UPS vs. VTI
Compare and contrast key facts about United Parcel Service, Inc. (UPS) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UPS or VTI.
Key characteristics
| UPS | VTI | |
|---|---|---|
| YTD Return | -6.15% | 4.91% |
| 1Y Return | -14.48% | 23.63% |
| 3Y Return (Ann) | -7.60% | 6.13% |
| 5Y Return (Ann) | 10.01% | 12.30% |
| 10Y Return (Ann) | 7.31% | 11.76% |
| Sharpe Ratio | -0.70 | 1.83 |
| Daily Std Dev | 23.62% | 12.05% |
| Max Drawdown | -51.69% | -55.45% |
| Current Drawdown | -31.71% | -4.58% |
Correlation
The correlation between UPS and VTI is 0.65, 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.
Performance
UPS vs. VTI - Performance Comparison
In the year-to-date period, UPS achieves a -6.15% return, which is significantly lower than VTI's 4.91% return. Over the past 10 years, UPS has underperformed VTI with an annualized return of 7.31%, while VTI has yielded a comparatively higher 11.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
UPS vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for United Parcel Service, Inc. (UPS) 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.
Dividends
UPS vs. VTI - Dividend Comparison
UPS's dividend yield for the trailing twelve months is around 4.45%, more than VTI's 1.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UPS United Parcel Service, Inc. | 4.45% | 4.12% | 3.50% | 1.90% | 2.40% | 3.28% | 3.73% | 2.79% | 2.72% | 3.03% | 2.41% | 2.36% |
VTI Vanguard Total Stock Market ETF | 1.43% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
UPS vs. VTI - Drawdown Comparison
The maximum UPS drawdown since its inception was -51.69%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for UPS and VTI. For additional features, visit the drawdowns tool.
Volatility
UPS vs. VTI - Volatility Comparison
United Parcel Service, Inc. (UPS) has a higher volatility of 6.30% compared to Vanguard Total Stock Market ETF (VTI) at 3.93%. This indicates that UPS'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.