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

Correlation

The correlation between TGLS and VOO is 0.26, 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.


-0.50.00.51.00.3

Performance

TGLS vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tecnoglass Inc. (TGLS) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
60.43%
8.46%
TGLS
VOO

Key characteristics

Sharpe Ratio

TGLS:

2.11

VOO:

2.21

Sortino Ratio

TGLS:

2.94

VOO:

2.92

Omega Ratio

TGLS:

1.38

VOO:

1.41

Calmar Ratio

TGLS:

3.20

VOO:

3.34

Martin Ratio

TGLS:

10.56

VOO:

14.07

Ulcer Index

TGLS:

9.23%

VOO:

2.01%

Daily Std Dev

TGLS:

46.13%

VOO:

12.80%

Max Drawdown

TGLS:

-81.32%

VOO:

-33.99%

Current Drawdown

TGLS:

-1.54%

VOO:

-1.36%

Returns By Period

In the year-to-date period, TGLS achieves a 5.96% return, which is significantly higher than VOO's 1.98% return. Over the past 10 years, TGLS has outperformed VOO with an annualized return of 27.18%, while VOO has yielded a comparatively lower 13.37% annualized return.


TGLS

YTD

5.96%

1M

5.18%

6M

60.44%

1Y

92.72%

5Y*

62.81%

10Y*

27.18%

VOO

YTD

1.98%

1M

1.13%

6M

8.46%

1Y

25.58%

5Y*

14.35%

10Y*

13.37%

*Annualized

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Risk-Adjusted Performance

TGLS vs. VOO — Risk-Adjusted Performance Rank

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

TGLS
The Risk-Adjusted Performance Rank of TGLS is 9292
Overall Rank
The Sharpe Ratio Rank of TGLS is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of TGLS is 9191
Sortino Ratio Rank
The Omega Ratio Rank of TGLS is 9090
Omega Ratio Rank
The Calmar Ratio Rank of TGLS is 9595
Calmar Ratio Rank
The Martin Ratio Rank of TGLS is 9292
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TGLS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tecnoglass Inc. (TGLS) 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.


Sharpe ratio
The chart of Sharpe ratio for TGLS, currently valued at 2.11, compared to the broader market-2.000.002.004.002.112.21
The chart of Sortino ratio for TGLS, currently valued at 2.94, compared to the broader market-4.00-2.000.002.004.006.002.942.92
The chart of Omega ratio for TGLS, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.41
The chart of Calmar ratio for TGLS, currently valued at 3.20, compared to the broader market0.002.004.006.003.203.34
The chart of Martin ratio for TGLS, currently valued at 10.56, compared to the broader market-10.000.0010.0020.0030.0010.5614.07
TGLS
VOO

The current TGLS Sharpe Ratio is 2.11, which is comparable to the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of TGLS 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
2.11
2.21
TGLS
VOO

Dividends

TGLS vs. VOO - Dividend Comparison

TGLS's dividend yield for the trailing twelve months is around 0.57%, less than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
TGLS
Tecnoglass Inc.
0.57%0.61%0.79%0.91%0.57%1.62%6.79%5.20%7.21%2.04%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

TGLS vs. VOO - Drawdown Comparison

The maximum TGLS drawdown since its inception was -81.32%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TGLS and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.54%
-1.36%
TGLS
VOO

Volatility

TGLS vs. VOO - Volatility Comparison

Tecnoglass Inc. (TGLS) has a higher volatility of 10.75% compared to Vanguard S&P 500 ETF (VOO) at 5.05%. This indicates that TGLS'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.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
10.75%
5.05%
TGLS
VOO
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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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