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

Correlation

The correlation between VNRX and VTI is 0.13, 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

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.

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Key characteristics

Sharpe Ratio

VNRX:

-0.32

VTI:

0.68

Sortino Ratio

VNRX:

0.08

VTI:

0.98

Omega Ratio

VNRX:

1.01

VTI:

1.14

Calmar Ratio

VNRX:

-0.28

VTI:

0.63

Martin Ratio

VNRX:

-0.93

VTI:

2.36

Ulcer Index

VNRX:

28.52%

VTI:

5.17%

Daily Std Dev

VNRX:

84.04%

VTI:

20.37%

Max Drawdown

VNRX:

-93.55%

VTI:

-55.45%

Current Drawdown

VNRX:

-92.31%

VTI:

-4.03%

Returns By Period

In the year-to-date period, VNRX achieves a -16.67% return, which is significantly lower than VTI's 0.38% return. Over the past 10 years, VNRX has underperformed VTI with an annualized return of -18.75%, while VTI has yielded a comparatively higher 12.13% annualized return.


VNRX

YTD

-16.67%

1M

2.04%

6M

-27.54%

1Y

-29.58%

3Y*

-42.21%

5Y*

-30.48%

10Y*

-18.75%

VTI

YTD

0.38%

1M

5.60%

6M

-2.68%

1Y

12.80%

3Y*

13.71%

5Y*

15.23%

10Y*

12.13%

*Annualized

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VolitionRx Limited

Vanguard Total Stock Market ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 3434
Overall Rank
The Sharpe Ratio Rank of VNRX is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of VNRX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of VNRX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of VNRX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of VNRX is 2828
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5959
Overall Rank
The Sharpe Ratio Rank of VTI is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 5959
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 5959
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.


The current VNRX Sharpe Ratio is -0.32, which is lower than the VTI Sharpe Ratio of 0.68. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 1.29%.


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
1.29%1.27%1.44%1.66%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 -93.55%, 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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VNRX vs. VTI - Volatility Comparison

VolitionRx Limited (VNRX) has a higher volatility of 22.08% compared to Vanguard Total Stock Market ETF (VTI) at 4.90%. 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.


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