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VZ vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VZ and SPY is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

VZ vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Verizon Communications Inc. (VZ) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
218.60%
487.47%
VZ
SPY

Key characteristics

Sharpe Ratio

VZ:

0.66

SPY:

0.52

Sortino Ratio

VZ:

0.97

SPY:

0.87

Omega Ratio

VZ:

1.14

SPY:

1.13

Calmar Ratio

VZ:

0.64

SPY:

0.55

Martin Ratio

VZ:

2.68

SPY:

2.26

Ulcer Index

VZ:

5.46%

SPY:

4.59%

Daily Std Dev

VZ:

22.26%

SPY:

20.10%

Max Drawdown

VZ:

-50.61%

SPY:

-55.19%

Current Drawdown

VZ:

-10.34%

SPY:

-9.86%

Returns By Period

In the year-to-date period, VZ achieves a 9.67% return, which is significantly higher than SPY's -5.73% return. Over the past 10 years, VZ has underperformed SPY with an annualized return of 3.47%, while SPY has yielded a comparatively higher 12.04% annualized return.


VZ

YTD

9.67%

1M

-4.14%

6M

5.37%

1Y

14.09%

5Y*

-0.54%

10Y*

3.47%

SPY

YTD

-5.73%

1M

-0.87%

6M

-4.56%

1Y

9.76%

5Y*

15.17%

10Y*

12.04%

*Annualized

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Risk-Adjusted Performance

VZ vs. SPY — Risk-Adjusted Performance Rank

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

VZ
The Risk-Adjusted Performance Rank of VZ is 7373
Overall Rank
The Sharpe Ratio Rank of VZ is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of VZ is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VZ is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VZ is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VZ is 7878
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VZ vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Verizon Communications Inc. (VZ) and SPDR S&P 500 ETF (SPY). 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.


The chart of Sharpe ratio for VZ, currently valued at 0.66, compared to the broader market-2.00-1.000.001.002.003.00
VZ: 0.66
SPY: 0.52
The chart of Sortino ratio for VZ, currently valued at 0.97, compared to the broader market-6.00-4.00-2.000.002.004.00
VZ: 0.97
SPY: 0.87
The chart of Omega ratio for VZ, currently valued at 1.14, compared to the broader market0.501.001.502.00
VZ: 1.14
SPY: 1.13
The chart of Calmar ratio for VZ, currently valued at 0.64, compared to the broader market0.001.002.003.004.005.00
VZ: 0.64
SPY: 0.55
The chart of Martin ratio for VZ, currently valued at 2.68, compared to the broader market-5.000.005.0010.0015.0020.00
VZ: 2.68
SPY: 2.26

The current VZ Sharpe Ratio is 0.66, which is comparable to the SPY Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of VZ and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.66
0.52
VZ
SPY

Dividends

VZ vs. SPY - Dividend Comparison

VZ's dividend yield for the trailing twelve months is around 6.37%, more than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
VZ
Verizon Communications Inc.
6.37%6.68%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

VZ vs. SPY - Drawdown Comparison

The maximum VZ drawdown since its inception was -50.61%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VZ and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.34%
-9.86%
VZ
SPY

Volatility

VZ vs. SPY - Volatility Comparison

The current volatility for Verizon Communications Inc. (VZ) is 8.69%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that VZ experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
8.69%
15.12%
VZ
SPY