Vital Farms Correlations

VITL Stock

USD 32.06 0.27 0.84%

The current 90-days correlation between Vital Farms and Fresh Del Monte is 0.16 (i.e., Average diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Vital Farms moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vital Farms moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Vital Farms Correlation With Market

Average diversification

The correlation between Vital Farms and DJI is 0.12 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vital Farms and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vital Farms. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in estimate.

For more information on how to buy Vital Stock please use our How to buy in Vital Stock guide.

Moving together with Vital Stock

0.66

Estee Lauder Companies

Pair Corr

Moving against Vital Stock

0.87	BUD	Anheuser Busch Inbev Earnings Call Tomorrow	Pair Corr
0.79	MO	Altria Group	Pair Corr
0.77	TSN	Tyson Foods	Pair Corr
0.66	TAP	Molson Coors Brewing	Pair Corr
0.57	UVV	Universal	Pair Corr
0.56	FMX	Fomento Economico	Pair Corr
0.47	KLG	WK Kellogg	Pair Corr
0.47	TPB	Turning Point Brands Earnings Call Tomorrow	Pair Corr
0.43	PM	Philip Morris Intern	Pair Corr
0.38	SAM	Boston Beer	Pair Corr
0.86	JZ	Jianzhi Education Tech Boost	Pair Corr
0.65	BYND	Beyond Meat	Pair Corr
0.63	PG	Procter Gamble	Pair Corr
0.62	ABEV	Ambev SA ADR Earnings Call Tomorrow	Pair Corr
0.57	GO	Grocery Outlet Holding	Pair Corr
0.55	DG	Dollar General	Pair Corr
0.53	CVGW	Calavo Growers	Pair Corr
0.5	CL	Colgate Palmolive	Pair Corr
0.49	TR	Tootsie Roll Industries	Pair Corr
0.47	LW	Lamb Weston Holdings	Pair Corr
0.36	BG	Bunge Limited	Pair Corr
0.31	KO	Coca Cola Aggressive Push	Pair Corr
0.66	DNUT	Krispy Kreme	Pair Corr
0.64	DOLE	Dole PLC Earnings Call Tomorrow	Pair Corr
0.4	CENTA	Central Garden Pet	Pair Corr
0.38	WEST	Westrock Coffee	Pair Corr
0.37	UL	Unilever PLC ADR	Pair Corr
0.37	YQ	17 Education Technology	Pair Corr

Related Correlations Analysis

	FDP	ALCO	SANW	AGRO	LND	LMNR	MRVSY	DOLE	CALM	APPH
FDP		-0.84	-0.69	0.48	0.43	0.91	-0.22	0.74	-0.33	0.0	FDP
ALCO	-0.84		0.75	-0.46	-0.26	-0.78	0.13	-0.61	0.53	0.0	ALCO
SANW	-0.69	0.75		-0.64	-0.46	-0.7	0.0	-0.57	0.52	0.0	SANW
AGRO	0.48	-0.46	-0.64		0.72	0.65	0.28	0.75	-0.71	0.0	AGRO
LND	0.43	-0.26	-0.46	0.72		0.53	0.25	0.78	-0.35	0.0	LND
LMNR	0.91	-0.78	-0.7	0.65	0.53		-0.06	0.8	-0.44	0.0	LMNR
MRVSY	-0.22	0.13	0.0	0.28	0.25	-0.06		0.26	-0.16	0.0	MRVSY
DOLE	0.74	-0.61	-0.57	0.75	0.78	0.8	0.26		-0.45	0.0	DOLE
CALM	-0.33	0.53	0.52	-0.71	-0.35	-0.44	-0.16	-0.45		0.0	CALM
APPH	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0		APPH
	FDP	ALCO	SANW	AGRO	LND	LMNR	MRVSY	DOLE	CALM	APPH

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

LMNR	+ 0.91	FDP
DOLE	+ 0.8	LMNR
DOLE	+ 0.78	LND
SANW	+ 0.75	ALCO
DOLE	+ 0.75	AGRO
DOLE	+ 0.74	FDP

High negative correlations

ALCO	- 0.84	FDP
LMNR	- 0.78	ALCO
CALM	- 0.71	AGRO
LMNR	- 0.7	SANW
SANW	- 0.69	FDP
AGRO	- 0.64	SANW

Risk-Adjusted Indicators

There is a big difference between Vital Stock performing well and Vital Farms Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Vital Farms' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
FDP	0.92	(0.18)	0.00	(0.76)	0.00	0.00	1.38	(1.93)	8.03
ALCO	1.75	0.28	0.16	0.81	1.54	(2.13)	3.61	(2.82)	23.20
SANW	8.13	2.52	0.46	1.01	4.51	(11.83)	30.41	(7.71)	72.44
AGRO	1.26	(0.09)	0.00	(0.41)	0.00	0.00	1.61	(2.65)	14.34
LND	1.04	(0.22)	0.00	(0.57)	0.00	0.00	1.69	(3.23)	6.11
LMNR	1.48	(0.21)	0.00	(0.26)	0.00	0.00	2.69	(4.10)	10.70
MRVSY	4.71	0.70	0.09	1.69	5.65	(7.76)	23.30	(8.23)	50.17
DOLE	1.11	(0.09)	0.00	(0.13)	0.00	0.00	2.00	(2.58)	6.28
CALM	2.01	0.04	0.01	0.03	3.83	(1.66)	3.82	(4.98)	17.40
APPH	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00

Vital Farms Corporate Management

Matthew Siler	Vice Relations	Profile
Reena Hoven	Chief Officer	Profile
Jason Dale	Chief Officer	Profile
Daniel Jones	VP Fin	Profile
Kathryn McKeon	Chief Officer	Profile
Matthew OHayer	Founder Chairman	Profile
Jeffery Dawson	Chief Officer	Profile

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