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VUG vs. VST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUG vs. VST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Growth ETF (VUG) and Vistra Corp. (VST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VUG achieves a 5.18% return, which is significantly higher than VST's -1.80% return.


VUG

1D
0.07%
1M
-1.79%
6M
5.78%
YTD
5.18%
1Y
14.67%
3Y*
21.89%
5Y*
12.42%
10Y*
17.41%
ALL TIME*
12.11%

VST

1D
1.64%
1M
-3.38%
6M
-4.91%
YTD
-1.80%
1Y
-17.71%
3Y*
79.06%
5Y*
56.74%
10Y*
ALL TIME*
30.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUG vs. VST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VUG
Vanguard Growth ETF
5.18%19.40%32.69%46.83%-33.16%27.35%40.25%37.03%-3.32%27.72%
VST
Vistra Corp.
-1.80%17.66%261.52%70.73%5.08%19.57%-11.87%2.46%24.95%18.19%

Correlation

The correlation between VUG and VST is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2016

0.35

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Return for Risk

VUG vs. VST — Risk / Return Rank

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

VUG
VUG Risk / Return Rank: 2828
Overall Rank
VUG Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 2929
Sortino Ratio Rank
VUG Omega Ratio Rank: 2929
Omega Ratio Rank
VUG Calmar Ratio Rank: 2525
Calmar Ratio Rank
VUG Martin Ratio Rank: 2828
Martin Ratio Rank

VST
VST Risk / Return Rank: 2929
Overall Rank
VST Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VST Sortino Ratio Rank: 2929
Sortino Ratio Rank
VST Omega Ratio Rank: 2929
Omega Ratio Rank
VST Calmar Ratio Rank: 2929
Calmar Ratio Rank
VST Martin Ratio Rank: 3030
Martin Ratio Rank
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.

VUG vs. VST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth ETF (VUG) and Vistra Corp. (VST). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VUGVSTDifference
Sharpe ratioReturn per unit of total volatility

+1.22

Sortino ratioReturn per unit of downside risk

+1.47

Omega ratioGain probability vs. loss probability

1.16

0.97

+0.18

Calmar ratioReturn relative to maximum drawdown

0.89

-0.47

+1.36

Martin ratioReturn relative to average drawdown

2.92

-0.80

+3.72

VUG vs. VST - Sharpe Ratio Comparison

The current VUG Sharpe Ratio is 0.85, which is higher than the VST Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of VUG and VST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VUG vs. VST - Drawdown Comparison

The maximum VUG drawdown since its inception was -50.68%, roughly equal to the maximum VST drawdown of -53.32%. Use the drawdown chart below to compare losses from any high point for VUG and VST.


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Drawdown Indicators


VUGVSTDifference

Max Drawdown

Largest peak-to-trough decline

-50.68%

-53.32%

+2.64%

Max Drawdown (1Y)

Largest decline over 1 year

-16.53%

-38.01%

+21.48%

Max Drawdown (3Y)

Largest decline over 3 years

-22.85%

-48.80%

+25.95%

Max Drawdown (5Y)

Largest decline over 5 years

-35.61%

-48.80%

+13.19%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

Current Drawdown

Current decline from peak

-5.39%

-27.20%

+21.81%

Average Drawdown

Average peak-to-trough decline

-7.08%

-13.85%

+6.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.04%

22.32%

-17.28%

Volatility

VUG vs. VST - Volatility Comparison

The current volatility for Vanguard Growth ETF (VUG) is 5.71%, while Vistra Corp. (VST) has a volatility of 10.86%. This indicates that VUG experiences smaller price fluctuations and is considered to be less risky than VST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUGVSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

10.86%

-5.15%

Volatility (6M)

Calculated over the trailing 6-month period

14.01%

34.20%

-20.19%

Volatility (1Y)

Calculated over the trailing 1-year period

17.34%

48.76%

-31.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.45%

47.96%

-25.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.52%

42.18%

-20.66%

Dividends

VUG vs. VST - Dividend Comparison

VUG's dividend yield for the trailing twelve months is around 0.40%, less than VST's 0.58% yield.


PositionTTM20252024202320222021202020192018201720162015
VST
Vistra Corp.
0.58%0.56%0.63%2.13%3.12%2.64%2.75%2.17%0.00%0.00%14.97%0.00%
VUG
Vanguard Growth ETF
0.40%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%

Frequently Asked Questions


VUG and VST have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VST has higher volatility (10.86%) compared to VUG (5.71%). In terms of maximum drawdown, VUG dropped -50.68% vs VST's -53.32%.

VUG currently has the higher Sharpe Ratio (0.85 vs -0.37), 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.

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