VFS vs. STLA

Last updated Aug 1, 2026

VFS (VinFast Auto Ltd) and STLA (Stellantis N.V.) are both stocks. Both operate in the Auto Manufacturers industry within the Consumer Cyclical sector. Over the past 3 years, VFS returned -34.39%/yr vs -28.62%/yr for STLA. Their 0.14 correlation means their historical movements had little consistent relationship.

Performance

VFS vs. STLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VinFast Auto Ltd (VFS) and Stellantis N.V. (STLA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VFS achieves a -6.89% return, which is significantly higher than STLA's -47.11% return.

VFS

• 1D: 0.32%
• 1M: 1.30%
• 6M: -5.76%
• YTD: -6.89%
• 1Y: -8.26%
• 3Y*: -34.39%
• 5Y*: —
• 10Y*: —
• ALL TIME*: -21.11%

STLA

• 1D: -1.71%
• 1M: -0.86%
• 6M: -41.64%
• YTD: -47.11%
• 1Y: -34.47%
• 3Y*: -28.62%
• 5Y*: -14.77%
• 10Y*: —
• ALL TIME*: -11.20%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
STLA Stellantis N.V.	$135.04M	$121.82M	$126.73M
VFS VinFast Auto Ltd	$1.27M	$1.27M	$1.68M

VFS vs. STLA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
VFS VinFast Auto Ltd	-6.89%	-17.12%	-51.85%	-16.30%	3.20%	-2.42%
STLA Stellantis N.V.	-47.11%	-0.80%	-40.21%	79.15%	-18.23%	-7.50%

Correlation

The correlation between VFS and STLA is 0.23, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.23
Correlation (3Y) Balances recent behavior with more history.	0.19
Correlation (All Time) Calculated using the full available price history since Sep 7, 2021	0.14

Fundamentals

Market Cap VFS : $7.28B STLA : $16.69B
EPS VFS : -₫45.99K STLA : -€0.44
PS Ratio VFS : 1.96 STLA : 0.08
Total Revenue (TTM) VFS : ₫97.36T STLA : €186.57B
Gross Profit (TTM) VFS : -₫49.82T STLA : €86.70B
EBITDA (TTM) VFS : -₫75.40T STLA : €3.43B

Return for Risk

VFS vs. STLA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VFS

VFS Risk / Return Rank: 34
VFS Sharpe Ratio Rank: 34
VFS Sortino Ratio Rank: 31
VFS Omega Ratio Rank: 31
VFS Calmar Ratio Rank: 37
VFS Martin Ratio Rank: 34

STLA

STLA Risk / Return Rank: 16
STLA Sharpe Ratio Rank: 13
STLA Sortino Ratio Rank: 16
STLA Omega Ratio Rank: 16
STLA Calmar Ratio Rank: 21
STLA Martin Ratio Rank: 17

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VFS vs. STLA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VinFast Auto Ltd (VFS) and Stellantis N.V. (STLA). 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	STLA	Difference
Sharpe ratio: Return per unit of total volatility	-0.23	-0.71	+0.48
Sortino ratio: Return per unit of downside risk	-0.07	-0.79	+0.72
Omega ratio: Gain probability vs. loss probability	0.99	0.90	+0.09
Calmar ratio: Return relative to maximum drawdown	-0.23	-0.63	+0.40
Martin ratio: Return relative to average drawdown	-0.54	-1.17	+0.63

VFS vs. STLA - Sharpe Ratio Comparison

The current VFS Sharpe Ratio is -0.23, which is higher than the STLA Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of VFS and STLA, 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. STLA - Drawdown Comparison

The maximum VFS drawdown since its inception was -97.06%, which is greater than STLA's maximum drawdown of -76.97%. Use the drawdown chart below to compare losses from any high point for VFS and STLA.

Drawdown Indicators

	VFS	STLA	Difference
Max Drawdown Largest peak-to-trough decline	-97.06%	-76.97%	-20.09%
Max Drawdown (1Y) Largest decline over 1 year	-40.13%	-56.02%	+15.89%
Max Drawdown (3Y) Largest decline over 3 years	-97.06%	-76.97%	-20.09%
Max Drawdown (5Y) Largest decline over 5 years	—	-76.97%	—
Current Drawdown Current decline from peak	-96.22%	-75.12%	-21.10%
Average Drawdown Average peak-to-trough decline	-57.07%	-30.20%	-26.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.96%	30.25%	-13.29%

Volatility

VFS vs. STLA - Volatility Comparison

VinFast Auto Ltd (VFS) and Stellantis N.V. (STLA) have volatilities of 10.62% and 10.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VFS	STLA	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.62%	10.19%	+0.43%
Volatility (6M) Calculated over the trailing 6-month period	31.20%	40.78%	-9.58%
Volatility (1Y) Calculated over the trailing 1-year period	39.06%	49.85%	-10.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	148.48%	42.27%	+106.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	148.48%	41.41%	+107.07%

Dividends

VFS vs. STLA - Dividend Comparison

Neither VFS nor STLA has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
STLA Stellantis N.V.	0.00%	14.26%	12.66%	6.32%	7.90%	2.66%
VFS VinFast Auto Ltd	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both VFS and STLA in my portfolio?

VFS and STLA have a correlation of 0.23, 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 STLA?

VFS has higher volatility (10.62%) compared to STLA (10.19%). In terms of maximum drawdown, VFS dropped -97.06% vs STLA's -76.97%.

Which has better risk-adjusted returns?

VFS currently has the higher Sharpe Ratio (-0.23 vs -0.71), 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.