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TAP vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TAP and VOO is 0.45, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

TAP vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Molson Coors Brewing Company (TAP) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
81.97%
557.08%
TAP
VOO

Key characteristics

Sharpe Ratio

TAP:

-0.32

VOO:

0.54

Sortino Ratio

TAP:

-0.28

VOO:

0.88

Omega Ratio

TAP:

0.96

VOO:

1.13

Calmar Ratio

TAP:

-0.19

VOO:

0.55

Martin Ratio

TAP:

-0.72

VOO:

2.27

Ulcer Index

TAP:

12.09%

VOO:

4.55%

Daily Std Dev

TAP:

27.53%

VOO:

19.19%

Max Drawdown

TAP:

-67.73%

VOO:

-33.99%

Current Drawdown

TAP:

-37.34%

VOO:

-9.90%

Returns By Period

In the year-to-date period, TAP achieves a -0.15% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, TAP has underperformed VOO with an annualized return of -0.40%, while VOO has yielded a comparatively higher 12.07% annualized return.


TAP

YTD

-0.15%

1M

-6.21%

6M

3.36%

1Y

-6.70%

5Y*

8.08%

10Y*

-0.40%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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Risk-Adjusted Performance

TAP vs. VOO — Risk-Adjusted Performance Rank

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

TAP
The Risk-Adjusted Performance Rank of TAP is 3434
Overall Rank
The Sharpe Ratio Rank of TAP is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of TAP is 2929
Sortino Ratio Rank
The Omega Ratio Rank of TAP is 3030
Omega Ratio Rank
The Calmar Ratio Rank of TAP is 4040
Calmar Ratio Rank
The Martin Ratio Rank of TAP is 3636
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

TAP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Molson Coors Brewing Company (TAP) 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.


The chart of Sharpe ratio for TAP, currently valued at -0.32, compared to the broader market-2.00-1.000.001.002.003.00
TAP: -0.32
VOO: 0.54
The chart of Sortino ratio for TAP, currently valued at -0.28, compared to the broader market-6.00-4.00-2.000.002.004.00
TAP: -0.28
VOO: 0.88
The chart of Omega ratio for TAP, currently valued at 0.96, compared to the broader market0.501.001.502.00
TAP: 0.96
VOO: 1.13
The chart of Calmar ratio for TAP, currently valued at -0.19, compared to the broader market0.001.002.003.004.005.00
TAP: -0.19
VOO: 0.55
The chart of Martin ratio for TAP, currently valued at -0.72, compared to the broader market-5.000.005.0010.0015.0020.00
TAP: -0.72
VOO: 2.27

The current TAP Sharpe Ratio is -0.32, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of TAP 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.32
0.54
TAP
VOO

Dividends

TAP vs. VOO - Dividend Comparison

TAP's dividend yield for the trailing twelve months is around 3.15%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
TAP
Molson Coors Brewing Company
3.15%3.07%2.68%2.95%1.47%1.26%3.64%2.92%2.00%1.69%1.75%1.99%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

TAP vs. VOO - Drawdown Comparison

The maximum TAP drawdown since its inception was -67.73%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TAP and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-37.34%
-9.90%
TAP
VOO

Volatility

TAP vs. VOO - Volatility Comparison

The current volatility for Molson Coors Brewing Company (TAP) is 7.31%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that TAP experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
7.31%
13.96%
TAP
VOO