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

Correlation

The correlation between USB 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.


-0.50.00.51.00.7

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%JulyAugustSeptemberOctoberNovemberDecember
375.36%
677.31%
USB
VTI

Key characteristics

Sharpe Ratio

USB:

0.72

VTI:

2.10

Sortino Ratio

USB:

1.18

VTI:

2.80

Omega Ratio

USB:

1.14

VTI:

1.39

Calmar Ratio

USB:

0.56

VTI:

3.14

Martin Ratio

USB:

2.91

VTI:

13.44

Ulcer Index

USB:

6.24%

VTI:

2.00%

Daily Std Dev

USB:

25.37%

VTI:

12.79%

Max Drawdown

USB:

-76.08%

VTI:

-55.45%

Current Drawdown

USB:

-13.72%

VTI:

-3.03%

Returns By Period

In the year-to-date period, USB achieves a 14.64% return, which is significantly lower than VTI's 24.89% return. Over the past 10 years, USB has underperformed VTI with an annualized return of 3.92%, while VTI has yielded a comparatively higher 12.52% annualized return.


USB

YTD

14.64%

1M

-6.75%

6M

23.57%

1Y

15.32%

5Y*

-0.11%

10Y*

3.92%

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

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.


Sharpe ratio
The chart of Sharpe ratio for USB, currently valued at 0.72, compared to the broader market-4.00-2.000.002.000.722.10
The chart of Sortino ratio for USB, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.001.182.80
The chart of Omega ratio for USB, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.39
The chart of Calmar ratio for USB, currently valued at 0.56, compared to the broader market0.002.004.006.000.563.14
The chart of Martin ratio for USB, currently valued at 2.91, compared to the broader market-5.000.005.0010.0015.0020.0025.002.9113.44
USB
VTI

The current USB Sharpe Ratio is 0.72, which is lower than the VTI Sharpe Ratio of 2.10. 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.72
2.10
USB
VTI

Dividends

USB vs. VTI - Dividend Comparison

USB's dividend yield for the trailing twelve months is around 4.11%, more than VTI's 0.93% yield.


TTM20232022202120202019201820172016201520142013
USB
U.S. Bancorp
4.11%4.46%4.31%3.13%3.61%2.66%2.93%2.16%2.08%2.37%2.15%2.19%
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

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%JulyAugustSeptemberOctoberNovemberDecember
-13.72%
-3.03%
USB
VTI

Volatility

USB vs. VTI - Volatility Comparison

U.S. Bancorp (USB) has a higher volatility of 7.13% compared to Vanguard Total Stock Market ETF (VTI) at 4.00%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.13%
4.00%
USB
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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