TEN vs. VGT

Last updated Jun 4, 2026

TEN (Tsakos Energy Navigation Ltd) is a stock, while VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, TEN returned 6.73%/yr vs 25.78%/yr for VGT. At a 0.27 correlation, their price movements are largely independent.

Performance

TEN vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tsakos Energy Navigation Ltd (TEN) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TEN achieves a 67.72% return, which is significantly higher than VGT's 31.64% return. Over the past 10 years, TEN has underperformed VGT with an annualized return of 6.73%, while VGT has yielded a comparatively higher 25.78% annualized return.

TEN

• 1D: -1.12%
• 1M: -13.72%
• YTD: 67.72%
• 6M: 55.55%
• 1Y: 121.53%
• 3Y*: 35.90%
• 5Y*: 39.29%
• 10Y*: 6.73%

VGT

• 1D: -1.48%
• 1M: 18.07%
• YTD: 31.64%
• 6M: 30.51%
• 1Y: 60.15%
• 3Y*: 33.48%
• 5Y*: 22.23%
• 10Y*: 25.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TEN vs. VGT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TEN Tsakos Energy Navigation Ltd	67.72%	36.04%	-16.03%	40.05%	138.54%	-8.72%	-61.54%	68.70%	-28.96%	-12.82%
VGT Vanguard Information Technology ETF	31.64%	21.77%	29.30%	52.66%	-29.70%	30.45%	46.04%	48.62%	2.46%	37.08%

Correlation

The correlation between TEN and VGT is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.12
Correlation (10Y) Calculated over the trailing 10-year period	0.15
Correlation (All Time) Calculated using the full available price history since Feb 2, 2004	0.27

The correlation between TEN and VGT shifts across timeframes, from 0.07 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

Return for Risk

TEN vs. VGT — Risk / Return Rank

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

TEN

TEN Risk / Return Rank: 94
TEN Sharpe Ratio Rank: 95
TEN Sortino Ratio Rank: 94
TEN Omega Ratio Rank: 91
TEN Calmar Ratio Rank: 95
TEN Martin Ratio Rank: 96

VGT

VGT Risk / Return Rank: 76
VGT Sharpe Ratio Rank: 87
VGT Sortino Ratio Rank: 79
VGT Omega Ratio Rank: 78
VGT Calmar Ratio Rank: 72
VGT Martin Ratio Rank: 64

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TEN vs. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tsakos Energy Navigation Ltd (TEN) 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.

	TEN	VGT	Difference
Sharpe ratio: Return per unit of total volatility	3.31	2.95	+0.37
Sortino ratio: Return per unit of downside risk	3.92	3.63	+0.29
Omega ratio: Gain probability vs. loss probability	1.45	1.47	-0.02
Calmar ratio: Return relative to maximum drawdown	7.20	3.69	+3.51
Martin ratio: Return relative to average drawdown	23.81	11.77	+12.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TEN vs. VGT - Sharpe Ratio Comparison

The current TEN Sharpe Ratio is 3.31, which is comparable to the VGT Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of TEN and VGT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TEN	VGT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.31	2.95	+0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.84	0.89	-0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.14	1.05	-0.91
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.68	-0.56

Drawdowns

TEN vs. VGT - Drawdown Comparison

The maximum TEN drawdown since its inception was -92.52%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for TEN and VGT.

Drawdown Indicators

	TEN	VGT	Difference
Max Drawdown Largest peak-to-trough decline	-92.52%	-54.63%	-37.89%
Max Drawdown (1Y) Largest decline over 1 year	-16.98%	-16.40%	-0.58%
Max Drawdown (3Y) Largest decline over 3 years	-52.64%	-27.23%	-25.41%
Max Drawdown (5Y) Largest decline over 5 years	-52.64%	-35.07%	-17.57%
Max Drawdown (10Y) Largest decline over 10 years	-72.36%	-35.07%	-37.29%
Current Drawdown Current decline from peak	-50.55%	-1.48%	-49.07%
Average Drawdown Average peak-to-trough decline	-57.21%	-7.95%	-49.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.12%	5.13%	-0.01%

Volatility

TEN vs. VGT - Volatility Comparison

Tsakos Energy Navigation Ltd (TEN) has a higher volatility of 9.83% compared to Vanguard Information Technology ETF (VGT) at 6.39%. This indicates that TEN'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.

Volatility by Period

	TEN	VGT	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.83%	6.39%	+3.44%
Volatility (6M) Calculated over the trailing 6-month period	26.99%	16.07%	+10.92%
Volatility (1Y) Calculated over the trailing 1-year period	36.94%	20.57%	+16.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.99%	25.18%	+21.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.50%	24.60%	+24.90%

Dividends

TEN vs. VGT - Dividend Comparison

TEN's dividend yield for the trailing twelve months is around 4.33%, more than VGT's 0.31% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TEN Tsakos Energy Navigation Ltd	4.33%	4.91%	8.65%	5.85%	1.48%	1.38%	6.23%	2.29%	5.64%	5.12%	6.18%	3.03%
VGT Vanguard Information Technology ETF	0.31%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%

Frequently Asked Questions

Can I hold both TEN and VGT in my portfolio?

TEN and VGT have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TEN or VGT?

TEN has higher volatility (9.83%) compared to VGT (6.39%). In terms of maximum drawdown, TEN dropped -92.52% vs VGT's -54.63%.

Which has better risk-adjusted returns?

TEN currently has the higher Sharpe Ratio (3.31 vs 2.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.