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VZ vs. DIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VZ vs. DIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Verizon Communications Inc. (VZ) and Global X SuperDividend U.S. ETF (DIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VZ achieves a 15.21% return, which is significantly higher than DIV's 12.28% return. Both investments have delivered pretty close results over the past 10 years, with VZ having a 3.91% annualized return and DIV not far ahead at 4.02%.


VZ

1D
0.15%
1M
-3.77%
YTD
15.21%
6M
13.62%
1Y
10.73%
3Y*
16.17%
5Y*
1.67%
10Y*
3.91%

DIV

1D
-0.32%
1M
-1.53%
YTD
12.28%
6M
11.92%
1Y
15.44%
3Y*
11.41%
5Y*
4.98%
10Y*
4.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VZ vs. DIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VZ
Verizon Communications Inc.
15.21%8.86%13.14%2.71%-20.02%-7.55%-0.13%13.83%11.26%3.97%
DIV
Global X SuperDividend U.S. ETF
12.28%3.10%11.27%-1.73%-3.92%30.60%-22.85%14.50%-6.60%9.90%

Correlation

The correlation between VZ and DIV 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 (3Y)
Calculated over the trailing 3-year period

0.44

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

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2013

0.47

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Return for Risk

VZ vs. DIV — Risk / Return Rank

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

VZ
VZ Risk / Return Rank: 5757
Overall Rank
VZ Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VZ Sortino Ratio Rank: 5454
Sortino Ratio Rank
VZ Omega Ratio Rank: 5252
Omega Ratio Rank
VZ Calmar Ratio Rank: 6060
Calmar Ratio Rank
VZ Martin Ratio Rank: 6060
Martin Ratio Rank

DIV
DIV Risk / Return Rank: 5252
Overall Rank
DIV Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
DIV Sortino Ratio Rank: 4949
Sortino Ratio Rank
DIV Omega Ratio Rank: 4444
Omega Ratio Rank
DIV Calmar Ratio Rank: 6565
Calmar Ratio Rank
DIV Martin Ratio Rank: 5353
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.

VZ vs. DIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Verizon Communications Inc. (VZ) and Global X SuperDividend U.S. ETF (DIV). 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.


VZDIVDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

1.11

1.26

-0.14

Calmar ratioReturn relative to maximum drawdown

0.81

2.97

-2.16

Martin ratioReturn relative to average drawdown

1.72

8.27

-6.54

VZ vs. DIV - Sharpe Ratio Comparison

The current VZ Sharpe Ratio is 0.48, which is lower than the DIV Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of VZ and DIV, 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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Sharpe Ratios by Period


VZDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

1.50

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.37

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.22

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.28

-0.08

Drawdowns

VZ vs. DIV - Drawdown Comparison

The maximum VZ drawdown since its inception was -50.66%, roughly equal to the maximum DIV drawdown of -52.74%. Use the drawdown chart below to compare losses from any high point for VZ and DIV.


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Drawdown Indicators


VZDIVDifference

Max Drawdown

Largest peak-to-trough decline

-50.66%

-52.74%

+2.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.32%

-5.23%

-8.09%

Max Drawdown (3Y)

Largest decline over 3 years

-14.93%

-12.33%

-2.60%

Max Drawdown (5Y)

Largest decline over 5 years

-38.38%

-21.14%

-17.24%

Max Drawdown (10Y)

Largest decline over 10 years

-41.21%

-52.74%

+11.53%

Current Drawdown

Current decline from peak

-10.23%

-2.63%

-7.60%

Average Drawdown

Average peak-to-trough decline

-14.83%

-7.02%

-7.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.24%

1.87%

+4.37%

Volatility

VZ vs. DIV - Volatility Comparison

Verizon Communications Inc. (VZ) has a higher volatility of 6.15% compared to Global X SuperDividend U.S. ETF (DIV) at 3.19%. This indicates that VZ's price experiences larger fluctuations and is considered to be riskier than DIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VZDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.15%

3.19%

+2.96%

Volatility (6M)

Calculated over the trailing 6-month period

17.91%

7.05%

+10.86%

Volatility (1Y)

Calculated over the trailing 1-year period

22.59%

10.33%

+12.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.61%

13.68%

+7.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.34%

17.99%

+2.35%

Dividends

VZ vs. DIV - Dividend Comparison

VZ's dividend yield for the trailing twelve months is around 6.08%, less than DIV's 6.74% yield.


PositionTTM20252024202320222021202020192018201720162015
DIV
Global X SuperDividend U.S. ETF
6.74%7.30%5.74%7.13%6.62%5.24%8.01%7.65%7.08%5.92%6.78%8.44%
VZ
Verizon Communications Inc.
6.08%6.68%6.68%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%

Frequently Asked Questions


VZ and DIV 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.

VZ has higher volatility (6.15%) compared to DIV (3.19%). In terms of maximum drawdown, VZ dropped -50.66% vs DIV's -52.74%.

DIV currently has the higher Sharpe Ratio (1.50 vs 0.48), 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 VZ and DIV

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