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

Correlation

The correlation between VTSI and VOO is 0.15, 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.


-0.50.00.51.00.1

Performance

VTSI vs. VOO - Performance Comparison

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

100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
131.95%
241.25%
VTSI
VOO

Key characteristics

Sharpe Ratio

VTSI:

-0.27

VOO:

2.04

Sortino Ratio

VTSI:

0.15

VOO:

2.72

Omega Ratio

VTSI:

1.02

VOO:

1.38

Calmar Ratio

VTSI:

-0.35

VOO:

3.02

Martin Ratio

VTSI:

-0.50

VOO:

13.60

Ulcer Index

VTSI:

45.31%

VOO:

1.88%

Daily Std Dev

VTSI:

82.97%

VOO:

12.52%

Max Drawdown

VTSI:

-69.54%

VOO:

-33.99%

Current Drawdown

VTSI:

-62.09%

VOO:

-3.52%

Returns By Period

In the year-to-date period, VTSI achieves a -31.47% return, which is significantly lower than VOO's 24.65% return.


VTSI

YTD

-31.47%

1M

-8.72%

6M

-17.22%

1Y

-27.65%

5Y*

9.65%

10Y*

N/A

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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

VTSI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VirTra, Inc. (VTSI) 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 VTSI, currently valued at -0.27, compared to the broader market-4.00-2.000.002.00-0.272.04
The chart of Sortino ratio for VTSI, currently valued at 0.15, compared to the broader market-4.00-2.000.002.004.000.152.72
The chart of Omega ratio for VTSI, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.38
The chart of Calmar ratio for VTSI, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.353.02
The chart of Martin ratio for VTSI, currently valued at -0.50, compared to the broader market0.0010.0020.00-0.5013.60
VTSI
VOO

The current VTSI Sharpe Ratio is -0.27, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of VTSI 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.27
2.04
VTSI
VOO

Dividends

VTSI vs. VOO - Dividend Comparison

VTSI has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
VTSI
VirTra, 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
0.92%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VTSI vs. VOO - Drawdown Comparison

The maximum VTSI drawdown since its inception was -69.54%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VTSI and VOO. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-62.09%
-3.52%
VTSI
VOO

Volatility

VTSI vs. VOO - Volatility Comparison

VirTra, Inc. (VTSI) has a higher volatility of 12.88% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. This indicates that VTSI'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%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
12.88%
3.58%
VTSI
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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