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TDOC vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between TDOC and ^GSPC 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.


-0.50.00.51.00.4

Performance

TDOC vs. ^GSPC - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-5.52%
8.53%
TDOC
^GSPC

Key characteristics

Sharpe Ratio

TDOC:

-0.96

^GSPC:

2.10

Sortino Ratio

TDOC:

-1.48

^GSPC:

2.80

Omega Ratio

TDOC:

0.82

^GSPC:

1.39

Calmar Ratio

TDOC:

-0.57

^GSPC:

3.09

Martin Ratio

TDOC:

-1.14

^GSPC:

13.49

Ulcer Index

TDOC:

48.57%

^GSPC:

1.94%

Daily Std Dev

TDOC:

57.66%

^GSPC:

12.52%

Max Drawdown

TDOC:

-97.69%

^GSPC:

-56.78%

Current Drawdown

TDOC:

-96.88%

^GSPC:

-2.62%

Returns By Period

In the year-to-date period, TDOC achieves a -57.42% return, which is significantly lower than ^GSPC's 24.34% return.


TDOC

YTD

-57.42%

1M

2.74%

6M

-4.92%

1Y

-55.24%

5Y*

-35.43%

10Y*

N/A

^GSPC

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TDOC vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teladoc Health, Inc. (TDOC) and S&P 500 (^GSPC). 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 -0.96, compared to the broader market-4.00-2.000.002.00-0.962.10
The chart of Sortino ratio for TDOC, currently valued at -1.48, compared to the broader market-4.00-2.000.002.004.00-1.482.80
The chart of Omega ratio for TDOC, currently valued at 0.82, compared to the broader market0.501.001.502.000.821.39
The chart of Calmar ratio for TDOC, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.573.09
The chart of Martin ratio for TDOC, currently valued at -1.14, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.1413.49
TDOC
^GSPC

The current TDOC Sharpe Ratio is -0.96, which is lower than the ^GSPC Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of TDOC and ^GSPC, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.96
2.10
TDOC
^GSPC

Drawdowns

TDOC vs. ^GSPC - Drawdown Comparison

The maximum TDOC drawdown since its inception was -97.69%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for TDOC and ^GSPC. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-96.88%
-2.62%
TDOC
^GSPC

Volatility

TDOC vs. ^GSPC - Volatility Comparison

Teladoc Health, Inc. (TDOC) has a higher volatility of 25.29% compared to S&P 500 (^GSPC) at 3.79%. This indicates that TDOC's price experiences larger fluctuations and is considered to be riskier than ^GSPC 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%25.00%JulyAugustSeptemberOctoberNovemberDecember
25.29%
3.79%
TDOC
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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