TEX vs. VOO
Compare and contrast key facts about Terex Corporation (TEX) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEX or VOO.
Performance
TEX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, TEX achieves a -9.46% return, which is significantly lower than VOO's 25.48% return. Over the past 10 years, TEX has underperformed VOO with an annualized return of 6.45%, while VOO has yielded a comparatively higher 13.15% annualized return.
TEX
-9.46%
-8.17%
-16.54%
3.88%
14.65%
6.45%
VOO
25.48%
0.99%
11.84%
31.84%
15.62%
13.15%
Key characteristics
| TEX | VOO | |
|---|---|---|
| Sharpe Ratio | 0.03 | 2.69 |
| Sortino Ratio | 0.35 | 3.59 |
| Omega Ratio | 1.04 | 1.50 |
| Calmar Ratio | 0.03 | 3.89 |
| Martin Ratio | 0.09 | 17.64 |
| Ulcer Index | 13.46% | 1.86% |
| Daily Std Dev | 40.86% | 12.20% |
| Max Drawdown | -91.96% | -33.99% |
| Current Drawdown | -38.60% | -1.40% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between TEX and VOO is 0.59, 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
TEX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Terex Corporation (TEX) 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.
Dividends
TEX vs. VOO - Dividend Comparison
TEX's dividend yield for the trailing twelve months is around 1.32%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEX Terex Corporation | 1.32% | 1.11% | 1.22% | 1.09% | 0.34% | 1.48% | 1.45% | 0.66% | 0.89% | 1.30% | 0.72% | 0.12% |
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
TEX vs. VOO - Drawdown Comparison
The maximum TEX drawdown since its inception was -91.96%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TEX and VOO. For additional features, visit the drawdowns tool.
Volatility
TEX vs. VOO - Volatility Comparison
Terex Corporation (TEX) has a higher volatility of 15.64% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that TEX'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.