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VLD vs. SVIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VLD and SVIX is 0.28, 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.


-0.50.00.51.00.3

Performance

VLD vs. SVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Velo3D, Inc. (VLD) and Volatility Shares -1x Short VIX Futures ETF (SVIX). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
-99.56%
57.20%
VLD
SVIX

Key characteristics

Returns By Period


VLD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SVIX

YTD

-37.50%

1M

-16.17%

6M

-49.73%

1Y

-34.63%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

VLD vs. SVIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Velo3D, Inc. (VLD) and Volatility Shares -1x Short VIX Futures ETF (SVIX). 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.


Sharpe ratio
The chart of Sharpe ratio for VLD, currently valued at -0.52, compared to the broader market-4.00-2.000.002.00-0.52-0.49
The chart of Sortino ratio for VLD, currently valued at -0.71, compared to the broader market-4.00-2.000.002.004.00-0.71-0.22
The chart of Omega ratio for VLD, currently valued at 0.90, compared to the broader market0.501.001.502.000.900.96
The chart of Calmar ratio for VLD, currently valued at -0.92, compared to the broader market0.002.004.006.00-0.92-0.57
The chart of Martin ratio for VLD, currently valued at -1.20, compared to the broader market0.0010.0020.00-1.20-1.21
VLD
SVIX


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.52
-0.49
VLD
SVIX

Dividends

VLD vs. SVIX - Dividend Comparison

Neither VLD nor SVIX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VLD vs. SVIX - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-99.59%
-53.52%
VLD
SVIX

Volatility

VLD vs. SVIX - Volatility Comparison

The current volatility for Velo3D, Inc. (VLD) is 0.00%, while Volatility Shares -1x Short VIX Futures ETF (SVIX) has a volatility of 20.12%. This indicates that VLD experiences smaller price fluctuations and is considered to be less risky than SVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember0
20.12%
VLD
SVIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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