^SP400 vs. TTEK
Compare and contrast key facts about S&P 400 (^SP400) and Tetra Tech, Inc. (TTEK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SP400 or TTEK.
Correlation
The correlation between ^SP400 and TTEK is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
^SP400 vs. TTEK - Performance Comparison
Key characteristics
^SP400:
1.22
TTEK:
1.15
^SP400:
1.76
TTEK:
1.57
^SP400:
1.22
TTEK:
1.25
^SP400:
2.26
TTEK:
1.49
^SP400:
5.53
TTEK:
3.86
^SP400:
3.50%
TTEK:
8.32%
^SP400:
15.82%
TTEK:
28.07%
^SP400:
-56.32%
TTEK:
-77.90%
^SP400:
-4.44%
TTEK:
-15.60%
Returns By Period
In the year-to-date period, ^SP400 achieves a 3.81% return, which is significantly lower than TTEK's 6.88% return. Over the past 10 years, ^SP400 has underperformed TTEK with an annualized return of 8.56%, while TTEK has yielded a comparatively higher 26.78% annualized return.
^SP400
3.81%
4.09%
7.44%
19.39%
9.12%
8.56%
TTEK
6.88%
4.44%
5.69%
31.18%
20.83%
26.78%
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Risk-Adjusted Performance
^SP400 vs. TTEK — Risk-Adjusted Performance Rank
^SP400
TTEK
^SP400 vs. TTEK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 400 (^SP400) and Tetra Tech, Inc. (TTEK). 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.
Drawdowns
^SP400 vs. TTEK - Drawdown Comparison
The maximum ^SP400 drawdown since its inception was -56.32%, smaller than the maximum TTEK drawdown of -77.90%. Use the drawdown chart below to compare losses from any high point for ^SP400 and TTEK. For additional features, visit the drawdowns tool.
Volatility
^SP400 vs. TTEK - Volatility Comparison
S&P 400 (^SP400) and Tetra Tech, Inc. (TTEK) have volatilities of 5.25% and 5.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.