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TCEHY vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TCEHY and VTI is 0.41, 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

TCEHY vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tencent Holdings Limited (TCEHY) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TCEHY:

1.00

VTI:

0.55

Sortino Ratio

TCEHY:

1.47

VTI:

0.82

Omega Ratio

TCEHY:

1.19

VTI:

1.12

Calmar Ratio

TCEHY:

0.35

VTI:

0.51

Martin Ratio

TCEHY:

3.15

VTI:

1.90

Ulcer Index

TCEHY:

11.07%

VTI:

5.15%

Daily Std Dev

TCEHY:

37.71%

VTI:

20.31%

Max Drawdown

TCEHY:

-100.00%

VTI:

-55.45%

Current Drawdown

TCEHY:

-99.99%

VTI:

-5.63%

Returns By Period

In the year-to-date period, TCEHY achieves a 24.76% return, which is significantly higher than VTI's -1.30% return. Over the past 10 years, TCEHY has outperformed VTI with an annualized return of 13.87%, while VTI has yielded a comparatively lower 11.97% annualized return.


TCEHY

YTD

24.76%

1M

8.01%

6M

29.59%

1Y

37.37%

3Y*

19.07%

5Y*

6.90%

10Y*

13.87%

VTI

YTD

-1.30%

1M

8.20%

6M

-3.22%

1Y

11.11%

3Y*

14.90%

5Y*

15.52%

10Y*

11.97%

*Annualized

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Tencent Holdings Limited

Vanguard Total Stock Market ETF

Risk-Adjusted Performance

TCEHY vs. VTI — Risk-Adjusted Performance Rank

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

TCEHY
The Risk-Adjusted Performance Rank of TCEHY is 7777
Overall Rank
The Sharpe Ratio Rank of TCEHY is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of TCEHY is 7777
Sortino Ratio Rank
The Omega Ratio Rank of TCEHY is 7575
Omega Ratio Rank
The Calmar Ratio Rank of TCEHY is 6868
Calmar Ratio Rank
The Martin Ratio Rank of TCEHY is 8080
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5757
Overall Rank
The Sharpe Ratio Rank of VTI is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5454
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 5757
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.

TCEHY vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tencent Holdings Limited (TCEHY) and Vanguard Total Stock Market ETF (VTI). 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 current TCEHY Sharpe Ratio is 1.00, which is higher than the VTI Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of TCEHY and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

TCEHY vs. VTI - Dividend Comparison

TCEHY's dividend yield for the trailing twelve months is around 0.88%, less than VTI's 1.32% yield.


TTM20242023202220212020201920182017201620152014
TCEHY
Tencent Holdings Limited
0.88%0.82%6.80%4.27%0.35%0.22%0.27%0.29%0.15%0.25%0.24%0.04%
VTI
Vanguard Total Stock Market ETF
1.32%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

TCEHY vs. VTI - Drawdown Comparison

The maximum TCEHY drawdown since its inception was -100.00%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for TCEHY and VTI. For additional features, visit the drawdowns tool.


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Volatility

TCEHY vs. VTI - Volatility Comparison

Tencent Holdings Limited (TCEHY) has a higher volatility of 9.93% compared to Vanguard Total Stock Market ETF (VTI) at 4.49%. This indicates that TCEHY's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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