VPU vs. VZ
VPU (Vanguard Utilities ETF) is Utilities Equities fund tracking the MSCI US Investable Market Utilities 25/50 Index, while VZ (Verizon Communications Inc.) is a stock. Over the past 10 years, VPU returned 9.09%/yr vs 4.06%/yr for VZ. At a 0.45 correlation, their price movements are largely independent.
Performance
VPU vs. VZ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VPU achieves a 5.53% return, which is significantly lower than VZ's 19.34% return. Over the past 10 years, VPU has outperformed VZ with an annualized return of 9.09%, while VZ has yielded a comparatively lower 4.06% annualized return.
VPU
- 1D
- 0.58%
- 1M
- 2.00%
- YTD
- 5.53%
- 6M
- 4.90%
- 1Y
- 13.27%
- 3Y*
- 13.34%
- 5Y*
- 9.53%
- 10Y*
- 9.09%
VZ
- 1D
- -2.16%
- 1M
- 1.51%
- YTD
- 19.34%
- 6M
- 19.13%
- 1Y
- 16.81%
- 3Y*
- 16.47%
- 5Y*
- 2.54%
- 10Y*
- 4.06%
VPU vs. VZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VPU Vanguard Utilities ETF | 5.53% | 16.46% | 23.04% | -7.45% | 1.06% | 17.40% | -0.74% | 24.89% | 4.38% | 12.44% |
VZ Verizon Communications Inc. | 19.34% | 8.86% | 13.14% | 2.71% | -20.02% | -7.55% | -0.13% | 13.83% | 11.26% | 3.97% |
Correlation
The correlation between VPU and VZ is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.45 |
The correlation between VPU and VZ shifts across timeframes, from 0.27 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VPU vs. VZ — Risk / Return Rank
VPU
VZ
VPU vs. VZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Utilities ETF (VPU) and Verizon Communications Inc. (VZ). 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.
| VPU | VZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.16 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.27 | +0.23 |
| Martin ratioReturn relative to average drawdown | 3.23 | 2.70 | +0.53 |
Loading charts...
Drawdowns
VPU vs. VZ - Drawdown Comparison
The maximum VPU drawdown since its inception was -46.31%, smaller than the maximum VZ drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VPU and VZ.
Loading charts...
Drawdown Indicators
| VPU | VZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.31% | -50.66% | +4.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -13.32% | +4.42% |
Max Drawdown (3Y)Largest decline over 3 years | -17.34% | -14.93% | -2.41% |
Max Drawdown (5Y)Largest decline over 5 years | -25.15% | -38.38% | +13.23% |
Max Drawdown (10Y)Largest decline over 10 years | -36.42% | -41.21% | +4.79% |
Current DrawdownCurrent decline from peak | -5.14% | -7.01% | +1.87% |
Average DrawdownAverage peak-to-trough decline | -7.78% | -14.82% | +7.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 6.24% | -2.13% |
Volatility
VPU vs. VZ - Volatility Comparison
The current volatility for Vanguard Utilities ETF (VPU) is 5.55%, while Verizon Communications Inc. (VZ) has a volatility of 7.23%. This indicates that VPU experiences smaller price fluctuations and is considered to be less risky than VZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VPU | VZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 7.23% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 11.50% | 18.06% | -6.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.39% | 22.89% | -8.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.08% | 21.69% | -4.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.14% | 20.38% | -1.24% |
Dividends
VPU vs. VZ - Dividend Comparison
VPU's dividend yield for the trailing twelve months is around 2.63%, less than VZ's 5.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VPU Vanguard Utilities ETF | 2.63% | 2.73% | 3.02% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% |
VZ Verizon Communications Inc. | 5.87% | 6.68% | 6.68% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% |
Frequently Asked Questions
VPU and VZ have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VZ has higher volatility (7.23%) compared to VPU (5.55%). In terms of maximum drawdown, VPU dropped -46.31% vs VZ's -50.66%.
VPU currently has the higher Sharpe Ratio (0.93 vs 0.74), 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.
Find the right allocation for VPU and VZ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer