WFRD vs. VTI

Last updated Jun 4, 2026

WFRD (Weatherford International plc) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 5 years, WFRD returned 48.52%/yr vs 12.69%/yr for VTI. At a 0.35 correlation, their price movements are largely independent.

Performance

WFRD vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Weatherford International plc (WFRD) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WFRD achieves a 33.71% return, which is significantly higher than VTI's 11.20% return.

WFRD

• 1D: 0.36%
• 1M: -4.37%
• YTD: 33.71%
• 6M: 35.97%
• 1Y: 125.19%
• 3Y*: 19.52%
• 5Y*: 48.52%
• 10Y*: —

VTI

• 1D: -0.72%
• 1M: 4.99%
• YTD: 11.20%
• 6M: 11.09%
• 1Y: 28.18%
• 3Y*: 22.07%
• 5Y*: 12.69%
• 10Y*: 15.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WFRD vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
WFRD Weatherford International plc	33.71%	11.14%	-26.39%	92.12%	83.69%	116.39%
VTI Vanguard Total Stock Market ETF	11.20%	17.10%	23.81%	26.05%	-19.52%	11.60%

Correlation

The correlation between WFRD and VTI is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (All Time) Calculated using the full available price history since Jun 3, 2021	0.35

Return for Risk

WFRD vs. VTI — Risk / Return Rank

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

WFRD

WFRD Risk / Return Rank: 93
WFRD Sharpe Ratio Rank: 95
WFRD Sortino Ratio Rank: 92
WFRD Omega Ratio Rank: 91
WFRD Calmar Ratio Rank: 94
WFRD Martin Ratio Rank: 95

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 69
VTI Sortino Ratio Rank: 68
VTI Omega Ratio Rank: 67
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 75

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.

WFRD vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Weatherford International plc (WFRD) and Vanguard Total Stock Market ETF (VTI). 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.

	WFRD	VTI	Difference
Sharpe ratio: Return per unit of total volatility	3.09	2.33	+0.76
Sortino ratio: Return per unit of downside risk	3.63	3.18	+0.44
Omega ratio: Gain probability vs. loss probability	1.45	1.42	+0.03
Calmar ratio: Return relative to maximum drawdown	6.19	3.17	+3.02
Martin ratio: Return relative to average drawdown	20.89	14.62	+6.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WFRD vs. VTI - Sharpe Ratio Comparison

The current WFRD Sharpe Ratio is 3.09, which is higher than the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of WFRD and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WFRD	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.09	2.33	+0.76
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.95	0.73	+0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.02	0.51	+0.52

Drawdowns

WFRD vs. VTI - Drawdown Comparison

The maximum WFRD drawdown since its inception was -70.56%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for WFRD and VTI.

Drawdown Indicators

	WFRD	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-70.56%	-55.45%	-15.11%
Max Drawdown (1Y) Largest decline over 1 year	-20.34%	-8.92%	-11.42%
Max Drawdown (3Y) Largest decline over 3 years	-70.56%	-19.30%	-51.26%
Max Drawdown (5Y) Largest decline over 5 years	-70.56%	-25.36%	-45.20%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-20.29%	-0.72%	-19.57%
Average Drawdown Average peak-to-trough decline	-22.08%	-8.03%	-14.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.02%	1.93%	+4.09%

Volatility

WFRD vs. VTI - Volatility Comparison

Weatherford International plc (WFRD) has a higher volatility of 9.63% compared to Vanguard Total Stock Market ETF (VTI) at 2.96%. This indicates that WFRD's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WFRD	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.63%	2.96%	+6.67%
Volatility (6M) Calculated over the trailing 6-month period	28.37%	9.13%	+19.24%
Volatility (1Y) Calculated over the trailing 1-year period	41.23%	12.17%	+29.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.68%	17.40%	+34.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.84%	18.30%	+33.54%

Dividends

WFRD vs. VTI - Dividend Comparison

WFRD's dividend yield for the trailing twelve months is around 1.01%, which matches VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VTI Vanguard Total Stock Market ETF	1.01%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%
WFRD Weatherford International plc	1.01%	1.28%	0.70%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WFRD and VTI in my portfolio?

WFRD and VTI have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WFRD or VTI?

WFRD has higher volatility (9.63%) compared to VTI (2.96%). In terms of maximum drawdown, WFRD dropped -70.56% vs VTI's -55.45%.

Which has better risk-adjusted returns?

WFRD currently has the higher Sharpe Ratio (3.09 vs 2.33), 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.