PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TGLS vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TGLSVOO
YTD Return21.78%5.98%
1Y Return24.72%22.69%
3Y Return (Ann)68.64%8.02%
5Y Return (Ann)53.73%13.41%
10Y Return (Ann)21.72%12.42%
Sharpe Ratio0.591.93
Daily Std Dev46.98%11.69%
Max Drawdown-81.32%-33.99%
Current Drawdown-5.85%-4.14%

Correlation

-0.50.00.51.00.2

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.

Performance

TGLS vs. VOO - Performance Comparison

In the year-to-date period, TGLS achieves a 21.78% return, which is significantly higher than VOO's 5.98% return. Over the past 10 years, TGLS has outperformed VOO with an annualized return of 21.72%, while VOO has yielded a comparatively lower 12.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


300.00%400.00%500.00%600.00%700.00%NovemberDecember2024FebruaryMarchApril
632.38%
364.69%
TGLS
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Tecnoglass Inc.

Vanguard S&P 500 ETF

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.


TGLS
Sharpe ratio
The chart of Sharpe ratio for TGLS, currently valued at 0.59, compared to the broader market-2.00-1.000.001.002.003.000.59
Sortino ratio
The chart of Sortino ratio for TGLS, currently valued at 1.07, compared to the broader market-4.00-2.000.002.004.006.001.07
Omega ratio
The chart of Omega ratio for TGLS, currently valued at 1.14, compared to the broader market0.501.001.501.14
Calmar ratio
The chart of Calmar ratio for TGLS, currently valued at 0.63, compared to the broader market0.002.004.006.000.63
Martin ratio
The chart of Martin ratio for TGLS, currently valued at 1.19, compared to the broader market-10.000.0010.0020.0030.001.19
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 1.93, compared to the broader market-2.00-1.000.001.002.003.001.93
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.79, compared to the broader market-4.00-2.000.002.004.006.002.79
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.67, compared to the broader market0.002.004.006.001.67
Martin ratio
The chart of Martin ratio for VOO, currently valued at 7.83, compared to the broader market-10.000.0010.0020.0030.007.83

TGLS vs. VOO - Sharpe Ratio Comparison

The current TGLS Sharpe Ratio is 0.59, which is lower than the VOO Sharpe Ratio of 1.93. The chart below compares the 12-month rolling Sharpe Ratio of TGLS and VOO.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50NovemberDecember2024FebruaryMarchApril
0.59
1.93
TGLS
VOO

Dividends

TGLS vs. VOO - Dividend Comparison

TGLS's dividend yield for the trailing twelve months is around 0.68%, less than VOO's 1.39% yield.


TTM20232022202120202019201820172016201520142013
TGLS
Tecnoglass Inc.
0.68%0.79%0.91%0.56%1.59%6.79%5.20%7.21%2.04%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.39%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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.85%
-4.14%
TGLS
VOO

Volatility

TGLS vs. VOO - Volatility Comparison

Tecnoglass Inc. (TGLS) has a higher volatility of 10.14% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. 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%NovemberDecember2024FebruaryMarchApril
10.14%
3.92%
TGLS
VOO