VZ vs. ITOT
VZ (Verizon Communications Inc.) is a stock, while ITOT (iShares Core S&P Total U.S. Stock Market ETF) is Large Cap Blend Equities fund tracking the S&P Total Market Index. Over the past 10 years, VZ returned 4.44%/yr vs 14.99%/yr for ITOT. At a 0.42 correlation, their price movements are largely independent.
Performance
VZ vs. ITOT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VZ achieves a 21.97% return, which is significantly higher than ITOT's 9.69% return. Over the past 10 years, VZ has underperformed ITOT with an annualized return of 4.44%, while ITOT has yielded a comparatively higher 14.99% annualized return.
VZ
- 1D
- 2.49%
- 1M
- 1.91%
- YTD
- 21.97%
- 6M
- 21.50%
- 1Y
- 18.98%
- 3Y*
- 18.39%
- 5Y*
- 2.74%
- 10Y*
- 4.44%
ITOT
- 1D
- 0.59%
- 1M
- 0.46%
- YTD
- 9.69%
- 6M
- 9.77%
- 1Y
- 24.78%
- 3Y*
- 20.61%
- 5Y*
- 12.20%
- 10Y*
- 14.99%
VZ vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VZ Verizon Communications Inc. | 21.97% | 8.86% | 13.14% | 2.71% | -20.02% | -7.55% | -0.13% | 13.83% | 11.26% | 3.97% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 9.69% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Correlation
The correlation between VZ and ITOT is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2004 | 0.42 |
The correlation between VZ and ITOT shifts across timeframes, from -0.11 (1 year) to 0.42 (all time), 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.
Return for Risk
VZ vs. ITOT — Risk / Return Rank
VZ
ITOT
VZ vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Verizon Communications Inc. (VZ) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
| VZ | ITOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.35 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 2.80 | -1.37 |
| Martin ratioReturn relative to average drawdown | 3.06 | 12.50 | -9.44 |
Loading charts...
Drawdowns
VZ vs. ITOT - Drawdown Comparison
The maximum VZ drawdown since its inception was -50.66%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for VZ and ITOT.
Loading charts...
Drawdown Indicators
| VZ | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.66% | -55.20% | +4.54% |
Max Drawdown (1Y)Largest decline over 1 year | -13.32% | -8.90% | -4.42% |
Max Drawdown (3Y)Largest decline over 3 years | -14.93% | -19.44% | +4.51% |
Max Drawdown (5Y)Largest decline over 5 years | -38.38% | -25.36% | -13.02% |
Max Drawdown (10Y)Largest decline over 10 years | -41.21% | -35.00% | -6.21% |
Current DrawdownCurrent decline from peak | -4.96% | -2.12% | -2.84% |
Average DrawdownAverage peak-to-trough decline | -14.82% | -6.96% | -7.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.23% | 1.99% | +4.24% |
Volatility
VZ vs. ITOT - Volatility Comparison
Verizon Communications Inc. (VZ) has a higher volatility of 6.87% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 4.57%. This indicates that VZ's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VZ | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.87% | 4.57% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 17.91% | 9.85% | +8.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.78% | 12.69% | +10.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.66% | 17.43% | +4.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.36% | 18.29% | +2.07% |
Dividends
VZ vs. ITOT - Dividend Comparison
VZ's dividend yield for the trailing twelve months is around 5.75%, more than ITOT's 0.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 0.99% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
VZ Verizon Communications Inc. | 5.75% | 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 ITOT have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VZ has higher volatility (6.87%) compared to ITOT (4.57%). In terms of maximum drawdown, VZ dropped -50.66% vs ITOT's -55.20%.
ITOT currently has the higher Sharpe Ratio (1.96 vs 0.84), 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.
Find the right allocation for VZ and ITOT
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