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VNRX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VNRX and VTI is 0.15, 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.


-0.50.00.51.00.1

Performance

VNRX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VolitionRx Limited (VNRX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%500.00%SeptemberOctoberNovemberDecember2025February
-79.00%
548.77%
VNRX
VTI

Key characteristics

Sharpe Ratio

VNRX:

-0.40

VTI:

1.91

Sortino Ratio

VNRX:

-0.08

VTI:

2.58

Omega Ratio

VNRX:

0.99

VTI:

1.35

Calmar Ratio

VNRX:

-0.43

VTI:

2.89

Martin Ratio

VNRX:

-1.08

VTI:

11.50

Ulcer Index

VNRX:

36.40%

VTI:

2.16%

Daily Std Dev

VNRX:

97.75%

VTI:

12.93%

Max Drawdown

VNRX:

-92.31%

VTI:

-55.45%

Current Drawdown

VNRX:

-90.31%

VTI:

-0.11%

Returns By Period

In the year-to-date period, VNRX achieves a 5.00% return, which is significantly higher than VTI's 4.15% return. Over the past 10 years, VNRX has underperformed VTI with an annualized return of -16.93%, while VTI has yielded a comparatively higher 12.71% annualized return.


VNRX

YTD

5.00%

1M

-0.02%

6M

5.00%

1Y

-41.67%

5Y*

-33.66%

10Y*

-16.93%

VTI

YTD

4.15%

1M

2.77%

6M

11.19%

1Y

22.47%

5Y*

13.69%

10Y*

12.71%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VNRX vs. VTI — Risk-Adjusted Performance Rank

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

VNRX
The Risk-Adjusted Performance Rank of VNRX is 2424
Overall Rank
The Sharpe Ratio Rank of VNRX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of VNRX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of VNRX is 2929
Omega Ratio Rank
The Calmar Ratio Rank of VNRX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of VNRX is 1919
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 7777
Overall Rank
The Sharpe Ratio Rank of VTI is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 8080
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.

VNRX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VolitionRx Limited (VNRX) and Vanguard Total Stock Market ETF (VTI). 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 VNRX, currently valued at -0.40, compared to the broader market-2.000.002.004.00-0.401.91
The chart of Sortino ratio for VNRX, currently valued at -0.08, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.082.58
The chart of Omega ratio for VNRX, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.35
The chart of Calmar ratio for VNRX, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.432.89
The chart of Martin ratio for VNRX, currently valued at -1.08, compared to the broader market-10.000.0010.0020.0030.00-1.0811.50
VNRX
VTI

The current VNRX Sharpe Ratio is -0.40, which is lower than the VTI Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of VNRX and VTI, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.40
1.91
VNRX
VTI

Dividends

VNRX vs. VTI - Dividend Comparison

VNRX has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.22%.


TTM20242023202220212020201920182017201620152014
VNRX
VolitionRx Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.22%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

VNRX vs. VTI - Drawdown Comparison

The maximum VNRX drawdown since its inception was -92.31%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VNRX and VTI. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-90.31%
-0.11%
VNRX
VTI

Volatility

VNRX vs. VTI - Volatility Comparison

VolitionRx Limited (VNRX) has a higher volatility of 18.75% compared to Vanguard Total Stock Market ETF (VTI) at 3.14%. This indicates that VNRX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
18.75%
3.14%
VNRX
VTI
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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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