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TELL vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TELL and VTSAX is 0.20, 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.


-0.50.00.51.00.2

Performance

TELL vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tellurian Inc. (TELL) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
-87.51%
631.04%
TELL
VTSAX

Key characteristics

Returns By Period


TELL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VTSAX

YTD

24.80%

1M

-0.64%

6M

9.96%

1Y

25.16%

5Y*

14.07%

10Y*

12.51%

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Risk-Adjusted Performance

TELL vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tellurian Inc. (TELL) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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 TELL, currently valued at 0.29, compared to the broader market-4.00-2.000.002.000.292.09
The chart of Sortino ratio for TELL, currently valued at 1.48, compared to the broader market-4.00-2.000.002.004.001.482.78
The chart of Omega ratio for TELL, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.39
The chart of Calmar ratio for TELL, currently valued at 0.37, compared to the broader market0.002.004.006.000.373.13
The chart of Martin ratio for TELL, currently valued at 1.25, compared to the broader market-5.000.005.0010.0015.0020.0025.001.2513.34
TELL
VTSAX


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.29
2.09
TELL
VTSAX

Dividends

TELL vs. VTSAX - Dividend Comparison

TELL has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 0.93%.


TTM20232022202120202019201820172016201520142013
TELL
Tellurian 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%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
0.93%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

TELL vs. VTSAX - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-96.69%
-3.10%
TELL
VTSAX

Volatility

TELL vs. VTSAX - Volatility Comparison

The current volatility for Tellurian Inc. (TELL) is 0.00%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.06%. This indicates that TELL experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember0
4.06%
TELL
VTSAX
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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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