VST vs. SPY
Compare and contrast key facts about Vistra Corp. (VST) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VST or SPY.
Performance
VST vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, VST achieves a 283.87% return, which is significantly higher than SPY's 24.91% return.
VST
283.87%
11.79%
61.03%
326.58%
44.63%
N/A
SPY
24.91%
0.61%
11.66%
32.24%
15.43%
13.04%
Key characteristics
| VST | SPY | |
|---|---|---|
| Sharpe Ratio | 6.13 | 2.67 |
| Sortino Ratio | 4.92 | 3.56 |
| Omega Ratio | 1.67 | 1.50 |
| Calmar Ratio | 9.41 | 3.85 |
| Martin Ratio | 25.35 | 17.38 |
| Ulcer Index | 12.94% | 1.86% |
| Daily Std Dev | 53.58% | 12.17% |
| Max Drawdown | -53.32% | -55.19% |
| Current Drawdown | 0.00% | -1.77% |
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Correlation
The correlation between VST and SPY is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
VST vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vistra Corp. (VST) 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.
Dividends
VST vs. SPY - Dividend Comparison
VST's dividend yield for the trailing twelve months is around 0.59%, less than SPY's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VST Vistra Corp. | 0.59% | 2.13% | 3.12% | 2.64% | 2.75% | 2.17% | 0.00% | 0.00% | 14.97% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
VST vs. SPY - Drawdown Comparison
The maximum VST drawdown since its inception was -53.32%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VST and SPY. For additional features, visit the drawdowns tool.
Volatility
VST vs. SPY - Volatility Comparison
Vistra Corp. (VST) has a higher volatility of 14.79% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that VST'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.