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

Correlation

The correlation between TGOSY and VOO is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

TGOSY vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TGOSY:

-1.25

VOO:

0.74

Sortino Ratio

TGOSY:

-1.33

VOO:

1.04

Omega Ratio

TGOSY:

0.04

VOO:

1.15

Calmar Ratio

TGOSY:

-0.92

VOO:

0.68

Martin Ratio

TGOSY:

-1.27

VOO:

2.58

Ulcer Index

TGOSY:

20.99%

VOO:

4.93%

Daily Std Dev

TGOSY:

21.45%

VOO:

19.54%

Max Drawdown

TGOSY:

-41.74%

VOO:

-33.99%

Current Drawdown

TGOSY:

-28.90%

VOO:

-3.55%

Returns By Period

In the year-to-date period, TGOSY achieves a -9.84% return, which is significantly lower than VOO's 0.90% return.


TGOSY

YTD

-9.84%

1M

0.00%

6M

-9.84%

1Y

-26.73%

3Y*

6.86%

5Y*

N/A

10Y*

N/A

VOO

YTD

0.90%

1M

5.53%

6M

-1.46%

1Y

13.29%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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Toyoda Gosei Co Ltd ADR

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TGOSY vs. VOO — Risk-Adjusted Performance Rank

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

TGOSY
The Risk-Adjusted Performance Rank of TGOSY is 55
Overall Rank
The Sharpe Ratio Rank of TGOSY is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of TGOSY is 77
Sortino Ratio Rank
The Omega Ratio Rank of TGOSY is 00
Omega Ratio Rank
The Calmar Ratio Rank of TGOSY is 22
Calmar Ratio Rank
The Martin Ratio Rank of TGOSY is 1414
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

TGOSY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Toyoda Gosei Co Ltd ADR (TGOSY) 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.


The current TGOSY Sharpe Ratio is -1.25, which is lower than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of TGOSY 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TGOSY vs. VOO - Dividend Comparison

TGOSY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.


TTM20242023202220212020201920182017201620152014
TGOSY
Toyoda Gosei Co Ltd ADR
0.00%0.00%0.00%0.00%2.67%2.21%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

TGOSY vs. VOO - Drawdown Comparison

The maximum TGOSY drawdown since its inception was -41.74%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TGOSY and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TGOSY vs. VOO - Volatility Comparison

The current volatility for Toyoda Gosei Co Ltd ADR (TGOSY) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that TGOSY experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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