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ZOM vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ZOM and VTSAX is 0.25, 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.


-0.50.00.51.00.2

Performance

ZOM vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zomedica Corp. (ZOM) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-11.12%
11.28%
ZOM
VTSAX

Key characteristics

Sharpe Ratio

ZOM:

-0.24

VTSAX:

1.77

Sortino Ratio

ZOM:

0.04

VTSAX:

2.39

Omega Ratio

ZOM:

1.00

VTSAX:

1.32

Calmar Ratio

ZOM:

-0.14

VTSAX:

2.68

Martin Ratio

ZOM:

-0.56

VTSAX:

10.60

Ulcer Index

ZOM:

24.33%

VTSAX:

2.17%

Daily Std Dev

ZOM:

55.68%

VTSAX:

12.99%

Max Drawdown

ZOM:

-97.75%

VTSAX:

-55.34%

Current Drawdown

ZOM:

-95.97%

VTSAX:

0.00%

Returns By Period

In the year-to-date period, ZOM achieves a -0.00% return, which is significantly lower than VTSAX's 4.62% return.


ZOM

YTD

-0.00%

1M

-7.69%

6M

-11.76%

1Y

-7.69%

5Y*

-17.35%

10Y*

N/A

VTSAX

YTD

4.62%

1M

2.32%

6M

10.30%

1Y

24.44%

5Y*

14.05%

10Y*

12.68%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ZOM vs. VTSAX — Risk-Adjusted Performance Rank

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

ZOM
The Risk-Adjusted Performance Rank of ZOM is 3535
Overall Rank
The Sharpe Ratio Rank of ZOM is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of ZOM is 3333
Sortino Ratio Rank
The Omega Ratio Rank of ZOM is 3333
Omega Ratio Rank
The Calmar Ratio Rank of ZOM is 3838
Calmar Ratio Rank
The Martin Ratio Rank of ZOM is 3535
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 8585
Overall Rank
The Sharpe Ratio Rank of VTSAX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 8888
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.

ZOM vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zomedica Corp. (ZOM) 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.


Sharpe ratio
The chart of Sharpe ratio for ZOM, currently valued at -0.24, compared to the broader market-2.000.002.00-0.241.77
The chart of Sortino ratio for ZOM, currently valued at 0.04, compared to the broader market-4.00-2.000.002.004.006.000.042.39
The chart of Omega ratio for ZOM, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.32
The chart of Calmar ratio for ZOM, currently valued at -0.14, compared to the broader market0.002.004.006.00-0.142.68
The chart of Martin ratio for ZOM, currently valued at -0.56, compared to the broader market0.0010.0020.0030.00-0.5610.60
ZOM
VTSAX

The current ZOM Sharpe Ratio is -0.24, which is lower than the VTSAX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of ZOM and VTSAX, 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 Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.24
1.77
ZOM
VTSAX

Dividends

ZOM vs. VTSAX - Dividend Comparison

ZOM has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.20%.


TTM20242023202220212020201920182017201620152014
ZOM
Zomedica Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.20%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%

Drawdowns

ZOM vs. VTSAX - Drawdown Comparison

The maximum ZOM drawdown since its inception was -97.75%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for ZOM and VTSAX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-95.97%
0
ZOM
VTSAX

Volatility

ZOM vs. VTSAX - Volatility Comparison

Zomedica Corp. (ZOM) has a higher volatility of 5.39% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.07%. This indicates that ZOM'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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
5.39%
3.07%
ZOM
VTSAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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