TATAPOWER.NS vs. VGT
Compare and contrast key facts about Tata Power Company Limited (TATAPOWER.NS) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Mar 25, 2004.
Performance
TATAPOWER.NS vs. VGT - Performance Comparison
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TATAPOWER.NS vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TATAPOWER.NS Tata Power Company Limited | 0.16% | -2.69% | 18.69% | 61.41% | -5.24% | 195.71% | 38.21% | -25.01% | -16.35% | 25.28% |
VGT Vanguard Information Technology ETF | -2.65% | 27.60% | 33.22% | 53.71% | -22.14% | 33.05% | 49.72% | 52.39% | 11.73% | 28.57% |
Different Trading Currencies
TATAPOWER.NS is traded in INR, while VGT is traded in USD. To make them comparable, the VGT values have been converted to INR using the latest available exchange rates.
Returns By Period
In the year-to-date period, TATAPOWER.NS achieves a 0.16% return, which is significantly higher than VGT's -2.65% return. Over the past 10 years, TATAPOWER.NS has underperformed VGT with an annualized return of 21.00%, while VGT has yielded a comparatively higher 25.78% annualized return.
TATAPOWER.NS
- 1D
- 0.38%
- 1M
- 3.22%
- YTD
- 0.16%
- 6M
- -2.80%
- 1Y
- 2.05%
- 3Y*
- 26.79%
- 5Y*
- 30.38%
- 10Y*
- 21.00%
VGT
- 1D
- 0.00%
- 1M
- -1.00%
- YTD
- -2.65%
- 6M
- -1.82%
- 1Y
- 40.09%
- 3Y*
- 28.39%
- 5Y*
- 20.41%
- 10Y*
- 25.78%
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Return for Risk
TATAPOWER.NS vs. VGT — Risk / Return Rank
TATAPOWER.NS
VGT
TATAPOWER.NS vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tata Power Company Limited (TATAPOWER.NS) and Vanguard Information Technology ETF (VGT). 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.
| TATAPOWER.NS | VGT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.09 | 1.49 | -1.40 |
Sortino ratioReturn per unit of downside risk | 0.29 | 2.12 | -1.82 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.30 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | -0.02 | 2.99 | -3.00 |
Martin ratioReturn relative to average drawdown | -0.04 | 9.82 | -9.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TATAPOWER.NS | VGT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | 1.49 | -1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.85 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 1.10 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.90 | -0.53 |
Correlation
The correlation between TATAPOWER.NS and VGT is 0.04, 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.
Dividends
TATAPOWER.NS vs. VGT - Dividend Comparison
TATAPOWER.NS's dividend yield for the trailing twelve months is around 0.59%, more than VGT's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TATAPOWER.NS Tata Power Company Limited | 0.59% | 0.59% | 0.51% | 0.60% | 0.84% | 0.70% | 2.05% | 2.30% | 1.69% | 1.39% | 1.71% | 1.91% |
VGT Vanguard Information Technology ETF | 0.43% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Drawdowns
TATAPOWER.NS vs. VGT - Drawdown Comparison
The maximum TATAPOWER.NS drawdown since its inception was -79.50%, which is greater than VGT's maximum drawdown of -41.93%. Use the drawdown chart below to compare losses from any high point for TATAPOWER.NS and VGT.
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Drawdown Indicators
| TATAPOWER.NS | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.50% | -54.63% | -24.87% |
Max Drawdown (1Y)Largest decline over 1 year | -16.75% | -16.40% | -0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -36.02% | -35.07% | -0.95% |
Max Drawdown (10Y)Largest decline over 10 years | -71.89% | -35.07% | -36.82% |
Current DrawdownCurrent decline from peak | -21.23% | -10.90% | -10.33% |
Average DrawdownAverage peak-to-trough decline | -31.74% | -8.00% | -23.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.89% | 5.39% | +1.50% |
Volatility
TATAPOWER.NS vs. VGT - Volatility Comparison
Tata Power Company Limited (TATAPOWER.NS) has a higher volatility of 8.92% compared to Vanguard Information Technology ETF (VGT) at 6.69%. This indicates that TATAPOWER.NS's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TATAPOWER.NS | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.92% | 6.69% | +2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 15.80% | 16.06% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.44% | 27.06% | -4.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.69% | 24.24% | +9.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.52% | 23.50% | +11.02% |