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

Correlation

The correlation between VGR and VTI is 0.45, 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.


-0.50.00.51.00.4

Performance

VGR vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vector Group Ltd. (VGR) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
25.02%
8.91%
VGR
VTI

Key characteristics

Returns By Period


VGR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VTI

YTD

2.20%

1M

1.32%

6M

8.83%

1Y

25.31%

5Y*

13.72%

10Y*

12.82%

*Annualized

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Risk-Adjusted Performance

VGR vs. VTI — Risk-Adjusted Performance Rank

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

VGR
The Risk-Adjusted Performance Rank of VGR is 8484
Overall Rank
The Sharpe Ratio Rank of VGR is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VGR is 8383
Sortino Ratio Rank
The Omega Ratio Rank of VGR is 8484
Omega Ratio Rank
The Calmar Ratio Rank of VGR is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VGR is 8585
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 8181
Overall Rank
The Sharpe Ratio Rank of VTI is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 7878
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VGR vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vector Group Ltd. (VGR) 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 VGR, currently valued at 1.83, compared to the broader market-2.000.002.004.001.832.14
The chart of Sortino ratio for VGR, currently valued at 2.86, compared to the broader market-4.00-2.000.002.004.002.862.83
The chart of Omega ratio for VGR, currently valued at 1.53, compared to the broader market0.501.001.502.001.531.39
The chart of Calmar ratio for VGR, currently valued at 1.83, compared to the broader market0.002.004.006.001.833.26
The chart of Martin ratio for VGR, currently valued at 10.54, compared to the broader market-10.000.0010.0020.0030.0010.5413.03
VGR
VTI


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.83
2.14
VGR
VTI

Dividends

VGR vs. VTI - Dividend Comparison

VGR has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.24%.


TTM20242023202220212020201920182017201620152014
VGR
Vector Group Ltd.
4.00%4.00%7.09%6.75%4.94%6.87%11.66%16.05%6.98%6.87%6.62%7.33%
VTI
Vanguard Total Stock Market ETF
1.24%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

VGR vs. VTI - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.13%
-1.75%
VGR
VTI

Volatility

VGR vs. VTI - Volatility Comparison

The current volatility for Vector Group Ltd. (VGR) is 0.00%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 5.14%. This indicates that VGR experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember20250
5.14%
VGR
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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