VFS vs. ^GSPC

Last updated Jun 24, 2026

VFS (VinFast Auto Ltd) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 3 years, VFS returned -32.62%/yr vs 19.20%/yr for ^GSPC. At a 0.14 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, VFS achieves a -5.39% return, which is significantly lower than ^GSPC's 7.60% return.

VFS

• 1D: 2.60%
• 1M: -11.48%
• YTD: -5.39%
• 6M: -8.93%
• 1Y: -7.60%
• 3Y*: -32.62%
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: -1.44%
• 1M: -1.45%
• YTD: 7.60%
• 6M: 6.59%
• 1Y: 22.24%
• 3Y*: 19.20%
• 5Y*: 11.54%
• 10Y*: 13.71%

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

VFS vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
VFS VinFast Auto Ltd	-5.39%	-17.12%	-51.85%	-16.30%	3.20%	-2.42%
^GSPC S&P 500 Index	7.60%	16.39%	23.31%	24.23%	-19.44%	5.09%

Correlation

The correlation between VFS and ^GSPC is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (All Time) Calculated using the full available price history since Sep 7, 2021	0.14

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: 33
VFS Sharpe Ratio Rank: 34
VFS Sortino Ratio Rank: 31
VFS Omega Ratio Rank: 31
VFS Calmar Ratio Rank: 36
VFS Martin Ratio Rank: 33

^GSPC

^GSPC Risk / Return Rank: 61
^GSPC Sharpe Ratio Rank: 58
^GSPC Sortino Ratio Rank: 57
^GSPC Omega Ratio Rank: 62
^GSPC Calmar Ratio Rank: 57
^GSPC Martin Ratio Rank: 72

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VFS	^GSPC	Difference
Sharpe ratio: Return per unit of total volatility	-0.20	1.78	-1.98
Sortino ratio: Return per unit of downside risk	-0.02	2.44	-2.46
Omega ratio: Gain probability vs. loss probability	1.00	1.32	-0.32
Calmar ratio: Return relative to maximum drawdown	-0.21	2.46	-2.67
Martin ratio: Return relative to average drawdown	-0.53	10.92	-11.45

VFS vs. ^GSPC - Sharpe Ratio Comparison

The current VFS Sharpe Ratio is -0.20, which is lower than the ^GSPC Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of VFS and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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	-36.13%	-9.10%	-27.03%
Max Drawdown (3Y) Largest decline over 3 years	-97.06%	-18.90%	-78.16%
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	-96.16%	-3.21%	-92.95%
Average Drawdown Average peak-to-trough decline	-56.19%	-10.71%	-45.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.42%	2.04%	+12.38%

Volatility

VFS vs. ^GSPC - Volatility Comparison

VinFast Auto Ltd (VFS) has a higher volatility of 8.55% compared to S&P 500 Index (^GSPC) at 4.89%. 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	8.55%	4.89%	+3.66%
Volatility (6M) Calculated over the trailing 6-month period	30.48%	9.93%	+20.55%
Volatility (1Y) Calculated over the trailing 1-year period	38.63%	12.57%	+26.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	150.05%	17.00%	+133.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	150.05%	18.08%	+131.97%

Frequently Asked Questions

Can I hold both VFS and ^GSPC in my portfolio?

VFS and ^GSPC have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VFS or ^GSPC?

VFS has higher volatility (8.55%) compared to ^GSPC (4.89%). In terms of maximum drawdown, VFS dropped -97.06% vs ^GSPC's -56.78%.

Which has better risk-adjusted returns?

^GSPC currently has the higher Sharpe Ratio (1.78 vs -0.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.