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VTS vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTS and IVV is 0.31, 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

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

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Key characteristics

Sharpe Ratio

VTS:

-0.22

IVV:

0.57

Sortino Ratio

VTS:

-0.06

IVV:

0.96

Omega Ratio

VTS:

0.99

IVV:

1.14

Calmar Ratio

VTS:

-0.27

IVV:

0.62

Martin Ratio

VTS:

-0.73

IVV:

2.36

Ulcer Index

VTS:

9.90%

IVV:

4.90%

Daily Std Dev

VTS:

34.08%

IVV:

19.63%

Max Drawdown

VTS:

-27.11%

IVV:

-55.25%

Current Drawdown

VTS:

-22.15%

IVV:

-4.61%

Returns By Period

In the year-to-date period, VTS achieves a -13.85% return, which is significantly lower than IVV's -0.20% return.


VTS

YTD

-13.85%

1M

1.84%

6M

-21.00%

1Y

-7.35%

3Y*

N/A

5Y*

N/A

10Y*

N/A

IVV

YTD

-0.20%

1M

13.42%

6M

-0.65%

1Y

11.16%

3Y*

16.12%

5Y*

16.32%

10Y*

12.58%

*Annualized

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Vitesse Energy Inc

iShares Core S&P 500 ETF

Risk-Adjusted Performance

VTS vs. IVV — Risk-Adjusted Performance Rank

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

VTS
The Risk-Adjusted Performance Rank of VTS is 3535
Overall Rank
The Sharpe Ratio Rank of VTS is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VTS is 3434
Sortino Ratio Rank
The Omega Ratio Rank of VTS is 3434
Omega Ratio Rank
The Calmar Ratio Rank of VTS is 3333
Calmar Ratio Rank
The Martin Ratio Rank of VTS is 3434
Martin Ratio Rank

IVV
The Risk-Adjusted Performance Rank of IVV is 5959
Overall Rank
The Sharpe Ratio Rank of IVV is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 5757
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 6161
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 6262
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current VTS Sharpe Ratio is -0.22, which is lower than the IVV Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of VTS and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VTS vs. IVV - Dividend Comparison

VTS's dividend yield for the trailing twelve months is around 10.17%, more than IVV's 1.32% yield.


TTM20242023202220212020201920182017201620152014
VTS
Vitesse Energy Inc
10.17%8.30%9.14%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
1.32%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%

Drawdowns

VTS vs. IVV - Drawdown Comparison

The maximum VTS drawdown since its inception was -27.11%, 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.


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Volatility

VTS vs. IVV - Volatility Comparison

Vitesse Energy Inc (VTS) has a higher volatility of 12.98% compared to iShares Core S&P 500 ETF (IVV) at 4.78%. 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.


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