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

Correlation

The correlation between USB and VTI is 0.66, 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

USB vs. VTI - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
304.94%
622.23%
USB
VTI

Key characteristics

Sharpe Ratio

USB:

0.07

VTI:

0.47

Sortino Ratio

USB:

0.30

VTI:

0.80

Omega Ratio

USB:

1.04

VTI:

1.12

Calmar Ratio

USB:

0.06

VTI:

0.49

Martin Ratio

USB:

0.19

VTI:

1.99

Ulcer Index

USB:

10.57%

VTI:

4.76%

Daily Std Dev

USB:

29.30%

VTI:

20.05%

Max Drawdown

USB:

-76.08%

VTI:

-55.45%

Current Drawdown

USB:

-26.50%

VTI:

-10.40%

Returns By Period

In the year-to-date period, USB achieves a -15.54% return, which is significantly lower than VTI's -6.29% return. Over the past 10 years, USB has underperformed VTI with an annualized return of 2.79%, while VTI has yielded a comparatively higher 11.43% annualized return.


USB

YTD

-15.54%

1M

-6.55%

6M

-14.49%

1Y

1.63%

5Y*

6.68%

10Y*

2.79%

VTI

YTD

-6.29%

1M

-2.99%

6M

-4.58%

1Y

8.93%

5Y*

15.18%

10Y*

11.43%

*Annualized

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Risk-Adjusted Performance

USB vs. VTI — Risk-Adjusted Performance Rank

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

USB
The Risk-Adjusted Performance Rank of USB is 5151
Overall Rank
The Sharpe Ratio Rank of USB is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of USB is 4646
Sortino Ratio Rank
The Omega Ratio Rank of USB is 4646
Omega Ratio Rank
The Calmar Ratio Rank of USB is 5555
Calmar Ratio Rank
The Martin Ratio Rank of USB is 5555
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.

USB vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Bancorp (USB) 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 USB, currently valued at 0.07, compared to the broader market-2.00-1.000.001.002.003.00
USB: 0.07
VTI: 0.47
The chart of Sortino ratio for USB, currently valued at 0.30, compared to the broader market-6.00-4.00-2.000.002.004.00
USB: 0.30
VTI: 0.80
The chart of Omega ratio for USB, currently valued at 1.04, compared to the broader market0.501.001.502.00
USB: 1.04
VTI: 1.12
The chart of Calmar ratio for USB, currently valued at 0.06, compared to the broader market0.001.002.003.004.005.00
USB: 0.06
VTI: 0.49
The chart of Martin ratio for USB, currently valued at 0.19, compared to the broader market-5.000.005.0010.0015.0020.00
USB: 0.19
VTI: 1.99

The current USB Sharpe Ratio is 0.07, which is lower than the VTI Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of USB 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.07
0.47
USB
VTI

Dividends

USB vs. VTI - Dividend Comparison

USB's dividend yield for the trailing twelve months is around 4.98%, more than VTI's 1.39% yield.


TTM20242023202220212020201920182017201620152014
USB
U.S. Bancorp
4.98%4.14%4.46%4.31%3.13%3.61%2.66%2.93%2.16%2.08%2.37%2.15%
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

USB vs. VTI - Drawdown Comparison

The maximum USB drawdown since its inception was -76.08%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for USB and VTI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.50%
-10.40%
USB
VTI

Volatility

USB vs. VTI - Volatility Comparison

U.S. Bancorp (USB) has a higher volatility of 16.56% compared to Vanguard Total Stock Market ETF (VTI) at 14.83%. This indicates that USB'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
16.56%
14.83%
USB
VTI