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VST vs. SHLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VST vs. SHLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vistra Corp. (VST) and Global X Defense Tech ETF (SHLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VST achieves a -1.80% return, which is significantly higher than SHLD's -7.05% return.


VST

1D
1.64%
1M
-3.38%
6M
-4.91%
YTD
-1.80%
1Y
-17.71%
3Y*
79.06%
5Y*
56.74%
10Y*
ALL TIME*
30.79%

SHLD

1D
-0.05%
1M
-3.33%
6M
-22.70%
YTD
-7.05%
1Y
-2.37%
3Y*
5Y*
10Y*
ALL TIME*
37.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VST vs. SHLD - Yearly Performance Comparison


2026 (YTD)202520242023
VST
Vistra Corp.
-1.80%17.66%261.52%15.66%
SHLD
Global X Defense Tech ETF
-7.05%74.16%35.03%12.89%

Correlation

The correlation between VST and SHLD is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2023

0.30

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Return for Risk

VST vs. SHLD — Risk / Return Rank

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

VST
VST Risk / Return Rank: 2929
Overall Rank
VST Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VST Sortino Ratio Rank: 2929
Sortino Ratio Rank
VST Omega Ratio Rank: 2929
Omega Ratio Rank
VST Calmar Ratio Rank: 2929
Calmar Ratio Rank
VST Martin Ratio Rank: 3030
Martin Ratio Rank

SHLD
SHLD Risk / Return Rank: 99
Overall Rank
SHLD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SHLD Sortino Ratio Rank: 99
Sortino Ratio Rank
SHLD Omega Ratio Rank: 99
Omega Ratio Rank
SHLD Calmar Ratio Rank: 99
Calmar Ratio Rank
SHLD Martin Ratio Rank: 99
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.

VST vs. SHLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vistra Corp. (VST) and Global X Defense Tech ETF (SHLD). 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.


VSTSHLDDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

0.97

1.00

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.47

-0.09

-0.37

Martin ratioReturn relative to average drawdown

-0.80

-0.23

-0.57

VST vs. SHLD - Sharpe Ratio Comparison

The current VST Sharpe Ratio is -0.37, which is lower than the SHLD Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of VST and SHLD, 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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Drawdowns

VST vs. SHLD - Drawdown Comparison

The maximum VST drawdown since its inception was -53.32%, which is greater than SHLD's maximum drawdown of -25.40%. Use the drawdown chart below to compare losses from any high point for VST and SHLD.


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Drawdown Indicators


VSTSHLDDifference

Max Drawdown

Largest peak-to-trough decline

-53.32%

-25.40%

-27.92%

Max Drawdown (1Y)

Largest decline over 1 year

-38.01%

-25.40%

-12.61%

Max Drawdown (3Y)

Largest decline over 3 years

-48.80%

Max Drawdown (5Y)

Largest decline over 5 years

-48.80%

Current Drawdown

Current decline from peak

-27.20%

-22.81%

-4.39%

Average Drawdown

Average peak-to-trough decline

-13.85%

-3.95%

-9.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.32%

10.49%

+11.83%

Volatility

VST vs. SHLD - Volatility Comparison

Vistra Corp. (VST) has a higher volatility of 10.86% compared to Global X Defense Tech ETF (SHLD) at 8.21%. This indicates that VST's price experiences larger fluctuations and is considered to be riskier than SHLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSTSHLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.86%

8.21%

+2.65%

Volatility (6M)

Calculated over the trailing 6-month period

34.20%

19.76%

+14.44%

Volatility (1Y)

Calculated over the trailing 1-year period

48.76%

25.13%

+23.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.96%

21.51%

+26.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.18%

21.51%

+20.67%

Dividends

VST vs. SHLD - Dividend Comparison

VST's dividend yield for the trailing twelve months is around 0.58%, less than SHLD's 0.71% yield.


PositionTTM2025202420232022202120202019201820172016
SHLD
Global X Defense Tech ETF
0.71%0.55%0.53%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VST
Vistra Corp.
0.58%0.56%0.63%2.13%3.12%2.64%2.75%2.17%0.00%0.00%14.97%

Frequently Asked Questions


VST and SHLD have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VST has higher volatility (10.86%) compared to SHLD (8.21%). In terms of maximum drawdown, VST dropped -53.32% vs SHLD's -25.40%.

SHLD currently has the higher Sharpe Ratio (-0.10 vs -0.37), 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 VST and SHLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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