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.
Key characteristics
| TK | VOO | |
|---|---|---|
| YTD Return | 50.92% | 21.37% |
| 1Y Return | 44.64% | 33.27% |
| 3Y Return (Ann) | 44.46% | 8.64% |
| 5Y Return (Ann) | 16.29% | 15.10% |
| 10Y Return (Ann) | -12.92% | 12.97% |
| Sharpe Ratio | 0.93 | 3.04 |
| Sortino Ratio | 1.97 | 4.03 |
| Omega Ratio | 1.24 | 1.57 |
| Calmar Ratio | 0.53 | 4.39 |
| Martin Ratio | 3.42 | 20.12 |
| Ulcer Index | 13.50% | 1.84% |
| Daily Std Dev | 49.62% | 12.19% |
| Max Drawdown | -97.03% | -33.99% |
| Current Drawdown | -79.82% | -2.31% |
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.
Performance
TK vs. VOO - Performance Comparison
In the year-to-date period, TK achieves a 50.92% return, which is significantly higher than VOO's 21.37% return. Over the past 10 years, TK has underperformed VOO with an annualized return of -12.92%, while VOO has yielded a comparatively higher 12.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 27.57%, more than VOO's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TK Teekay Corporation | 27.57% | 0.00% | 0.00% | 9.16% | 0.00% | 1.03% | 6.59% | 2.36% | 2.74% | 17.55% | 2.49% | 2.63% |
VOO Vanguard S&P 500 ETF | 1.29% | 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 15.02% compared to Vanguard S&P 500 ETF (VOO) at 3.28%. 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.