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

Correlation

The correlation between VRT and SPY is 0.51, 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

VRT vs. SPY - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%NovemberDecember2025FebruaryMarchApril
786.16%
119.07%
VRT
SPY

Key characteristics

Sharpe Ratio

VRT:

0.13

SPY:

0.51

Sortino Ratio

VRT:

0.68

SPY:

0.86

Omega Ratio

VRT:

1.09

SPY:

1.13

Calmar Ratio

VRT:

0.16

SPY:

0.55

Martin Ratio

VRT:

0.39

SPY:

2.26

Ulcer Index

VRT:

25.27%

SPY:

4.55%

Daily Std Dev

VRT:

73.92%

SPY:

20.08%

Max Drawdown

VRT:

-71.24%

SPY:

-55.19%

Current Drawdown

VRT:

-43.33%

SPY:

-9.89%

Returns By Period

In the year-to-date period, VRT achieves a -23.43% return, which is significantly lower than SPY's -5.76% return.


VRT

YTD

-23.43%

1M

13.93%

6M

-22.43%

1Y

-6.88%

5Y*

53.33%

10Y*

N/A

SPY

YTD

-5.76%

1M

-2.90%

6M

-4.30%

1Y

9.72%

5Y*

15.64%

10Y*

12.04%

*Annualized

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Risk-Adjusted Performance

VRT vs. SPY — Risk-Adjusted Performance Rank

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

VRT
The Risk-Adjusted Performance Rank of VRT is 5959
Overall Rank
The Sharpe Ratio Rank of VRT is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VRT is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VRT is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VRT is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VRT is 5858
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6565
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.

VRT vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vertiv Holdings Co. (VRT) 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 VRT, currently valued at 0.13, compared to the broader market-2.00-1.000.001.002.003.00
VRT: 0.13
SPY: 0.51
The chart of Sortino ratio for VRT, currently valued at 0.68, compared to the broader market-6.00-4.00-2.000.002.004.00
VRT: 0.68
SPY: 0.86
The chart of Omega ratio for VRT, currently valued at 1.09, compared to the broader market0.501.001.502.00
VRT: 1.09
SPY: 1.13
The chart of Calmar ratio for VRT, currently valued at 0.16, compared to the broader market0.001.002.003.004.005.00
VRT: 0.16
SPY: 0.55
The chart of Martin ratio for VRT, currently valued at 0.39, compared to the broader market-5.000.005.0010.0015.0020.00
VRT: 0.39
SPY: 2.26

The current VRT Sharpe Ratio is 0.13, which is lower than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of VRT 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.13
0.51
VRT
SPY

Dividends

VRT vs. SPY - Dividend Comparison

VRT's dividend yield for the trailing twelve months is around 0.14%, less than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
VRT
Vertiv Holdings Co.
0.14%0.10%0.05%0.07%0.04%0.05%0.00%0.00%0.00%0.00%0.00%0.00%
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

VRT vs. SPY - Drawdown Comparison

The maximum VRT drawdown since its inception was -71.24%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VRT and SPY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-43.33%
-9.89%
VRT
SPY

Volatility

VRT vs. SPY - Volatility Comparison

Vertiv Holdings Co. (VRT) has a higher volatility of 32.44% compared to SPDR S&P 500 ETF (SPY) at 15.12%. This indicates that VRT's price experiences larger fluctuations and is considered to be riskier than SPY 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%NovemberDecember2025FebruaryMarchApril
32.44%
15.12%
VRT
SPY