VSNT vs XLC: Returns, Risk & Full Comparison | Redstone

VSNT vs XLC: Returns, Risk & Full Comparison | Redstone

Performance

VSNT-21.69%XLC-5.09%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
VSNT	+1.70%	-21.69%	—	—	—	—
XLC	-1.89%	-5.63%	-5.09%	+6.60%	-12.24%	-0.53

Current Drawdown

VSNT-28.49%XLC-8.13%

Rolling Volatility

VSNT+1.65%XLC+1.30%

METRICS

Correlation Matrix

	VSNT	XLC
VSNT	1.00	0.35
XLC	0.35	1.00

Metrics

Risk Indicators

VSNTXLC

Alpha

—

-14.84%

Beta

—

0.68x

Sharpe

—

-0.53

Sortino

—

-0.73

Omega

—

0.92

Calmar

—

-0.42

Martin

—

-1.53

Comparisons

More VSNT comparisons

More XLC comparisons