ROKU vs VTI: Correlation
How closely do Roku, Inc. (ROKU) and Vanguard Total Stock Market ETF (VTI) trade together? Their weekly returns over three years give a correlation of 0.61, which is strong.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are ROKU and VTI?
Over the past 3 years, ROKU and VTI moved with a correlation of 0.61, which is strong. Recent behaviour matches the longer record: 0.54 over 1 year against 0.61 over 3. Over 5 years the correlation is 0.57, and the annualized covariance of weekly returns is 534.8 %².
Among the 14 assets we track against ROKU, VTI ranks #5 by 3-year correlation. Correlation aside, the last 12 months split them widely, with ROKU ahead by 41.8 points (+62.5% versus +20.7%). Risk is not evenly split, since ROKU carries 4.1 times the volatility of the other side.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
ROKU vs VTI: side by side
| ROKU (Roku, Inc.) | VTI (Vanguard Total Stock Market ETF) | |
|---|---|---|
| 1-year return | +62.5% | +20.7% |
| 5-year return | -56.1% | +74.8% |
| Volatility (ann.) | 59.9% | 14.6% |
| Beta vs S&P 500 | 2.49 | 1.01 |
| Max drawdown (3Y) | -51.7% | -19.3% |
| Market cap | $23.2B | – |
| P/E (trailing) | 67.1 | – |
| Dividend yield | 0.00% | 1.06% |
| Expense ratio | – | 0.03% |
| Assets under management | – | $2,290.0B |
| Sector / category | US Listed | ETF · US Large Cap |
VTI, Vanguard's Large Blend fund, carries $2,290.0B under management, 3140 holdings, a 0.03% expense ratio, a 1.06% trailing dividend yield.
Year-by-year returns
| Year | ROKU | VTI |
|---|---|---|
| 2022 | -82.2% | -19.5% |
| 2023 | +125.2% | +26.0% |
| 2024 | -18.9% | +23.8% |
| 2025 | +45.9% | +17.1% |
| 2026 | +44.0% | +14.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are ROKU and VTI good diversifiers for each other?
Somewhat, no more. With 0.61 correlation, most large moves hit both names, and the diversification benefit stays modest.
FAQ
What is the correlation between ROKU and VTI?
Using weekly returns as of 2026-08-27: 0.61 over 3 years, with 0.54 over the last year and 0.57 over 5 years.
Is VTI a good diversifier for ROKU?
Somewhat, no more. With 0.61 correlation, most large moves hit both names, and the diversification benefit stays modest.
What does a correlation of 0.61 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/roku-vs-vti.json
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Related comparisons
Hubs: ROKU correlations · VTI correlations
