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 -6.07%/yr vs 27.59%/yr for TMV. Their 0.02 correlation means their historical movements had little consistent relationship.
Performance
VITL vs. TMV - Performance Comparison
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Returns By Period
In the year-to-date period, VITL achieves a -60.14% return, which is significantly lower than TMV's 17.52% return.
VITL
- 1D
- 1.76%
- 1M
- -0.24%
- 6M
- -55.25%
- YTD
- -60.14%
- 1Y
- -63.91%
- 3Y*
- 5.95%
- 5Y*
- -6.07%
- 10Y*
- —
- ALL TIME*
- -15.52%
TMV
- 1D
- 1.99%
- 1M
- 13.35%
- 6M
- 16.52%
- YTD
- 17.52%
- 1Y
- 19.49%
- 3Y*
- 13.00%
- 5Y*
- 27.59%
- 10Y*
- 1.86%
- ALL TIME*
- -14.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $29.38M | $22.37M | $25.43M | |
| $18.74M | $19.63M | $30.04M |
VITL vs. TMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VITL Vital Farms, Inc. | -60.14% | -15.26% | 140.22% | 5.16% | -17.39% | -28.64% | -27.69% |
TMV Direxion Daily 20-Year Treasury Bear 3X | 17.52% | -3.75% | 39.76% | -9.69% | 150.18% | 0.83% | 20.10% |
Correlation
The correlation between VITL and TMV is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.01 |
Correlation (3Y) Balances recent behavior with more history. | -0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.01 |
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 | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.79 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.11 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 0.75 | -1.53 |
| Martin ratioReturn relative to average drawdown | -1.18 | 1.56 | -2.74 |
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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% | -19.32% | -64.88% |
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 | -75.71% | -95.44% | +19.73% |
Average DrawdownAverage peak-to-trough decline | -47.98% | -86.66% | +38.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 55.54% | 9.32% | +46.22% |
Volatility
VITL vs. TMV - Volatility Comparison
Vital Farms, Inc. (VITL) has a higher volatility of 16.75% compared to Direxion Daily 20-Year Treasury Bear 3X (TMV) at 7.07%. 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 | 16.75% | 7.07% | +9.68% |
Volatility (6M)Calculated over the trailing 6-month period | 49.48% | 20.12% | +29.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.27% | 27.60% | +35.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.69% | 46.81% | +7.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.80% | 44.23% | +9.57% |
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 2.25%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
TMV Direxion Daily 20-Year Treasury Bear 3X | 2.25% | 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 (16.75%) compared to TMV (7.07%). In terms of maximum drawdown, VITL dropped -84.20% vs TMV's -98.96%.
TMV currently has the higher Sharpe Ratio (0.53 vs -1.04), 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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