VTS vs. IVV
Compare and contrast key facts about Vitesse Energy Inc (VTS) and iShares Core S&P 500 ETF (IVV).
IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTS or IVV.
Key characteristics
| VTS | IVV | |
|---|---|---|
| YTD Return | 32.57% | 26.93% |
| 1Y Return | 28.39% | 35.02% |
| Sharpe Ratio | 1.17 | 3.09 |
| Sortino Ratio | 1.79 | 4.11 |
| Omega Ratio | 1.21 | 1.58 |
| Calmar Ratio | 1.79 | 4.48 |
| Martin Ratio | 5.71 | 20.29 |
| Ulcer Index | 5.93% | 1.86% |
| Daily Std Dev | 28.91% | 12.20% |
| Max Drawdown | -18.91% | -55.25% |
| Current Drawdown | -1.52% | -0.23% |
Correlation
The correlation between VTS and IVV is 0.27, 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.
Performance
VTS vs. IVV - Performance Comparison
In the year-to-date period, VTS achieves a 32.57% return, which is significantly higher than IVV's 26.93% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
VTS vs. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vitesse Energy Inc (VTS) and iShares Core S&P 500 ETF (IVV). 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
VTS vs. IVV - Dividend Comparison
VTS's dividend yield for the trailing twelve months is around 7.54%, more than IVV's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTS Vitesse Energy Inc | 7.54% | 9.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IVV iShares Core S&P 500 ETF | 1.24% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
Drawdowns
VTS vs. IVV - Drawdown Comparison
The maximum VTS drawdown since its inception was -18.91%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for VTS and IVV. For additional features, visit the drawdowns tool.
Volatility
VTS vs. IVV - Volatility Comparison
Vitesse Energy Inc (VTS) has a higher volatility of 7.08% compared to iShares Core S&P 500 ETF (IVV) at 3.77%. This indicates that VTS's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.