VOT vs. STN

Last updated Jul 2, 2026

VOT (Vanguard Mid-Cap Growth ETF) is Mid Cap Growth Equities fund tracking the CRSP US Mid Cap Growth Index, while STN (Stantec Inc) is a stock. Over the past 10 years, VOT returned 12.31%/yr vs 12.18%/yr for STN. At a 0.47 correlation, their price movements are largely independent.

Performance

VOT vs. STN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mid-Cap Growth ETF (VOT) and Stantec Inc (STN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VOT achieves a 9.24% return, which is significantly higher than STN's -27.91% return. Both investments have delivered pretty close results over the past 10 years, with VOT having a 12.31% annualized return and STN not far behind at 12.18%.

VOT

• 1D: -0.78%
• 1M: 0.95%
• YTD: 9.24%
• 6M: 9.24%
• 1Y: 8.09%
• 3Y*: 14.68%
• 5Y*: 5.77%
• 10Y*: 12.31%

STN

• 1D: -1.87%
• 1M: -11.24%
• YTD: -27.91%
• 6M: -27.91%
• 1Y: -37.09%
• 3Y*: 2.06%
• 5Y*: 9.28%
• 10Y*: 12.18%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VOT vs. STN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VOT Vanguard Mid-Cap Growth ETF	9.24%	10.72%	16.38%	23.10%	-28.87%	20.50%	34.50%	33.76%	-5.56%	21.80%
STN Stantec Inc	-27.91%	21.08%	-1.44%	68.90%	-13.76%	75.67%	16.56%	31.83%	-20.43%	12.80%

Correlation

The correlation between VOT and STN is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.55
Correlation (10Y) Calculated over the trailing 10-year period	0.48
Correlation (All Time) Calculated using the full available price history since Aug 25, 2006	0.47

The correlation between VOT and STN has been stable across timeframes, ranging from 0.47 to 0.55 - a consistent structural relationship.

Return for Risk

VOT vs. STN — Risk / Return Rank

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

VOT

VOT Risk / Return Rank: 16
VOT Sharpe Ratio Rank: 17
VOT Sortino Ratio Rank: 16
VOT Omega Ratio Rank: 16
VOT Calmar Ratio Rank: 15
VOT Martin Ratio Rank: 17

STN

STN Risk / Return Rank: 3
STN Sharpe Ratio Rank: 2
STN Sortino Ratio Rank: 4
STN Omega Ratio Rank: 4
STN Calmar Ratio Rank: 5
STN Martin Ratio Rank: 1

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VOT vs. STN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Growth ETF (VOT) and Stantec Inc (STN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VOT	STN	Difference
Sharpe ratio: Return per unit of total volatility	0.48	-1.31	+1.79
Sortino ratio: Return per unit of downside risk	0.78	-1.82	+2.60
Omega ratio: Gain probability vs. loss probability	1.09	0.77	+0.33
Calmar ratio: Return relative to maximum drawdown	0.51	-0.93	+1.44
Martin ratio: Return relative to average drawdown	1.51	-2.02	+3.54

VOT vs. STN - Sharpe Ratio Comparison

The current VOT Sharpe Ratio is 0.48, which is higher than the STN Sharpe Ratio of -1.31. The chart below compares the historical Sharpe Ratios of VOT and STN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VOT vs. STN - Drawdown Comparison

The maximum VOT drawdown since its inception was -60.16%, smaller than the maximum STN drawdown of -67.42%. Use the drawdown chart below to compare losses from any high point for VOT and STN.

Drawdown Indicators

	VOT	STN	Difference
Max Drawdown Largest peak-to-trough decline	-60.16%	-67.42%	+7.26%
Max Drawdown (1Y) Largest decline over 1 year	-15.96%	-40.15%	+24.19%
Max Drawdown (3Y) Largest decline over 3 years	-21.77%	-40.15%	+18.38%
Max Drawdown (5Y) Largest decline over 5 years	-37.19%	-40.15%	+2.96%
Max Drawdown (10Y) Largest decline over 10 years	-37.19%	-40.15%	+2.96%
Current Drawdown Current decline from peak	-0.78%	-40.07%	+39.29%
Average Drawdown Average peak-to-trough decline	-9.93%	-17.17%	+7.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.35%	18.35%	-13.00%

Volatility

VOT vs. STN - Volatility Comparison

The current volatility for Vanguard Mid-Cap Growth ETF (VOT) is 7.19%, while Stantec Inc (STN) has a volatility of 7.97%. This indicates that VOT experiences smaller price fluctuations and is considered to be less risky than STN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VOT	STN	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.19%	7.97%	-0.78%
Volatility (6M) Calculated over the trailing 6-month period	13.85%	24.48%	-10.63%
Volatility (1Y) Calculated over the trailing 1-year period	16.94%	28.34%	-11.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.55%	25.38%	-3.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.01%	25.56%	-4.55%

Dividends

VOT vs. STN - Dividend Comparison

VOT's dividend yield for the trailing twelve months is around 0.60%, less than STN's 1.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
STN Stantec Inc	1.17%	0.69%	0.78%	0.79%	1.14%	1.17%	1.42%	1.55%	1.91%	1.79%	1.78%	1.69%
VOT Vanguard Mid-Cap Growth ETF	0.60%	0.64%	0.67%	0.71%	0.78%	0.34%	0.56%	0.78%	0.84%	0.72%	0.81%	0.81%

Frequently Asked Questions

Can I hold both VOT and STN in my portfolio?

VOT and STN have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VOT or STN?

STN has higher volatility (7.97%) compared to VOT (7.19%). In terms of maximum drawdown, VOT dropped -60.16% vs STN's -67.42%.

Which has better risk-adjusted returns?

VOT currently has the higher Sharpe Ratio (0.48 vs -1.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.