Omega Ratio

TOST:

1.37

^VIX:

1.20

Calmar Ratio

TOST:

1.45

^VIX:

0.36

Martin Ratio

TOST:

13.15

^VIX:

0.80

Ulcer Index

TOST:

8.30%

^VIX:

38.55%

Daily Std Dev

TOST:

49.21%

^VIX:

143.98%

Max Drawdown

TOST:

-80.56%

^VIX:

-88.70%

Current Drawdown

TOST:

-42.38%

^VIX:

-77.80%

Returns By Period

In the year-to-date period, TOST achieves a 105.81% return, which is significantly higher than ^VIX's 47.47% return.


TOST

YTD

105.81%

1M

-11.28%

6M

47.14%

1Y

107.17%

5Y*

N/A

10Y*

N/A

^VIX

YTD

47.47%

1M

6.99%

6M

39.09%

1Y

34.51%

5Y*

7.69%

10Y*

2.10%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TOST vs. ^VIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Toast, Inc. (TOST) and CBOE Volatility Index (^VIX). 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 TOST, currently valued at 2.42, compared to the broader market-4.00-2.000.002.002.420.21
The chart of Sortino ratio for TOST, currently valued at 3.10, compared to the broader market-4.00-2.000.002.004.003.101.63
The chart of Omega ratio for TOST, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.20
The chart of Calmar ratio for TOST, currently valued at 1.57, compared to the broader market0.002.004.006.001.570.46
The chart of Martin ratio for TOST, currently valued at 14.11, compared to the broader market-5.000.005.0010.0015.0020.0025.0014.110.80
TOST
^VIX

The current TOST Sharpe Ratio is 2.22, which is higher than the ^VIX Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of TOST and ^VIX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.42
0.21
TOST
^VIX

Drawdowns

TOST vs. ^VIX - Drawdown Comparison

The maximum TOST drawdown since its inception was -80.56%, smaller than the maximum ^VIX drawdown of -88.70%. Use the drawdown chart below to compare losses from any high point for TOST and ^VIX. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-42.38%
-52.40%
TOST
^VIX

Volatility

TOST vs. ^VIX - Volatility Comparison

The current volatility for Toast, Inc. (TOST) is 14.34%, while CBOE Volatility Index (^VIX) has a volatility of 68.03%. This indicates that TOST experiences smaller price fluctuations and is considered to be less risky than ^VIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
14.34%
68.03%
TOST
^VIX
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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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