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GTT.PA vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GTT.PA and VOO is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

GTT.PA vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gaztransport & Technigaz SAS (GTT.PA) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-2.36%
9.88%
GTT.PA
VOO

Key characteristics

Sharpe Ratio

GTT.PA:

0.51

VOO:

1.98

Sortino Ratio

GTT.PA:

0.92

VOO:

2.65

Omega Ratio

GTT.PA:

1.11

VOO:

1.36

Calmar Ratio

GTT.PA:

0.63

VOO:

2.98

Martin Ratio

GTT.PA:

1.25

VOO:

12.44

Ulcer Index

GTT.PA:

10.56%

VOO:

2.02%

Daily Std Dev

GTT.PA:

26.07%

VOO:

12.69%

Max Drawdown

GTT.PA:

-62.40%

VOO:

-33.99%

Current Drawdown

GTT.PA:

-10.17%

VOO:

0.00%

Returns By Period

In the year-to-date period, GTT.PA achieves a 5.83% return, which is significantly higher than VOO's 4.06% return. Over the past 10 years, GTT.PA has outperformed VOO with an annualized return of 14.90%, while VOO has yielded a comparatively lower 13.25% annualized return.


GTT.PA

YTD

5.83%

1M

-5.29%

6M

4.36%

1Y

8.88%

5Y*

11.47%

10Y*

14.90%

VOO

YTD

4.06%

1M

2.04%

6M

9.70%

1Y

23.75%

5Y*

14.34%

10Y*

13.25%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GTT.PA vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GTT.PA
The Risk-Adjusted Performance Rank of GTT.PA is 6060
Overall Rank
The Sharpe Ratio Rank of GTT.PA is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of GTT.PA is 5555
Sortino Ratio Rank
The Omega Ratio Rank of GTT.PA is 5353
Omega Ratio Rank
The Calmar Ratio Rank of GTT.PA is 6969
Calmar Ratio Rank
The Martin Ratio Rank of GTT.PA is 5959
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
Overall Rank
The Sharpe Ratio Rank of VOO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GTT.PA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gaztransport & Technigaz SAS (GTT.PA) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for GTT.PA, currently valued at 0.32, compared to the broader market-2.000.002.004.000.321.78
The chart of Sortino ratio for GTT.PA, currently valued at 0.67, compared to the broader market-6.00-4.00-2.000.002.004.006.000.672.39
The chart of Omega ratio for GTT.PA, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.33
The chart of Calmar ratio for GTT.PA, currently valued at 0.39, compared to the broader market0.002.004.006.000.392.62
The chart of Martin ratio for GTT.PA, currently valued at 0.77, compared to the broader market-10.000.0010.0020.0030.000.7710.92
GTT.PA
VOO

The current GTT.PA Sharpe Ratio is 0.51, which is lower than the VOO Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of GTT.PA and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.32
1.78
GTT.PA
VOO

Dividends

GTT.PA vs. VOO - Dividend Comparison

GTT.PA's dividend yield for the trailing twelve months is around 4.54%, more than VOO's 1.20% yield.


TTM20242023202220212020201920182017201620152014
GTT.PA
Gaztransport & Technigaz SAS
4.54%4.81%2.84%3.31%3.82%5.37%3.85%3.96%5.31%6.55%6.31%7.23%
VOO
Vanguard S&P 500 ETF
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

GTT.PA vs. VOO - Drawdown Comparison

The maximum GTT.PA drawdown since its inception was -62.40%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GTT.PA and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.47%
0
GTT.PA
VOO

Volatility

GTT.PA vs. VOO - Volatility Comparison

Gaztransport & Technigaz SAS (GTT.PA) has a higher volatility of 8.17% compared to Vanguard S&P 500 ETF (VOO) at 3.01%. This indicates that GTT.PA's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
8.17%
3.01%
GTT.PA
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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