WMG vs. VTSAX
WMG (Warner Music Group Corp.) is a stock, while VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) is Large Cap Blend Equities fund managed by Vanguard. Over the past 5 years, WMG returned -5.21%/yr vs 11.61%/yr for VTSAX. Their 0.37 correlation means their historical movements had little consistent relationship.
Performance
WMG vs. VTSAX - Performance Comparison
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Returns By Period
In the year-to-date period, WMG achieves a -14.34% return, which is significantly lower than VTSAX's 9.87% return.
WMG
- 1D
- -5.81%
- 1M
- -8.20%
- 6M
- -12.37%
- YTD
- -14.34%
- 1Y
- -7.11%
- 3Y*
- -4.02%
- 5Y*
- -5.21%
- 10Y*
- —
- ALL TIME*
- 1.36%
VTSAX
- 1D
- 1.63%
- 1M
- -0.77%
- 6M
- 8.16%
- YTD
- 9.87%
- 1Y
- 21.10%
- 3Y*
- 18.58%
- 5Y*
- 11.61%
- 10Y*
- 14.47%
- ALL TIME*
- 9.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $60.02M | $58.70M | $74.67M |
WMG vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
WMG Warner Music Group Corp. | -14.34% | 1.36% | -11.48% | 4.44% | -17.21% | 15.31% | 41.85% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 9.87% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 26.36% |
Correlation
The correlation between WMG and VTSAX is 0.16, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.16 |
Correlation (3Y) Balances recent behavior with more history. | 0.29 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2020 | 0.37 |
Over the past year, the correlation between WMG and VTSAX has dropped to 0.16 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
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Return for Risk
WMG vs. VTSAX — Risk / Return Rank
WMG
VTSAX
WMG vs. VTSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Warner Music Group Corp. (WMG) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
| WMG | VTSAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.18 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.25 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.30 | 2.10 | -2.41 |
| Martin ratioReturn relative to average drawdown | -0.65 | 9.09 | -9.74 |
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Drawdowns
WMG vs. VTSAX - Drawdown Comparison
The maximum WMG drawdown since its inception was -54.04%, roughly equal to the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for WMG and VTSAX.
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Drawdown Indicators
| WMG | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.04% | -55.33% | +1.29% |
Max Drawdown (1Y)Largest decline over 1 year | -30.04% | -8.92% | -21.12% |
Max Drawdown (3Y)Largest decline over 3 years | -33.06% | -19.36% | -13.70% |
Max Drawdown (5Y)Largest decline over 5 years | -54.04% | -25.36% | -28.68% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.97% | — |
Current DrawdownCurrent decline from peak | -41.86% | -1.88% | -39.98% |
Average DrawdownAverage peak-to-trough decline | -27.25% | -8.96% | -18.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.03% | 2.06% | +11.97% |
Volatility
WMG vs. VTSAX - Volatility Comparison
Warner Music Group Corp. (WMG) has a higher volatility of 13.47% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.41%. This indicates that WMG's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMG | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.47% | 3.41% | +10.06% |
Volatility (6M)Calculated over the trailing 6-month period | 28.45% | 10.27% | +18.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.13% | 13.13% | +20.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.02% | 17.47% | +17.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.31% | 18.41% | +16.90% |
Dividends
WMG vs. VTSAX - Dividend Comparison
WMG's dividend yield for the trailing twelve months is around 2.93%, more than VTSAX's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.06% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
WMG Warner Music Group Corp. | 2.93% | 2.41% | 2.26% | 1.84% | 1.77% | 1.25% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WMG and VTSAX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMG has higher volatility (13.47%) compared to VTSAX (3.41%). In terms of maximum drawdown, WMG dropped -54.04% vs VTSAX's -55.33%.
VTSAX currently has the higher Sharpe Ratio (1.43 vs -0.28), 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.
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