TGLS vs. VOO
Compare and contrast key facts about Tecnoglass Inc. (TGLS) 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: TGLS or VOO.
Performance
TGLS vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, TGLS achieves a 65.81% return, which is significantly higher than VOO's 25.52% return. Over the past 10 years, TGLS has outperformed VOO with an annualized return of 25.47%, while VOO has yielded a comparatively lower 13.15% annualized return.
TGLS
65.81%
-0.42%
37.52%
122.57%
59.23%
25.47%
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| TGLS | VOO | |
|---|---|---|
| Sharpe Ratio | 2.60 | 2.62 |
| Sortino Ratio | 3.38 | 3.50 |
| Omega Ratio | 1.45 | 1.49 |
| Calmar Ratio | 3.32 | 3.78 |
| Martin Ratio | 13.40 | 17.12 |
| Ulcer Index | 9.06% | 1.86% |
| Daily Std Dev | 46.75% | 12.19% |
| Max Drawdown | -81.32% | -33.99% |
| Current Drawdown | -5.06% | -1.36% |
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Correlation
The correlation between TGLS and VOO is 0.25, 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.
Risk-Adjusted Performance
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.
Dividends
TGLS vs. VOO - Dividend Comparison
TGLS's dividend yield for the trailing twelve months is around 0.56%, less than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGLS Tecnoglass Inc. | 0.56% | 0.79% | 0.91% | 0.57% | 1.62% | 6.79% | 5.20% | 7.21% | 2.04% | 0.00% | 0.00% | 0.00% |
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
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.
Volatility
TGLS vs. VOO - Volatility Comparison
Tecnoglass Inc. (TGLS) has a higher volatility of 12.21% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. 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.