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VMC vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VMC and SPY is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

VMC vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vulcan Materials Company (VMC) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

2,000.00%2,200.00%2,400.00%2,600.00%2,800.00%3,000.00%NovemberDecember2025FebruaryMarchApril
2,560.01%
2,152.01%
VMC
SPY

Key characteristics

Sharpe Ratio

VMC:

-0.15

SPY:

0.51

Sortino Ratio

VMC:

-0.03

SPY:

0.86

Omega Ratio

VMC:

1.00

SPY:

1.13

Calmar Ratio

VMC:

-0.16

SPY:

0.55

Martin Ratio

VMC:

-0.37

SPY:

2.26

Ulcer Index

VMC:

10.74%

SPY:

4.55%

Daily Std Dev

VMC:

26.42%

SPY:

20.08%

Max Drawdown

VMC:

-76.02%

SPY:

-55.19%

Current Drawdown

VMC:

-15.30%

SPY:

-9.89%

Returns By Period

In the year-to-date period, VMC achieves a -3.75% return, which is significantly higher than SPY's -5.76% return. Both investments have delivered pretty close results over the past 10 years, with VMC having a 12.59% annualized return and SPY not far behind at 11.99%.


VMC

YTD

-3.75%

1M

4.21%

6M

-3.32%

1Y

-3.72%

5Y*

20.68%

10Y*

12.59%

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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Risk-Adjusted Performance

VMC vs. SPY — Risk-Adjusted Performance Rank

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

VMC
The Risk-Adjusted Performance Rank of VMC is 4040
Overall Rank
The Sharpe Ratio Rank of VMC is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of VMC is 3636
Sortino Ratio Rank
The Omega Ratio Rank of VMC is 3636
Omega Ratio Rank
The Calmar Ratio Rank of VMC is 4141
Calmar Ratio Rank
The Martin Ratio Rank of VMC is 4444
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VMC vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vulcan Materials Company (VMC) and SPDR S&P 500 ETF (SPY). 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.


The chart of Sharpe ratio for VMC, currently valued at -0.15, compared to the broader market-2.00-1.000.001.002.003.00
VMC: -0.15
SPY: 0.51
The chart of Sortino ratio for VMC, currently valued at -0.03, compared to the broader market-6.00-4.00-2.000.002.004.00
VMC: -0.03
SPY: 0.86
The chart of Omega ratio for VMC, currently valued at 1.00, compared to the broader market0.501.001.502.00
VMC: 1.00
SPY: 1.13
The chart of Calmar ratio for VMC, currently valued at -0.16, compared to the broader market0.001.002.003.004.005.00
VMC: -0.16
SPY: 0.55
The chart of Martin ratio for VMC, currently valued at -0.37, compared to the broader market-5.000.005.0010.0015.0020.00
VMC: -0.37
SPY: 2.26

The current VMC Sharpe Ratio is -0.15, which is lower than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of VMC and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.15
0.51
VMC
SPY

Dividends

VMC vs. SPY - Dividend Comparison

VMC's dividend yield for the trailing twelve months is around 0.76%, less than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
VMC
Vulcan Materials Company
0.76%0.72%0.76%0.91%1.68%0.92%0.86%1.13%0.78%0.64%0.42%0.33%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

VMC vs. SPY - Drawdown Comparison

The maximum VMC drawdown since its inception was -76.02%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VMC and SPY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.30%
-9.89%
VMC
SPY

Volatility

VMC vs. SPY - Volatility Comparison

The current volatility for Vulcan Materials Company (VMC) is 9.68%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that VMC experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
9.68%
15.12%
VMC
SPY