PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
VV vs. VVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VV vs. VVV

Last updated Jun 4, 2026

VV (Vanguard Large-Cap ETF) is Large Cap Growth Equities fund tracking the CRSP US Large Cap Index, while VVV (Valvoline Inc.) is a stock. Over the past 5 years, VV returned 13.54%/yr vs 0.99%/yr for VVV. At a 0.45 correlation, their price movements are largely independent.

Performance

VV vs. VVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Large-Cap ETF (VV) and Valvoline Inc. (VVV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VV achieves a 10.69% return, which is significantly lower than VVV's 19.24% return.

VV

1D
-0.72%
1M
5.19%
YTD
10.69%
6M
10.54%
1Y
27.77%
3Y*
22.68%
5Y*
13.54%
10Y*
15.58%

VVV

1D
2.09%
1M
7.91%
YTD
19.24%
6M
13.38%
1Y
-5.46%
3Y*
-3.43%
5Y*
0.99%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

VV vs. VVV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VV
Vanguard Large-Cap ETF		10.69%18.11%25.25%27.18%-19.91%27.41%21.04%31.25%-4.46%22.00%
VVV
Valvoline Inc.		19.24%-19.68%-3.73%15.10%-11.05%63.81%10.53%13.02%-21.59%17.70%

Correlation

The correlation between VV and VVV is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.29

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

0.38

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

0.46

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2016

0.45

The correlation between VV and VVV shifts across timeframes, from 0.29 (1 year) to 0.46 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard Large-Cap ETF

Valvoline Inc.

Often compared with VV:
VV vs. VOOVV vs. FXAIXVV vs. VUGVV vs. VTVVV vs. VTIVV vs. VIGVV vs. SCHD
Often compared with VVV:
VVV vs. QQQVVV vs. VOOVVV vs. UPSVVV vs. CVIVVV vs. SCHDVVV vs. OXYVVV vs. EUFN

Return for Risk

VV vs. VVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VV
VV Risk / Return Rank: 6767
Overall Rank
VV Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VV Sortino Ratio Rank: 6868
Sortino Ratio Rank
VV Omega Ratio Rank: 6868
Omega Ratio Rank
VV Calmar Ratio Rank: 6060
Calmar Ratio Rank
VV Martin Ratio Rank: 7272
Martin Ratio Rank
VVV
VVV Risk / Return Rank: 3232
Overall Rank
VVV Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
VVV Sortino Ratio Rank: 2929
Sortino Ratio Rank
VVV Omega Ratio Rank: 2929
Omega Ratio Rank
VVV Calmar Ratio Rank: 3434
Calmar Ratio Rank
VVV Martin Ratio Rank: 3434
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.

VV vs. VVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap ETF (VV) and Valvoline Inc. (VVV). 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.

VVVVVDifference
Sharpe ratioReturn per unit of total volatility
2.33
-0.18

+2.50

Sortino ratioReturn per unit of downside risk
3.18
-0.04

+3.23

Omega ratioGain probability vs. loss probability

1.42

1.00

+0.42

Calmar ratioReturn relative to maximum drawdown

3.03

-0.19

+3.22

Martin ratioReturn relative to average drawdown

13.86

-0.35

+14.20

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VV vs. VVV - Sharpe Ratio Comparison

The current VV Sharpe Ratio is 2.33, which is higher than the VVV Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of VV and VVV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

VVVVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

-0.18

+2.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.03

+0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.16

+0.43

Drawdowns

VV vs. VVV - Drawdown Comparison

The maximum VV drawdown since its inception was -54.81%, smaller than the maximum VVV drawdown of -62.46%. Use the drawdown chart below to compare losses from any high point for VV and VVV.

Loading charts...

Drawdown Indicators

VVVVVDifference

Max Drawdown

Largest peak-to-trough decline

-54.81%

-62.46%

+7.65%

Max Drawdown (1Y)

Largest decline over 1 year

-9.21%

-29.01%

+19.80%

Max Drawdown (3Y)

Largest decline over 3 years

-18.97%

-39.35%

+20.38%

Max Drawdown (5Y)

Largest decline over 5 years

-25.66%

-39.35%

+13.69%

Max Drawdown (10Y)

Largest decline over 10 years

-34.28%

—

—

Current Drawdown

Current decline from peak

-0.72%

-27.21%

+26.49%

Average Drawdown

Average peak-to-trough decline

-6.84%

-14.01%

+7.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

15.74%

-13.73%

Volatility

VV vs. VVV - Volatility Comparison

The current volatility for Vanguard Large-Cap ETF (VV) is 2.84%, while Valvoline Inc. (VVV) has a volatility of 11.94%. This indicates that VV experiences smaller price fluctuations and is considered to be less risky than VVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

VVVVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.84%

11.94%

-9.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.98%

23.32%

-14.34%

Volatility (1Y)

Calculated over the trailing 1-year period

11.99%

31.60%

-19.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.22%

29.40%

-12.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.19%

32.89%

-14.70%

Dividends

VV vs. VVV - Dividend Comparison

VV's dividend yield for the trailing twelve months is around 0.98%, while VVV has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
VV
Vanguard Large-Cap ETF		0.98%1.08%1.24%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%
VVV
Valvoline Inc.		0.00%0.00%0.00%0.00%1.53%1.34%2.01%2.01%1.70%0.88%0.23%0.00%

Frequently Asked Questions

VV and VVV have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VVV has higher volatility (11.94%) compared to VV (2.84%). In terms of maximum drawdown, VV dropped -54.81% vs VVV's -62.46%.

VV currently has the higher Sharpe Ratio (2.33 vs -0.18), 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.

Portfolio Optimizer

Find the right allocation for VV and VVV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer