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VITL vs. TMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VITL vs. TMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vital Farms, Inc. (VITL) and Direxion Daily 20-Year Treasury Bear 3X (TMV). The values are adjusted to include any dividend payments, if applicable.

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

VITL vs. TMV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

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

VITL
VITL Risk / Return Rank: 55
Overall Rank
VITL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
VITL Sortino Ratio Rank: 22
Sortino Ratio Rank
VITL Omega Ratio Rank: 33
Omega Ratio Rank
VITL Calmar Ratio Rank: 1010
Calmar Ratio Rank
VITL Martin Ratio Rank: 88
Martin Ratio Rank

TMV
TMV Risk / Return Rank: 88
Overall Rank
TMV Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TMV Sortino Ratio Rank: 88
Sortino Ratio Rank
TMV Omega Ratio Rank: 88
Omega Ratio Rank
TMV Calmar Ratio Rank: 88
Calmar Ratio Rank
TMV Martin Ratio Rank: 88
Martin Ratio Rank
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.

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.


VITLTMVDifference
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

VITL vs. TMV - Sharpe Ratio Comparison

The current VITL Sharpe Ratio is -1.15, which is lower than the TMV Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of VITL and TMV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


VITLTMVDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-79.62%

-96.06%

+16.44%

Average Drawdown

Average peak-to-trough decline

-47.47%

-86.61%

+39.14%

Ulcer Index

Depth 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


VITLTMVDifference

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%.


PositionTTM20252024202320222021202020192018
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.

Portfolio Optimizer

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