VFS vs. ^GSPC

Last updated Apr 1, 2026

Compare and contrast key facts about VinFast Auto Ltd (VFS) and S&P 500 Index (^GSPC).

Performance

VFS vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VinFast Auto Ltd (VFS) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

VFS vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
VFS VinFast Auto Ltd	15.27%	-17.12%	-51.85%	-16.30%	3.20%	-1.09%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	5.45%

Returns By Period

In the year-to-date period, VFS achieves a 15.27% return, which is significantly higher than ^GSPC's -3.95% return.

VFS

• 1D: 6.65%
• 1M: 19.57%
• YTD: 15.27%
• 6M: 20.12%
• 1Y: 19.57%
• 3Y*: -27.90%
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VFS vs. ^GSPC — Risk / Return Rank

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

VFS

VFS Risk / Return Rank: 57
VFS Sharpe Ratio Rank: 62
VFS Sortino Ratio Rank: 57
VFS Omega Ratio Rank: 54
VFS Calmar Ratio Rank: 54
VFS Martin Ratio Rank: 55

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VFS vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VinFast Auto Ltd (VFS) and S&P 500 Index (^GSPC). 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.

	VFS	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.56	0.92	-0.36
Sortino ratio Return per unit of downside risk	1.05	1.41	-0.37
Omega ratio Gain probability vs. loss probability	1.13	1.21	-0.09
Calmar ratio Return relative to maximum drawdown	0.54	1.41	-0.87
Martin ratio Return relative to average drawdown	1.29	6.61	-5.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VFS vs. ^GSPC - Sharpe Ratio Comparison

The current VFS Sharpe Ratio is 0.56, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of VFS and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VFS	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.56	0.92	-0.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.12	0.46	-0.58

Correlation

The correlation between VFS and ^GSPC is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

VFS vs. ^GSPC - Drawdown Comparison

The maximum VFS drawdown since its inception was -97.06%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for VFS and ^GSPC.

Drawdown Indicators

	VFS	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-97.06%	-56.78%	-40.28%
Max Drawdown (1Y) Largest decline over 1 year	-25.07%	-12.14%	-12.93%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-95.32%	-5.78%	-89.54%
Average Drawdown Average peak-to-trough decline	-53.97%	-10.75%	-43.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.50%	2.60%	+7.90%

Volatility

VFS vs. ^GSPC - Volatility Comparison

VinFast Auto Ltd (VFS) has a higher volatility of 13.90% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that VFS's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VFS	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.90%	5.37%	+8.53%
Volatility (6M) Calculated over the trailing 6-month period	26.31%	9.55%	+16.76%
Volatility (1Y) Calculated over the trailing 1-year period	38.60%	18.33%	+20.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	153.38%	16.90%	+136.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	153.38%	18.05%	+135.33%