VTS vs. VNQ

Last updated Jun 4, 2026

VTS (Vitesse Energy Inc) is a stock, while VNQ (Vanguard Real Estate ETF) is REIT fund tracking the MSCI US Investable Market Real Estate 25/50 Index. Over the past 3 years, VTS returned -1.56%/yr vs 9.15%/yr for VNQ. At a 0.17 correlation, their price movements are largely independent.

Performance

VTS vs. VNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vitesse Energy Inc (VTS) and Vanguard Real Estate ETF (VNQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VTS achieves a -6.29% return, which is significantly lower than VNQ's 7.83% return.

VTS

• 1D: -3.23%
• 1M: -7.49%
• YTD: -6.29%
• 6M: -15.12%
• 1Y: -10.55%
• 3Y*: -1.56%
• 5Y*: —
• 10Y*: —

VNQ

• 1D: -0.12%
• 1M: -1.10%
• YTD: 7.83%
• 6M: 6.75%
• 1Y: 9.97%
• 3Y*: 9.15%
• 5Y*: 2.18%
• 10Y*: 5.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VTS vs. VNQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
VTS Vitesse Energy Inc	-6.29%	-15.20%	24.25%	66.54%
VNQ Vanguard Real Estate ETF	7.83%	3.24%	4.81%	4.33%

Correlation

The correlation between VTS and VNQ is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (All Time) Calculated using the full available price history since Jan 18, 2023	0.17

The correlation between VTS and VNQ shifts across timeframes, from 0.04 (1 year) to 0.19 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

VTS vs. VNQ — Risk / Return Rank

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

VTS

VTS Risk / Return Rank: 27
VTS Sharpe Ratio Rank: 27
VTS Sortino Ratio Rank: 25
VTS Omega Ratio Rank: 25
VTS Calmar Ratio Rank: 29
VTS Martin Ratio Rank: 30

VNQ

VNQ Risk / Return Rank: 23
VNQ Sharpe Ratio Rank: 22
VNQ Sortino Ratio Rank: 21
VNQ Omega Ratio Rank: 20
VNQ Calmar Ratio Rank: 25
VNQ Martin Ratio Rank: 27

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VTS vs. VNQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vitesse Energy Inc (VTS) and Vanguard Real Estate ETF (VNQ). 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.

	VTS	VNQ	Difference
Sharpe ratio Return per unit of total volatility	-0.32	0.76	-1.08
Sortino ratio Return per unit of downside risk	-0.24	1.12	-1.36
Omega ratio Gain probability vs. loss probability	0.97	1.14	-0.17
Calmar ratio Return relative to maximum drawdown	-0.33	1.20	-1.53
Martin ratio Return relative to average drawdown	-0.58	3.78	-4.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VTS vs. VNQ - Sharpe Ratio Comparison

The current VTS Sharpe Ratio is -0.32, which is lower than the VNQ Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of VTS and VNQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VTS	VNQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.32	0.76	-1.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.12	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.25	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.26	+0.18

Drawdowns

VTS vs. VNQ - Drawdown Comparison

The maximum VTS drawdown since its inception was -31.97%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for VTS and VNQ.

Drawdown Indicators

	VTS	VNQ	Difference
Max Drawdown Largest peak-to-trough decline	-31.97%	-73.07%	+41.10%
Max Drawdown (1Y) Largest decline over 1 year	-31.97%	-8.34%	-23.63%
Max Drawdown (3Y) Largest decline over 3 years	-31.97%	-17.46%	-14.51%
Max Drawdown (5Y) Largest decline over 5 years	—	-34.48%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.40%	—
Current Drawdown Current decline from peak	-29.33%	-3.75%	-25.58%
Average Drawdown Average peak-to-trough decline	-10.22%	-13.63%	+3.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.29%	2.64%	+15.65%

Volatility

VTS vs. VNQ - Volatility Comparison

Vitesse Energy Inc (VTS) has a higher volatility of 9.15% compared to Vanguard Real Estate ETF (VNQ) at 3.72%. This indicates that VTS's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VTS	VNQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.15%	3.72%	+5.43%
Volatility (6M) Calculated over the trailing 6-month period	25.15%	9.26%	+15.89%
Volatility (1Y) Calculated over the trailing 1-year period	32.83%	13.16%	+19.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.29%	18.80%	+17.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.29%	20.70%	+15.59%

Dividends

VTS vs. VNQ - Dividend Comparison

VTS's dividend yield for the trailing twelve months is around 12.04%, more than VNQ's 3.69% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VNQ Vanguard Real Estate ETF	3.69%	3.92%	3.85%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%
VTS Vitesse Energy Inc	12.04%	11.68%	8.30%	9.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VTS and VNQ in my portfolio?

VTS and VNQ have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VTS or VNQ?

VTS has higher volatility (9.15%) compared to VNQ (3.72%). In terms of maximum drawdown, VTS dropped -31.97% vs VNQ's -73.07%.

Which has better risk-adjusted returns?

VNQ currently has the higher Sharpe Ratio (0.76 vs -0.32), 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.