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VTLE vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTLE and VOO is 0.36, 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.


-0.50.00.51.00.4

Performance

VTLE vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vital Energy Inc. (VTLE) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
-92.16%
521.81%
VTLE
VOO

Key characteristics

Sharpe Ratio

VTLE:

-0.87

VOO:

2.25

Sortino Ratio

VTLE:

-1.15

VOO:

2.98

Omega Ratio

VTLE:

0.87

VOO:

1.42

Calmar Ratio

VTLE:

-0.37

VOO:

3.31

Martin Ratio

VTLE:

-1.17

VOO:

14.77

Ulcer Index

VTLE:

30.90%

VOO:

1.90%

Daily Std Dev

VTLE:

41.60%

VOO:

12.46%

Max Drawdown

VTLE:

-98.99%

VOO:

-33.99%

Current Drawdown

VTLE:

-95.77%

VOO:

-2.47%

Returns By Period

In the year-to-date period, VTLE achieves a -37.59% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, VTLE has underperformed VOO with an annualized return of -18.26%, while VOO has yielded a comparatively higher 13.08% annualized return.


VTLE

YTD

-37.59%

1M

-13.45%

6M

-33.64%

1Y

-37.58%

5Y*

-13.10%

10Y*

-18.26%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

VTLE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vital Energy Inc. (VTLE) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for VTLE, currently valued at -0.87, compared to the broader market-4.00-2.000.002.00-0.872.25
The chart of Sortino ratio for VTLE, currently valued at -1.15, compared to the broader market-4.00-2.000.002.004.00-1.152.98
The chart of Omega ratio for VTLE, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.42
The chart of Calmar ratio for VTLE, currently valued at -0.37, compared to the broader market0.002.004.006.00-0.373.31
The chart of Martin ratio for VTLE, currently valued at -1.17, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.1714.77
VTLE
VOO

The current VTLE Sharpe Ratio is -0.87, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of VTLE and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.87
2.25
VTLE
VOO

Dividends

VTLE vs. VOO - Dividend Comparison

VTLE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
VTLE
Vital Energy Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VTLE vs. VOO - Drawdown Comparison

The maximum VTLE drawdown since its inception was -98.99%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VTLE and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-95.77%
-2.47%
VTLE
VOO

Volatility

VTLE vs. VOO - Volatility Comparison

Vital Energy Inc. (VTLE) has a higher volatility of 12.80% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that VTLE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.80%
3.75%
VTLE
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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