VTI vs. AZN
VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while AZN (AstraZeneca PLC) is a stock. Over the past 10 years, VTI returned 14.84%/yr vs 15.85%/yr for AZN. At a 0.41 correlation, their price movements are largely independent.
Performance
VTI vs. AZN - Performance Comparison
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Returns By Period
In the year-to-date period, VTI achieves a 9.05% return, which is significantly higher than AZN's 0.81% return. Over the past 10 years, VTI has underperformed AZN with an annualized return of 14.84%, while AZN has yielded a comparatively higher 15.85% annualized return.
VTI
- 1D
- 0.30%
- 1M
- 0.44%
- YTD
- 9.05%
- 6M
- 8.94%
- 1Y
- 24.96%
- 3Y*
- 21.05%
- 5Y*
- 12.25%
- 10Y*
- 14.84%
AZN
- 1D
- -2.37%
- 1M
- -0.71%
- YTD
- 0.81%
- 6M
- 1.53%
- 1Y
- 28.04%
- 3Y*
- 9.54%
- 5Y*
- 12.08%
- 10Y*
- 15.85%
VTI vs. AZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 9.05% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
AZN AstraZeneca PLC | 0.81% | 43.30% | -0.62% | 1.44% | 19.14% | 19.66% | 3.12% | 35.68% | 13.86% | 33.10% |
Correlation
The correlation between VTI and AZN is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2001 | 0.41 |
The correlation between VTI and AZN shifts across timeframes, from 0.24 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VTI vs. AZN — Risk / Return Rank
VTI
AZN
VTI vs. AZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and AstraZeneca PLC (AZN). 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.
| VTI | AZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.21 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 1.83 | +0.98 |
| Martin ratioReturn relative to average drawdown | 12.85 | 4.90 | +7.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTI | AZN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 1.11 | +0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.51 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.64 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.49 | +0.01 |
Drawdowns
VTI vs. AZN - Drawdown Comparison
The maximum VTI drawdown since its inception was -55.45%, which is greater than AZN's maximum drawdown of -48.94%. Use the drawdown chart below to compare losses from any high point for VTI and AZN.
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Drawdown Indicators
| VTI | AZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.45% | -48.94% | -6.51% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -15.43% | +6.51% |
Max Drawdown (3Y)Largest decline over 3 years | -19.30% | -27.87% | +8.57% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -27.87% | +2.51% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | -27.87% | -7.13% |
Current DrawdownCurrent decline from peak | -2.64% | -12.90% | +10.26% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -11.37% | +3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 5.75% | -3.80% |
Volatility
VTI vs. AZN - Volatility Comparison
The current volatility for Vanguard Total Stock Market ETF (VTI) is 3.88%, while AstraZeneca PLC (AZN) has a volatility of 7.42%. This indicates that VTI experiences smaller price fluctuations and is considered to be less risky than AZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTI | AZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 7.42% | -3.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 17.47% | -7.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.44% | 25.55% | -13.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.44% | 24.02% | -6.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 24.94% | -6.61% |
Dividends
VTI vs. AZN - Dividend Comparison
VTI's dividend yield for the trailing twelve months is around 1.03%, less than AZN's 2.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZN AstraZeneca PLC | 2.93% | 1.70% | 2.27% | 2.15% | 2.12% | 2.35% | 2.80% | 2.81% | 3.69% | 3.95% | 5.01% | 4.06% |
VTI Vanguard Total Stock Market ETF | 1.03% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
VTI and AZN have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AZN has higher volatility (7.42%) compared to VTI (3.88%). In terms of maximum drawdown, VTI dropped -55.45% vs AZN's -48.94%.
VTI currently has the higher Sharpe Ratio (2.02 vs 1.11), 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.
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