US92840M1027
US92840M1027
Vistra Corp.
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Elevated Business & Solvency Risk
Caution: In addition to price volatility, there are balance sheet risks due to higher debt or weaker liquidity (Health Score: 40/100).
Volatility Risk
Transparent evaluation of price volatility (SRI), Beta, and historical drawdowns.
Volatility Risk Score
7/7 Very High
7 / 7 SRI Price Fluctuation & Beta
Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors. Moves approx. 1.4x as much as the broader market.
Beta (Market Relation)
1.38x
Above averageVolatility (5Y p.a.)
48.7% p.a.
5-Year HorizonMax Drawdown (5Y)
-48.9%
5-Year HorizonSharpe Ratio
1.06
Return / RiskSpeculative / High Risk: Score Basis:
Multi-Horizon Risk & Performance Matrix
Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.
Volatility Expansion (3Y > 5Y) High Volatility
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | -24.4% |
| 3 Years | 56.7% | -48.9% | 1.19 | +69.9% |
| 5 Years | 48.7% | -48.9% | 1.06 | +54.2% |
| 10 Years | 42.5% | -54.0% | 0.54 | +25.6% |
Automated Risk & Health Notes (Red Flags)
Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).
Critical leverage: Debt-to-Equity is at 373%.
Elevated Short-Term Volatility: 3Y volatility (56.7%) is noticeably higher than the 5Y average (48.7%).
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (48.7% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -54.0% in the extended horizon.
Corporate Governance & ISS Scores
Overall Governance Risk
1 ISS Score: 1 / 10
Audit Risk
4 ISS Score: 4 / 10
Board Risk
1 ISS Score: 1 / 10
Short Ratio
2.22