VITL vs. TMV
Compare and contrast key facts about Vital Farms, Inc. (VITL) and Direxion Daily 20-Year Treasury Bear 3X (TMV).
TMV is a passively managed fund by Direxion that tracks the performance of the NYSE 20 Year Plus Treasury Bond Index (-300%). It was launched on Apr 16, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VITL or TMV.
Key characteristics
| VITL | TMV | |
|---|---|---|
| YTD Return | 81.64% | 27.86% |
| 1Y Return | 122.66% | -9.87% |
| 3Y Return (Ann) | 13.88% | 38.56% |
| Sharpe Ratio | 2.52 | -0.14 |
| Sortino Ratio | 3.12 | 0.11 |
| Omega Ratio | 1.42 | 1.01 |
| Calmar Ratio | 1.87 | -0.06 |
| Martin Ratio | 8.05 | -0.30 |
| Ulcer Index | 16.26% | 20.12% |
| Daily Std Dev | 52.00% | 43.91% |
| Max Drawdown | -80.31% | -99.06% |
| Current Drawdown | -39.06% | -96.66% |
Correlation
The correlation between VITL and TMV is 0.04, 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.
Performance
VITL vs. TMV - Performance Comparison
In the year-to-date period, VITL achieves a 81.64% return, which is significantly higher than TMV's 27.86% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VITL vs. TMV - Risk-Adjusted Performance 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.
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 4.05%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
VITL Vital Farms, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TMV Direxion Daily 20-Year Treasury Bear 3X | 4.05% | 3.87% | 0.00% | 0.00% | 0.52% | 2.24% | 0.88% |
Drawdowns
VITL vs. TMV - Drawdown Comparison
The maximum VITL drawdown since its inception was -80.31%, smaller than the maximum TMV drawdown of -99.06%. Use the drawdown chart below to compare losses from any high point for VITL and TMV. For additional features, visit the drawdowns tool.
Volatility
VITL vs. TMV - Volatility Comparison
Vital Farms, Inc. (VITL) has a higher volatility of 19.46% compared to Direxion Daily 20-Year Treasury Bear 3X (TMV) at 14.62%. 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.