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VRT vs. STIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VRT vs. STIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vertiv Holdings Co. (VRT) and iShares 0-5 Year TIPS Bond ETF (STIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VRT achieves a 104.63% return, which is significantly higher than STIP's 2.04% return.


VRT

1D
-0.91%
1M
0.14%
YTD
104.63%
6M
85.33%
1Y
195.39%
3Y*
156.10%
5Y*
67.37%
10Y*

STIP

1D
0.00%
1M
0.03%
YTD
2.04%
6M
2.03%
1Y
4.68%
3Y*
5.23%
5Y*
3.37%
10Y*
3.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VRT vs. STIP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VRT
Vertiv Holdings Co.
104.63%42.80%136.82%251.81%-45.25%33.80%69.36%12.55%-0.51%
STIP
iShares 0-5 Year TIPS Bond ETF
2.04%6.03%4.77%4.63%-3.02%5.68%5.18%4.89%-0.04%

Correlation

The correlation between VRT and STIP is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.14

Correlation (3Y)
Calculated over the trailing 3-year period

-0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Jul 31, 2018

0.05

The correlation between VRT and STIP shifts across timeframes, from -0.14 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VRT vs. STIP — Risk / Return Rank

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

VRT
VRT Risk / Return Rank: 9494
Overall Rank
VRT Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VRT Sortino Ratio Rank: 9393
Sortino Ratio Rank
VRT Omega Ratio Rank: 9191
Omega Ratio Rank
VRT Calmar Ratio Rank: 9696
Calmar Ratio Rank
VRT Martin Ratio Rank: 9696
Martin Ratio Rank

STIP
STIP Risk / Return Rank: 9393
Overall Rank
STIP Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
STIP Sortino Ratio Rank: 9696
Sortino Ratio Rank
STIP Omega Ratio Rank: 9494
Omega Ratio Rank
STIP Calmar Ratio Rank: 9393
Calmar Ratio Rank
STIP Martin Ratio Rank: 9494
Martin Ratio Rank
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.

VRT vs. STIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vertiv Holdings Co. (VRT) and iShares 0-5 Year TIPS Bond ETF (STIP). 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.


VRTSTIPDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

-1.84

Omega ratioGain probability vs. loss probability

1.47

1.69

-0.23

Calmar ratioReturn relative to maximum drawdown

7.94

6.76

+1.17

Martin ratioReturn relative to average drawdown

22.67

26.37

-3.70

VRT vs. STIP - Sharpe Ratio Comparison

The current VRT Sharpe Ratio is 3.42, which is comparable to the STIP Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of VRT and STIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VRTSTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.42

3.23

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

1.23

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.30

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

1.07

-0.03

Drawdowns

VRT vs. STIP - Drawdown Comparison

The maximum VRT drawdown since its inception was -71.24%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for VRT and STIP.


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Drawdown Indicators


VRTSTIPDifference

Max Drawdown

Largest peak-to-trough decline

-71.24%

-5.50%

-65.74%

Max Drawdown (1Y)

Largest decline over 1 year

-24.78%

-0.69%

-24.09%

Max Drawdown (3Y)

Largest decline over 3 years

-61.28%

-0.95%

-60.33%

Max Drawdown (5Y)

Largest decline over 5 years

-71.24%

-5.50%

-65.74%

Max Drawdown (10Y)

Largest decline over 10 years

-5.50%

Current Drawdown

Current decline from peak

-11.90%

-0.03%

-11.87%

Average Drawdown

Average peak-to-trough decline

-16.22%

-0.99%

-15.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.66%

0.18%

+8.48%

Volatility

VRT vs. STIP - Volatility Comparison

Vertiv Holdings Co. (VRT) has a higher volatility of 16.92% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.40%. This indicates that VRT's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VRTSTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.92%

0.40%

+16.52%

Volatility (6M)

Calculated over the trailing 6-month period

44.82%

0.99%

+43.83%

Volatility (1Y)

Calculated over the trailing 1-year period

57.51%

1.46%

+56.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.71%

2.75%

+58.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.58%

2.45%

+52.13%

Dividends

VRT vs. STIP - Dividend Comparison

VRT's dividend yield for the trailing twelve months is around 0.06%, less than STIP's 4.30% yield.


PositionTTM2025202420232022202120202019201820172016
STIP
iShares 0-5 Year TIPS Bond ETF
4.30%4.11%2.62%2.84%6.04%4.15%1.40%2.06%2.44%1.59%0.89%
VRT
Vertiv Holdings Co.
0.06%0.11%0.10%0.05%0.07%0.04%0.05%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VRT and STIP have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VRT has higher volatility (16.92%) compared to STIP (0.40%). In terms of maximum drawdown, VRT dropped -71.24% vs STIP's -5.50%.

VRT currently has the higher Sharpe Ratio (3.42 vs 3.23), 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.

Portfolio Optimizer

Find the right allocation for VRT and STIP

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