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VWO vs. LAC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWO vs. LAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Emerging Markets ETF (VWO) and Lithium Americas Corp. (LAC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VWO achieves a 10.77% return, which is significantly higher than LAC's 4.36% return.


VWO

1D
0.76%
1M
-0.65%
YTD
10.77%
6M
12.57%
1Y
24.61%
3Y*
16.61%
5Y*
5.03%
10Y*
9.00%

LAC

1D
3.17%
1M
-16.97%
YTD
4.36%
6M
-11.13%
1Y
73.00%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWO vs. LAC - Yearly Performance Comparison


2026 (YTD)202520242023
VWO
Vanguard FTSE Emerging Markets ETF
10.77%25.60%10.59%7.08%
LAC
Lithium Americas Corp.
4.36%46.80%-53.59%-27.19%

Correlation

The correlation between VWO and LAC is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2023

0.43

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Return for Risk

VWO vs. LAC — Risk / Return Rank

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

VWO
VWO Risk / Return Rank: 5050
Overall Rank
VWO Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VWO Sortino Ratio Rank: 4747
Sortino Ratio Rank
VWO Omega Ratio Rank: 5151
Omega Ratio Rank
VWO Calmar Ratio Rank: 5050
Calmar Ratio Rank
VWO Martin Ratio Rank: 5252
Martin Ratio Rank

LAC
LAC Risk / Return Rank: 6969
Overall Rank
LAC Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
LAC Sortino Ratio Rank: 8080
Sortino Ratio Rank
LAC Omega Ratio Rank: 7676
Omega Ratio Rank
LAC Calmar Ratio Rank: 6666
Calmar Ratio Rank
LAC Martin Ratio Rank: 6161
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.

VWO vs. LAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets ETF (VWO) and Lithium Americas Corp. (LAC). 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.


VWOLACDifference
Sharpe ratioReturn per unit of total volatility

+0.94

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.28

1.25

+0.03

Calmar ratioReturn relative to maximum drawdown

2.21

1.16

+1.05

Martin ratioReturn relative to average drawdown

7.80

1.77

+6.04

VWO vs. LAC - Sharpe Ratio Comparison

The current VWO Sharpe Ratio is 1.49, which is higher than the LAC Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of VWO and LAC, 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

VWO vs. LAC - Drawdown Comparison

The maximum VWO drawdown since its inception was -67.68%, smaller than the maximum LAC drawdown of -81.83%. Use the drawdown chart below to compare losses from any high point for VWO and LAC.


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Drawdown Indicators


VWOLACDifference

Max Drawdown

Largest peak-to-trough decline

-67.68%

-81.83%

+14.15%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-63.08%

+51.91%

Max Drawdown (3Y)

Largest decline over 3 years

-17.37%

Max Drawdown (5Y)

Largest decline over 5 years

-32.60%

Max Drawdown (10Y)

Largest decline over 10 years

-36.39%

Current Drawdown

Current decline from peak

-2.68%

-61.18%

+58.50%

Average Drawdown

Average peak-to-trough decline

-15.80%

-63.13%

+47.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

41.47%

-38.30%

Volatility

VWO vs. LAC - Volatility Comparison

The current volatility for Vanguard FTSE Emerging Markets ETF (VWO) is 6.64%, while Lithium Americas Corp. (LAC) has a volatility of 22.78%. This indicates that VWO experiences smaller price fluctuations and is considered to be less risky than LAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWOLACDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

22.78%

-16.14%

Volatility (6M)

Calculated over the trailing 6-month period

14.04%

53.55%

-39.51%

Volatility (1Y)

Calculated over the trailing 1-year period

16.54%

132.17%

-115.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.48%

101.55%

-84.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.22%

101.55%

-82.33%

Dividends

VWO vs. LAC - Dividend Comparison

VWO's dividend yield for the trailing twelve months is around 2.44%, while LAC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LAC
Lithium Americas Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
2.44%2.79%3.20%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%

Frequently Asked Questions


VWO and LAC have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LAC has higher volatility (22.78%) compared to VWO (6.64%). In terms of maximum drawdown, VWO dropped -67.68% vs LAC's -81.83%.

VWO currently has the higher Sharpe Ratio (1.49 vs 0.56), 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

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