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WPM vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

WPM vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wheaton Precious Metals Corp. (WPM) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.82%
12.03%
WPM
VTI

Returns By Period

In the year-to-date period, WPM achieves a 27.93% return, which is significantly higher than VTI's 24.70% return. Both investments have delivered pretty close results over the past 10 years, with WPM having a 12.95% annualized return and VTI not far behind at 12.63%.


WPM

YTD

27.93%

1M

-5.87%

6M

8.82%

1Y

38.05%

5Y (annualized)

19.49%

10Y (annualized)

12.95%

VTI

YTD

24.70%

1M

1.36%

6M

12.03%

1Y

32.16%

5Y (annualized)

15.00%

10Y (annualized)

12.63%

Key characteristics


WPMVTI
Sharpe Ratio1.292.65
Sortino Ratio1.803.54
Omega Ratio1.231.49
Calmar Ratio1.433.87
Martin Ratio5.3816.96
Ulcer Index7.15%1.95%
Daily Std Dev29.78%12.52%
Max Drawdown-86.74%-55.45%
Current Drawdown-8.67%-1.58%

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Correlation

-0.50.00.51.00.3

The correlation between WPM and VTI is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

WPM vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wheaton Precious Metals Corp. (WPM) 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.


Sharpe ratio
The chart of Sharpe ratio for WPM, currently valued at 1.29, compared to the broader market-4.00-2.000.002.004.001.292.65
The chart of Sortino ratio for WPM, currently valued at 1.80, compared to the broader market-4.00-2.000.002.004.001.803.54
The chart of Omega ratio for WPM, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.49
The chart of Calmar ratio for WPM, currently valued at 1.43, compared to the broader market0.002.004.006.001.433.87
The chart of Martin ratio for WPM, currently valued at 5.38, compared to the broader market-10.000.0010.0020.0030.005.3816.96
WPM
VTI

The current WPM Sharpe Ratio is 1.29, which is lower than the VTI Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of WPM and VTI, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.29
2.65
WPM
VTI

Dividends

WPM vs. VTI - Dividend Comparison

WPM's dividend yield for the trailing twelve months is around 0.98%, less than VTI's 1.28% yield.


TTM20232022202120202019201820172016201520142013
WPM
Wheaton Precious Metals Corp.
0.98%1.22%1.54%1.33%1.01%1.21%1.84%1.49%1.09%1.61%1.28%2.23%
VTI
Vanguard Total Stock Market ETF
1.28%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

WPM vs. VTI - Drawdown Comparison

The maximum WPM drawdown since its inception was -86.74%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for WPM and VTI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.67%
-1.58%
WPM
VTI

Volatility

WPM vs. VTI - Volatility Comparison

Wheaton Precious Metals Corp. (WPM) has a higher volatility of 10.97% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that WPM'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.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
10.97%
4.28%
WPM
VTI