PortfoliosLab logoPortfoliosLab logo
VST vs. VGUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VST vs. VGUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vistra Corp. (VST) and Vanguard Ultra-Short Treasury ETF (VGUS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VST achieves a -1.53% return, which is significantly lower than VGUS's 1.83% return.


VST

1D
0.20%
1M
7.18%
6M
-7.32%
YTD
-1.53%
1Y
-18.25%
3Y*
83.69%
5Y*
55.99%
10Y*

VGUS

1D
0.03%
1M
0.29%
6M
1.73%
YTD
1.83%
1Y
3.86%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VST vs. VGUS - Yearly Performance Comparison


2026 (YTD)2025
VST
Vistra Corp.
-1.53%-3.67%
VGUS
Vanguard Ultra-Short Treasury ETF
1.83%3.78%

Correlation

The correlation between VST and VGUS is -0.10, 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

-0.10

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2025

-0.10

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

VST vs. VGUS — Risk / Return Rank

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

VST
VST Risk / Return Rank: 2828
Overall Rank
VST Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VST Sortino Ratio Rank: 2828
Sortino Ratio Rank
VST Omega Ratio Rank: 2929
Omega Ratio Rank
VST Calmar Ratio Rank: 2828
Calmar Ratio Rank
VST Martin Ratio Rank: 2828
Martin Ratio Rank

VGUS
VGUS Risk / Return Rank: 100100
Overall Rank
VGUS Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
VGUS Sortino Ratio Rank: 100100
Sortino Ratio Rank
VGUS Omega Ratio Rank: 100100
Omega Ratio Rank
VGUS Calmar Ratio Rank: 9999
Calmar Ratio Rank
VGUS Martin Ratio Rank: 100100
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. VGUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vistra Corp. (VST) and Vanguard Ultra-Short Treasury ETF (VGUS). 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.


VSTVGUSDifference
Sharpe ratioReturn per unit of total volatility

-12.22

Sortino ratioReturn per unit of downside risk

-34.31

Omega ratioGain probability vs. loss probability

0.97

10.36

-9.39

Calmar ratioReturn relative to maximum drawdown

-0.48

53.21

-53.70

Martin ratioReturn relative to average drawdown

-0.83

402.51

-403.34

VST vs. VGUS - Sharpe Ratio Comparison

The current VST Sharpe Ratio is -0.37, which is lower than the VGUS Sharpe Ratio of 11.85. The chart below compares the historical Sharpe Ratios of VST and VGUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

VST vs. VGUS - Drawdown Comparison

The maximum VST drawdown since its inception was -53.32%, which is greater than VGUS's maximum drawdown of -0.07%. Use the drawdown chart below to compare losses from any high point for VST and VGUS.


Loading charts...

Drawdown Indicators


VSTVGUSDifference

Max Drawdown

Largest peak-to-trough decline

-53.32%

-0.07%

-53.25%

Max Drawdown (1Y)

Largest decline over 1 year

-38.01%

-0.07%

-37.94%

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

-27.00%

0.00%

-27.00%

Average Drawdown

Average peak-to-trough decline

-13.83%

-0.00%

-13.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.05%

0.01%

+22.04%

Volatility

VST vs. VGUS - Volatility Comparison

Vistra Corp. (VST) has a higher volatility of 10.40% compared to Vanguard Ultra-Short Treasury ETF (VGUS) at 0.07%. This indicates that VST's price experiences larger fluctuations and is considered to be riskier than VGUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VSTVGUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.40%

0.07%

+10.33%

Volatility (6M)

Calculated over the trailing 6-month period

34.60%

0.18%

+34.42%

Volatility (1Y)

Calculated over the trailing 1-year period

48.92%

0.33%

+48.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.97%

0.34%

+47.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.18%

0.34%

+41.84%

Dividends

VST vs. VGUS - Dividend Comparison

VST's dividend yield for the trailing twelve months is around 0.57%, less than VGUS's 3.61% yield.


PositionTTM2025202420232022202120202019201820172016
VGUS
Vanguard Ultra-Short Treasury ETF
3.61%3.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VST
Vistra Corp.
0.57%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 VGUS have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VST has higher volatility (10.40%) compared to VGUS (0.07%). In terms of maximum drawdown, VST dropped -53.32% vs VGUS's -0.07%.

VGUS currently has the higher Sharpe Ratio (11.85 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 VGUS

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