PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TDOC vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

TDOC vs. VOO - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-24.49%
12.21%
TDOC
VOO

Returns By Period

In the year-to-date period, TDOC achieves a -58.24% return, which is significantly lower than VOO's 25.52% return.


TDOC

YTD

-58.24%

1M

-3.23%

6M

-24.50%

1Y

-46.81%

5Y (annualized)

-35.73%

10Y (annualized)

N/A

VOO

YTD

25.52%

1M

1.19%

6M

12.21%

1Y

32.23%

5Y (annualized)

15.58%

10Y (annualized)

13.15%

Key characteristics


TDOCVOO
Sharpe Ratio-0.902.62
Sortino Ratio-1.253.50
Omega Ratio0.851.49
Calmar Ratio-0.503.78
Martin Ratio-1.0517.12
Ulcer Index46.21%1.86%
Daily Std Dev53.72%12.19%
Max Drawdown-97.69%-33.99%
Current Drawdown-96.94%-1.36%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.4

The correlation between TDOC and VOO 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.

Risk-Adjusted Performance

TDOC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teladoc Health, Inc. (TDOC) 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 TDOC, currently valued at -0.90, compared to the broader market-4.00-2.000.002.004.00-0.902.62
The chart of Sortino ratio for TDOC, currently valued at -1.25, compared to the broader market-4.00-2.000.002.004.00-1.253.50
The chart of Omega ratio for TDOC, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.49
The chart of Calmar ratio for TDOC, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.503.78
The chart of Martin ratio for TDOC, currently valued at -1.05, compared to the broader market-10.000.0010.0020.0030.00-1.0517.12
TDOC
VOO

The current TDOC Sharpe Ratio is -0.90, which is lower than the VOO Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of TDOC 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.90
2.62
TDOC
VOO

Dividends

TDOC vs. VOO - Dividend Comparison

TDOC has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.25%.


TTM20232022202120202019201820172016201520142013
TDOC
Teladoc Health, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.25%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

TDOC vs. VOO - Drawdown Comparison

The maximum TDOC drawdown since its inception was -97.69%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TDOC and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-96.94%
-1.36%
TDOC
VOO

Volatility

TDOC vs. VOO - Volatility Comparison

Teladoc Health, Inc. (TDOC) has a higher volatility of 15.14% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that TDOC'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.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
15.14%
4.10%
TDOC
VOO