VIA vs. VIG

Last updated Apr 1, 2026

Compare and contrast key facts about Via Renewables, Inc. (VIA) and Vanguard Dividend Appreciation ETF (VIG).

VIG is a passively managed fund by Vanguard that tracks the performance of the NASDAQ US Dividend Achievers Select Index. It was launched on Dec 19, 2013.

Performance

VIA vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Via Renewables, Inc. (VIA) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

VIA vs. VIG - Yearly Performance Comparison

	2026 (YTD)	2025
VIA Via Renewables, Inc.	-48.29%	-41.41%
VIG Vanguard Dividend Appreciation ETF	-1.77%	2.75%

Returns By Period

In the year-to-date period, VIA achieves a -48.29% return, which is significantly lower than VIG's -1.77% return.

VIA

• 1D: 7.68%
• 1M: -12.69%
• YTD: -48.29%
• 6M: -68.80%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VIG

• 1D: 2.07%
• 1M: -5.18%
• YTD: -1.77%
• 6M: 0.45%
• 1Y: 12.67%
• 3Y*: 13.80%
• 5Y*: 9.76%
• 10Y*: 12.25%

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

Return for Risk

VIA vs. VIG — Risk / Return Rank

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

VIG

VIG Risk / Return Rank: 55
VIG Sharpe Ratio Rank: 50
VIG Sortino Ratio Rank: 52
VIG Omega Ratio Rank: 53
VIG Calmar Ratio Rank: 57
VIG Martin Ratio Rank: 63

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.

VIA vs. VIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Via Renewables, Inc. (VIA) and Vanguard Dividend Appreciation ETF (VIG). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	VIA	VIG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.83	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.69	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.77	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.31	0.57	-1.88

Correlation

The correlation between VIA and VIG is 0.16, 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.

Dividends

VIA vs. VIG - Dividend Comparison

VIA has not paid dividends to shareholders, while VIG's dividend yield for the trailing twelve months is around 1.61%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VIA Via Renewables, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VIG Vanguard Dividend Appreciation ETF	1.61%	1.62%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%

Drawdowns

VIA vs. VIG - Drawdown Comparison

The maximum VIA drawdown since its inception was -75.10%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for VIA and VIG.

Drawdown Indicators

	VIA	VIG	Difference
Max Drawdown Largest peak-to-trough decline	-75.10%	-46.81%	-28.29%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.83%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.39%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.72%	—
Current Drawdown Current decline from peak	-72.19%	-6.00%	-66.19%
Average Drawdown Average peak-to-trough decline	-39.01%	-5.55%	-33.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.42%	—

Volatility

Volatility by Period

	VIA	VIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.07%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.84%	—
Volatility (1Y) Calculated over the trailing 1-year period	68.15%	15.31%	+52.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	68.15%	14.26%	+53.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	68.15%	16.05%	+52.10%