VET vs. GSG
Compare and contrast key facts about Vermilion Energy Inc. (VET) and iShares S&P GSCI Commodity-Indexed Trust (GSG).
GSG is a passively managed fund by iShares that tracks the performance of the S&P GSCI Total Return Index. It was launched on Jul 21, 2006.
Performance
VET vs. GSG - Performance Comparison
Loading graphics...
VET vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VET Vermilion Energy Inc. | 66.62% | -7.09% | -19.36% | -30.14% | 42.11% | 182.92% | -71.20% | -13.36% | -37.77% | -6.89% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 39.85% | 5.93% | 8.52% | -5.51% | 24.08% | 38.77% | -23.94% | 15.62% | -13.88% | 3.89% |
Returns By Period
In the year-to-date period, VET achieves a 66.62% return, which is significantly higher than GSG's 39.85% return. Over the past 10 years, VET has underperformed GSG with an annualized return of -2.19%, while GSG has yielded a comparatively higher 9.09% annualized return.
VET
- 1D
- 1.25%
- 1M
- 29.02%
- YTD
- 66.62%
- 6M
- 79.67%
- 1Y
- 77.65%
- 3Y*
- 5.77%
- 5Y*
- 15.60%
- 10Y*
- -2.19%
GSG
- 1D
- -1.01%
- 1M
- 24.23%
- YTD
- 39.85%
- 6M
- 40.40%
- 1Y
- 41.63%
- 3Y*
- 17.03%
- 5Y*
- 17.93%
- 10Y*
- 9.09%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VET vs. GSG — Risk / Return Rank
VET
GSG
VET vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vermilion Energy Inc. (VET) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.
| VET | GSG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.41 | 1.98 | -0.57 |
Sortino ratioReturn per unit of downside risk | 2.00 | 2.66 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.36 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.32 | 3.70 | -1.37 |
Martin ratioReturn relative to average drawdown | 6.68 | 10.32 | -3.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VET | GSG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 1.98 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.82 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.04 | 0.42 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | -0.09 | +0.07 |
Correlation
The correlation between VET and GSG is 0.60, 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.
Dividends
VET vs. GSG - Dividend Comparison
VET's dividend yield for the trailing twelve months is around 2.77%, while GSG has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VET Vermilion Energy Inc. | 2.77% | 4.48% | 3.71% | 2.69% | 1.20% | 0.00% | 9.64% | 12.73% | 10.31% | 7.54% | 6.52% | 9.51% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VET vs. GSG - Drawdown Comparison
The maximum VET drawdown since its inception was -96.18%, which is greater than GSG's maximum drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for VET and GSG.
Loading graphics...
Drawdown Indicators
| VET | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.18% | -89.62% | -6.56% |
Max Drawdown (1Y)Largest decline over 1 year | -33.70% | -11.91% | -21.79% |
Max Drawdown (5Y)Largest decline over 5 years | -80.03% | -29.12% | -50.91% |
Max Drawdown (10Y)Largest decline over 10 years | -94.84% | -57.64% | -37.20% |
Current DrawdownCurrent decline from peak | -64.25% | -57.78% | -6.47% |
Average DrawdownAverage peak-to-trough decline | -46.29% | -63.77% | +17.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.73% | 4.27% | +7.46% |
Volatility
VET vs. GSG - Volatility Comparison
Vermilion Energy Inc. (VET) has a higher volatility of 17.04% compared to iShares S&P GSCI Commodity-Indexed Trust (GSG) at 11.08%. This indicates that VET's price experiences larger fluctuations and is considered to be riskier than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VET | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.04% | 11.08% | +5.96% |
Volatility (6M)Calculated over the trailing 6-month period | 33.57% | 16.24% | +17.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.47% | 21.16% | +34.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.67% | 21.97% | +30.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.76% | 21.78% | +34.98% |