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

Correlation

The correlation between TXT and VTI is 0.67, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

TXT vs. VTI - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
202.17%
622.23%
TXT
VTI

Key characteristics

Sharpe Ratio

TXT:

-0.97

VTI:

0.47

Sortino Ratio

TXT:

-1.25

VTI:

0.80

Omega Ratio

TXT:

0.83

VTI:

1.12

Calmar Ratio

TXT:

-0.75

VTI:

0.49

Martin Ratio

TXT:

-1.89

VTI:

1.99

Ulcer Index

TXT:

14.85%

VTI:

4.76%

Daily Std Dev

TXT:

29.08%

VTI:

20.05%

Max Drawdown

TXT:

-94.72%

VTI:

-55.45%

Current Drawdown

TXT:

-29.38%

VTI:

-10.40%

Returns By Period

In the year-to-date period, TXT achieves a -10.53% return, which is significantly lower than VTI's -6.29% return. Over the past 10 years, TXT has underperformed VTI with an annualized return of 4.64%, while VTI has yielded a comparatively higher 11.43% annualized return.


TXT

YTD

-10.53%

1M

-9.11%

6M

-16.87%

1Y

-20.83%

5Y*

19.65%

10Y*

4.64%

VTI

YTD

-6.29%

1M

-2.99%

6M

-4.58%

1Y

8.93%

5Y*

15.18%

10Y*

11.43%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

TXT vs. VTI — Risk-Adjusted Performance Rank

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

TXT
The Risk-Adjusted Performance Rank of TXT is 66
Overall Rank
The Sharpe Ratio Rank of TXT is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of TXT is 99
Sortino Ratio Rank
The Omega Ratio Rank of TXT is 99
Omega Ratio Rank
The Calmar Ratio Rank of TXT is 77
Calmar Ratio Rank
The Martin Ratio Rank of TXT is 22
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 5858
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.

TXT vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Textron Inc. (TXT) 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 chart of Sharpe ratio for TXT, currently valued at -0.97, compared to the broader market-2.00-1.000.001.002.003.00
TXT: -0.97
VTI: 0.47
The chart of Sortino ratio for TXT, currently valued at -1.25, compared to the broader market-6.00-4.00-2.000.002.004.00
TXT: -1.25
VTI: 0.80
The chart of Omega ratio for TXT, currently valued at 0.83, compared to the broader market0.501.001.502.00
TXT: 0.83
VTI: 1.12
The chart of Calmar ratio for TXT, currently valued at -0.75, compared to the broader market0.001.002.003.004.005.00
TXT: -0.75
VTI: 0.49
The chart of Martin ratio for TXT, currently valued at -1.89, compared to the broader market-5.000.005.0010.0015.0020.00
TXT: -1.89
VTI: 1.99

The current TXT Sharpe Ratio is -0.97, which is lower than the VTI Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of TXT 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.97
0.47
TXT
VTI

Dividends

TXT vs. VTI - Dividend Comparison

TXT's dividend yield for the trailing twelve months is around 0.12%, less than VTI's 1.39% yield.


TTM20242023202220212020201920182017201620152014
TXT
Textron Inc.
0.12%0.10%0.10%0.11%0.10%0.17%0.18%0.17%0.14%0.16%0.19%0.19%
VTI
Vanguard Total Stock Market ETF
1.39%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

TXT vs. VTI - Drawdown Comparison

The maximum TXT drawdown since its inception was -94.72%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for TXT and VTI. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-29.38%
-10.40%
TXT
VTI

Volatility

TXT vs. VTI - Volatility Comparison

Textron Inc. (TXT) has a higher volatility of 17.24% compared to Vanguard Total Stock Market ETF (VTI) at 14.83%. This indicates that TXT'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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.24%
14.83%
TXT
VTI