TK vs. VOO
Compare and contrast key facts about Teekay Corporation (TK) 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: TK or VOO.
Performance
TK vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, TK achieves a 46.11% return, which is significantly higher than VOO's 26.16% return. Over the past 10 years, TK has underperformed VOO with an annualized return of -13.46%, while VOO has yielded a comparatively higher 13.18% annualized return.
TK
46.11%
-3.89%
-17.10%
43.69%
17.60%
-13.46%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| TK | VOO | |
|---|---|---|
| Sharpe Ratio | 0.93 | 2.70 |
| Sortino Ratio | 1.97 | 3.60 |
| Omega Ratio | 1.24 | 1.50 |
| Calmar Ratio | 0.53 | 3.90 |
| Martin Ratio | 3.27 | 17.65 |
| Ulcer Index | 14.16% | 1.86% |
| Daily Std Dev | 49.76% | 12.19% |
| Max Drawdown | -97.03% | -33.99% |
| Current Drawdown | -80.46% | -0.86% |
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Correlation
The correlation between TK and VOO is 0.38, 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
TK vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Teekay Corporation (TK) 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
TK vs. VOO - Dividend Comparison
TK's dividend yield for the trailing twelve months is around 28.48%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TK Teekay Corporation | 28.48% | 0.00% | 0.00% | 9.16% | 0.00% | 1.03% | 6.59% | 2.36% | 2.74% | 17.55% | 2.48% | 2.63% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
TK vs. VOO - Drawdown Comparison
The maximum TK drawdown since its inception was -97.03%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TK and VOO. For additional features, visit the drawdowns tool.
Volatility
TK vs. VOO - Volatility Comparison
Teekay Corporation (TK) has a higher volatility of 14.50% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that TK'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.