VITL vs. TMV
VITL (Vital Farms, Inc.) is a stock, while TMV (Direxion Daily 20-Year Treasury Bear 3X) is Leveraged Bonds fund tracking the NYSE 20 Year Plus Treasury Bond Index (-300%). Over the past 5 years, VITL returned -13.29%/yr vs 20.39%/yr for TMV. At a 0.02 correlation, their price movements are largely independent.
Performance
VITL vs. TMV - Performance Comparison
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Returns By Period
In the year-to-date period, VITL achieves a -66.56% return, which is significantly lower than TMV's 1.44% return.
VITL
- 1D
- 5.95%
- 1M
- 5.43%
- YTD
- -66.56%
- 6M
- -67.23%
- 1Y
- -70.42%
- 3Y*
- -6.77%
- 5Y*
- -13.29%
- 10Y*
- —
TMV
- 1D
- -1.17%
- 1M
- -6.25%
- YTD
- 1.44%
- 6M
- 2.97%
- 1Y
- -1.80%
- 3Y*
- 12.91%
- 5Y*
- 20.39%
- 10Y*
- -0.46%
VITL vs. TMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VITL Vital Farms, Inc. | -66.56% | -15.26% | 140.22% | 5.16% | -17.39% | -28.64% | -27.69% |
TMV Direxion Daily 20-Year Treasury Bear 3X | 1.44% | -3.75% | 39.76% | -9.69% | 150.18% | 0.83% | 20.10% |
Correlation
The correlation between VITL and TMV is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2020 | 0.02 |
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Return for Risk
VITL vs. TMV — Risk / Return Rank
VITL
TMV
VITL vs. TMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vital Farms, Inc. (VITL) and Direxion Daily 20-Year Treasury Bear 3X (TMV). 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.
| VITL | TMV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -2.36 | ||
| Omega ratioGain probability vs. loss probability | 0.74 | 1.01 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | -0.08 | -0.75 |
| Martin ratioReturn relative to average drawdown | -1.42 | -0.16 | -1.25 |
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Drawdowns
VITL vs. TMV - Drawdown Comparison
The maximum VITL drawdown since its inception was -84.20%, smaller than the maximum TMV drawdown of -98.96%. Use the drawdown chart below to compare losses from any high point for VITL and TMV.
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Drawdown Indicators
| VITL | TMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.20% | -98.96% | +14.76% |
Max Drawdown (1Y)Largest decline over 1 year | -84.20% | -21.62% | -62.58% |
Max Drawdown (3Y)Largest decline over 3 years | -84.20% | -48.49% | -35.71% |
Max Drawdown (5Y)Largest decline over 5 years | -84.20% | -48.49% | -35.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -82.31% | — |
Current DrawdownCurrent decline from peak | -79.62% | -96.06% | +16.44% |
Average DrawdownAverage peak-to-trough decline | -47.47% | -86.61% | +39.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.72% | 11.09% | +38.63% |
Volatility
VITL vs. TMV - Volatility Comparison
Vital Farms, Inc. (VITL) has a higher volatility of 15.94% compared to Direxion Daily 20-Year Treasury Bear 3X (TMV) at 6.55%. This indicates that VITL's price experiences larger fluctuations and is considered to be riskier than TMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VITL | TMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.94% | 6.55% | +9.39% |
Volatility (6M)Calculated over the trailing 6-month period | 48.47% | 19.56% | +28.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.53% | 28.25% | +33.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.24% | 47.05% | +7.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.72% | 44.38% | +9.34% |
Dividends
VITL vs. TMV - Dividend Comparison
VITL has not paid dividends to shareholders, while TMV's dividend yield for the trailing twelve months is around 2.70%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
TMV Direxion Daily 20-Year Treasury Bear 3X | 2.70% | 2.85% | 3.41% | 3.87% | 0.00% | 0.00% | 0.37% | 1.60% | 0.62% |
VITL Vital Farms, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VITL and TMV have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VITL has higher volatility (15.94%) compared to TMV (6.55%). In terms of maximum drawdown, VITL dropped -84.20% vs TMV's -98.96%.
TMV currently has the higher Sharpe Ratio (-0.06 vs -1.15), 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.
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