VTI vs. ED
VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while ED (Consolidated Edison, Inc.) is a stock. Over the past 10 years, VTI returned 15.02%/yr vs 7.01%/yr for ED. At a 0.33 correlation, their price movements are largely independent.
Performance
VTI vs. ED - Performance Comparison
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Returns By Period
In the year-to-date period, VTI achieves a 9.62% return, which is significantly lower than ED's 10.24% return. Over the past 10 years, VTI has outperformed ED with an annualized return of 15.02%, while ED has yielded a comparatively lower 7.01% annualized return.
VTI
- 1D
- 0.57%
- 1M
- 0.45%
- YTD
- 9.62%
- 6M
- 9.69%
- 1Y
- 24.78%
- 3Y*
- 20.60%
- 5Y*
- 12.20%
- 10Y*
- 15.02%
ED
- 1D
- 0.84%
- 1M
- 1.49%
- YTD
- 10.24%
- 6M
- 12.27%
- 1Y
- 7.29%
- 3Y*
- 9.08%
- 5Y*
- 10.68%
- 10Y*
- 7.01%
VTI vs. ED - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 9.62% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
ED Consolidated Edison, Inc. | 10.24% | 15.15% | 1.55% | -1.12% | 15.65% | 22.96% | -16.99% | 22.54% | -6.62% | 19.30% |
Correlation
The correlation between VTI and ED is -0.27, 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 | -0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.33 |
The correlation between VTI and ED shifts across timeframes, from -0.27 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VTI vs. ED — Risk / Return Rank
VTI
ED
VTI vs. ED - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and Consolidated Edison, Inc. (ED). 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.
| VTI | ED | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.53 | ||
| Sortino ratioReturn per unit of downside risk | +1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.08 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 0.76 | +2.03 |
| Martin ratioReturn relative to average drawdown | 12.52 | 1.59 | +10.93 |
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Drawdowns
VTI vs. ED - Drawdown Comparison
The maximum VTI drawdown since its inception was -55.45%, smaller than the maximum ED drawdown of -78.90%. Use the drawdown chart below to compare losses from any high point for VTI and ED.
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Drawdown Indicators
| VTI | ED | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.45% | -78.90% | +23.45% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -9.63% | +0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -19.30% | -17.36% | -1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -22.03% | -3.33% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | -30.91% | -4.09% |
Current DrawdownCurrent decline from peak | -2.14% | -5.91% | +3.77% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -13.24% | +5.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 4.59% | -2.60% |
Volatility
VTI vs. ED - Volatility Comparison
The current volatility for Vanguard Total Stock Market ETF (VTI) is 4.50%, while Consolidated Edison, Inc. (ED) has a volatility of 5.98%. This indicates that VTI experiences smaller price fluctuations and is considered to be less risky than ED based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTI | ED | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 5.98% | -1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 12.27% | -2.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.64% | 16.65% | -4.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 18.79% | -1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 21.01% | -2.68% |
Dividends
VTI vs. ED - Dividend Comparison
VTI's dividend yield for the trailing twelve months is around 1.03%, less than ED's 3.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ED Consolidated Edison, Inc. | 3.23% | 3.42% | 3.72% | 3.56% | 3.32% | 3.63% | 4.23% | 3.27% | 3.74% | 3.25% | 3.64% | 4.05% |
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 ED have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ED has higher volatility (5.98%) compared to VTI (4.50%). In terms of maximum drawdown, VTI dropped -55.45% vs ED's -78.90%.
VTI currently has the higher Sharpe Ratio (1.97 vs 0.44), 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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