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TEN vs. VGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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TEN vs. VGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEN
Tsakos Energy Navigation Ltd
79.26%36.04%-16.03%40.05%138.54%-8.72%-61.54%68.70%-28.96%-12.82%
VGT
Vanguard Information Technology ETF
-7.34%21.77%29.30%52.66%-29.70%30.45%46.04%48.62%2.46%37.08%

Returns By Period

In the year-to-date period, TEN achieves a 79.26% return, which is significantly higher than VGT's -7.34% return. Over the past 10 years, TEN has underperformed VGT with an annualized return of 7.37%, while VGT has yielded a comparatively higher 21.35% annualized return.


TEN

1D
3.84%
1M
11.78%
YTD
79.26%
6M
84.81%
1Y
147.87%
3Y*
35.70%
5Y*
38.61%
10Y*
7.37%

VGT

1D
4.34%
1M
-3.89%
YTD
-7.34%
6M
-6.36%
1Y
29.19%
3Y*
22.58%
5Y*
14.54%
10Y*
21.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 9797
Overall Rank
TEN Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
TEN Sortino Ratio Rank: 9696
Sortino Ratio Rank
TEN Omega Ratio Rank: 9494
Omega Ratio Rank
TEN Calmar Ratio Rank: 9797
Calmar Ratio Rank
TEN Martin Ratio Rank: 9898
Martin Ratio Rank

VGT
VGT Risk / Return Rank: 6767
Overall Rank
VGT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 6969
Sortino Ratio Rank
VGT Omega Ratio Rank: 6666
Omega Ratio Rank
VGT Calmar Ratio Rank: 7373
Calmar Ratio Rank
VGT Martin Ratio Rank: 6161
Martin Ratio Rank
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.


TENVGTDifference

Sharpe ratio

Return per unit of total volatility

3.47

1.08

+2.40

Sortino ratio

Return per unit of downside risk

3.76

1.65

+2.11

Omega ratio

Gain probability vs. loss probability

1.49

1.23

+0.26

Calmar ratio

Return relative to maximum drawdown

7.51

1.77

+5.74

Martin ratio

Return relative to average drawdown

27.75

5.47

+22.28

TEN vs. VGT - Sharpe Ratio Comparison

The current TEN Sharpe Ratio is 3.47, which is higher than the VGT Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of TEN and VGT, 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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Sharpe Ratios by Period


TENVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.47

1.08

+2.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.58

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.88

-0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.61

-0.48

Correlation

The correlation between TEN and VGT is 0.27, 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.


Dividends

TEN vs. VGT - Dividend Comparison

TEN's dividend yield for the trailing twelve months is around 4.05%, more than VGT's 0.44% yield.


TTM20252024202320222021202020192018201720162015
TEN
Tsakos Energy Navigation Ltd
4.05%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
0.44%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

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.


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Drawdown Indicators


TENVGTDifference

Max Drawdown

Largest peak-to-trough decline

-92.52%

-54.63%

-37.89%

Max Drawdown (1Y)

Largest decline over 1 year

-19.48%

-16.40%

-3.08%

Max Drawdown (5Y)

Largest decline over 5 years

-52.64%

-35.07%

-17.57%

Max Drawdown (10Y)

Largest decline over 10 years

-73.25%

-35.07%

-38.18%

Current Drawdown

Current decline from peak

-47.15%

-12.77%

-34.38%

Average Drawdown

Average peak-to-trough decline

-57.29%

-8.00%

-49.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

5.30%

-0.03%

Volatility

TEN vs. VGT - Volatility Comparison

Tsakos Energy Navigation Ltd (TEN) has a higher volatility of 15.07% compared to Vanguard Information Technology ETF (VGT) at 7.99%. 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.


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Volatility by Period


TENVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.07%

7.99%

+7.08%

Volatility (6M)

Calculated over the trailing 6-month period

25.00%

16.31%

+8.69%

Volatility (1Y)

Calculated over the trailing 1-year period

42.85%

27.24%

+15.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.06%

25.07%

+21.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.58%

24.48%

+25.10%