TGOSY vs. VOO
TGOSY (Toyoda Gosei Co Ltd ADR) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, TGOSY returned 0.36%/yr vs 15.61%/yr for VOO. At a 0.07 correlation, their price movements are largely independent.
Performance
TGOSY vs. VOO - Performance Comparison
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Returns By Period
Over the past 10 years, TGOSY has underperformed VOO with an annualized return of 0.36%, while VOO has yielded a comparatively higher 15.61% annualized return.
TGOSY
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 11.94%
- 3Y*
- 3.37%
- 5Y*
- -3.68%
- 10Y*
- 0.36%
VOO
- 1D
- -1.42%
- 1M
- -1.34%
- YTD
- 8.19%
- 6M
- 7.24%
- 1Y
- 23.69%
- 3Y*
- 20.78%
- 5Y*
- 13.13%
- 10Y*
- 15.61%
TGOSY vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGOSY Toyoda Gosei Co Ltd ADR | 0.00% | 3.28% | -17.27% | 32.46% | -26.74% | 0.00% | -5.43% | 29.28% | -22.37% | 9.67% |
VOO Vanguard S&P 500 ETF | 8.19% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between TGOSY and VOO is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.07 |
The correlation between TGOSY and VOO shifts across timeframes, from -0.08 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TGOSY vs. VOO — Risk / Return Rank
TGOSY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VOO
TGOSY vs. VOO - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TGOSY | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.35 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.67 | — |
| Martin ratioReturn relative to average drawdown | — | 11.96 | — |
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Drawdowns
TGOSY vs. VOO - Drawdown Comparison
The maximum TGOSY drawdown since its inception was -49.77%, 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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Drawdown Indicators
| TGOSY | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.77% | -33.99% | -15.78% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -8.90% | +8.90% |
Max Drawdown (3Y)Largest decline over 3 years | -25.41% | -18.69% | -6.72% |
Max Drawdown (5Y)Largest decline over 5 years | -41.74% | -24.52% | -17.22% |
Max Drawdown (10Y)Largest decline over 10 years | -48.36% | -33.99% | -14.37% |
Current DrawdownCurrent decline from peak | -28.52% | -3.14% | -25.38% |
Average DrawdownAverage peak-to-trough decline | -22.92% | -3.68% | -19.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 1.99% | -1.99% |
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 4.83%. 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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Volatility by Period
| TGOSY | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 4.83% | -4.83% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 9.82% | -9.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.94% | 12.46% | -0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.43% | 16.91% | +9.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.89% | 18.02% | +7.87% |
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 1.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGOSY Toyoda Gosei Co Ltd ADR | 0.00% | 2.04% | 1.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.02% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
TGOSY and VOO have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VOO has higher volatility (4.83%) compared to TGOSY (0.00%). In terms of maximum drawdown, TGOSY dropped -49.77% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.91 vs 1.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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