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HEAR vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HEAR and VTSAX is 0.26, 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.


Performance

HEAR vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Turtle Beach Corporation (HEAR) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


HEAR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

VTSAX

YTD

0.92%

1M

4.48%

6M

-2.35%

1Y

13.41%

3Y*

13.98%

5Y*

14.66%

10Y*

12.23%

*Annualized

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Risk-Adjusted Performance

HEAR vs. VTSAX — Risk-Adjusted Performance Rank

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

HEAR
The Risk-Adjusted Performance Rank of HEAR is 8181
Overall Rank
The Sharpe Ratio Rank of HEAR is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of HEAR is 8585
Sortino Ratio Rank
The Omega Ratio Rank of HEAR is 7979
Omega Ratio Rank
The Calmar Ratio Rank of HEAR is 7575
Calmar Ratio Rank
The Martin Ratio Rank of HEAR is 8181
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 5858
Overall Rank
The Sharpe Ratio Rank of VTSAX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 5858
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.

HEAR vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Turtle Beach Corporation (HEAR) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

HEAR vs. VTSAX - Dividend Comparison

HEAR has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.28%.


TTM20242023202220212020201920182017201620152014
HEAR
Turtle Beach Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.28%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%

Drawdowns

HEAR vs. VTSAX - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

HEAR vs. VTSAX - Volatility Comparison


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