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TFC vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TFCVOO
YTD Return28.97%27.15%
1Y Return63.34%39.90%
3Y Return (Ann)-6.37%10.28%
5Y Return (Ann)0.69%16.00%
10Y Return (Ann)5.61%13.43%
Sharpe Ratio2.123.15
Sortino Ratio3.154.19
Omega Ratio1.361.59
Calmar Ratio1.144.60
Martin Ratio13.4621.00
Ulcer Index4.41%1.85%
Daily Std Dev28.00%12.34%
Max Drawdown-66.56%-33.99%
Current Drawdown-21.70%0.00%

Correlation

-0.50.00.51.00.6

The correlation between TFC and VOO is 0.62, 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.

Performance

TFC vs. VOO - Performance Comparison

In the year-to-date period, TFC achieves a 28.97% return, which is significantly higher than VOO's 27.15% return. Over the past 10 years, TFC has underperformed VOO with an annualized return of 5.61%, while VOO has yielded a comparatively higher 13.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.32%
15.64%
TFC
VOO

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Risk-Adjusted Performance

TFC vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Truist Financial Corporation (TFC) 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.


TFC
Sharpe ratio
The chart of Sharpe ratio for TFC, currently valued at 2.12, compared to the broader market-4.00-2.000.002.004.002.12
Sortino ratio
The chart of Sortino ratio for TFC, currently valued at 3.15, compared to the broader market-4.00-2.000.002.004.006.003.15
Omega ratio
The chart of Omega ratio for TFC, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for TFC, currently valued at 1.14, compared to the broader market0.002.004.006.001.14
Martin ratio
The chart of Martin ratio for TFC, currently valued at 13.46, compared to the broader market0.0010.0020.0030.0013.46
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.15, compared to the broader market-4.00-2.000.002.004.003.15
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.19, compared to the broader market-4.00-2.000.002.004.006.004.19
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.59, compared to the broader market0.501.001.502.001.59
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.60, compared to the broader market0.002.004.006.004.60
Martin ratio
The chart of Martin ratio for VOO, currently valued at 21.00, compared to the broader market0.0010.0020.0030.0021.00

TFC vs. VOO - Sharpe Ratio Comparison

The current TFC Sharpe Ratio is 2.12, which is lower than the VOO Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of TFC and VOO, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.12
3.15
TFC
VOO

Dividends

TFC vs. VOO - Dividend Comparison

TFC's dividend yield for the trailing twelve months is around 4.60%, more than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
TFC
Truist Financial Corporation
4.60%5.63%4.65%3.18%3.76%3.04%3.60%2.53%2.45%2.78%2.44%3.00%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

TFC vs. VOO - Drawdown Comparison

The maximum TFC drawdown since its inception was -66.56%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TFC and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-21.70%
0
TFC
VOO

Volatility

TFC vs. VOO - Volatility Comparison

Truist Financial Corporation (TFC) has a higher volatility of 12.85% compared to Vanguard S&P 500 ETF (VOO) at 3.95%. This indicates that TFC'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.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
12.85%
3.95%
TFC
VOO