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

Correlation

The correlation between TKHVY and VOO is 0.07, 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.


-0.50.00.51.00.1

Performance

TKHVY vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Turk Hava Yollari AO ADR (TKHVY) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-1.77%
9.33%
TKHVY
VOO

Key characteristics

Sharpe Ratio

TKHVY:

0.06

VOO:

1.89

Sortino Ratio

TKHVY:

0.43

VOO:

2.54

Omega Ratio

TKHVY:

1.05

VOO:

1.35

Calmar Ratio

TKHVY:

0.10

VOO:

2.83

Martin Ratio

TKHVY:

0.18

VOO:

11.83

Ulcer Index

TKHVY:

14.80%

VOO:

2.02%

Daily Std Dev

TKHVY:

43.55%

VOO:

12.66%

Max Drawdown

TKHVY:

-78.52%

VOO:

-33.99%

Current Drawdown

TKHVY:

-16.69%

VOO:

-0.42%

Returns By Period

In the year-to-date period, TKHVY achieves a 2.67% return, which is significantly lower than VOO's 4.17% return. Over the past 10 years, TKHVY has outperformed VOO with an annualized return of 16.41%, while VOO has yielded a comparatively lower 13.26% annualized return.


TKHVY

YTD

2.67%

1M

1.45%

6M

-2.15%

1Y

-7.22%

5Y*

46.29%

10Y*

16.41%

VOO

YTD

4.17%

1M

1.23%

6M

10.51%

1Y

24.45%

5Y*

14.68%

10Y*

13.26%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TKHVY vs. VOO — Risk-Adjusted Performance Rank

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

TKHVY
The Risk-Adjusted Performance Rank of TKHVY is 4747
Overall Rank
The Sharpe Ratio Rank of TKHVY is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of TKHVY is 4444
Sortino Ratio Rank
The Omega Ratio Rank of TKHVY is 4343
Omega Ratio Rank
The Calmar Ratio Rank of TKHVY is 5151
Calmar Ratio Rank
The Martin Ratio Rank of TKHVY is 4848
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
Overall Rank
The Sharpe Ratio Rank of VOO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
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.

TKHVY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Turk Hava Yollari AO ADR (TKHVY) 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.


Sharpe ratio
The chart of Sharpe ratio for TKHVY, currently valued at -0.22, compared to the broader market-2.000.002.00-0.221.89
The chart of Sortino ratio for TKHVY, currently valued at -0.10, compared to the broader market-4.00-2.000.002.004.006.00-0.102.54
The chart of Omega ratio for TKHVY, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.35
The chart of Calmar ratio for TKHVY, currently valued at -0.27, compared to the broader market0.002.004.006.00-0.272.83
The chart of Martin ratio for TKHVY, currently valued at -0.52, compared to the broader market-10.000.0010.0020.0030.00-0.5211.83
TKHVY
VOO

The current TKHVY Sharpe Ratio is 0.06, which is lower than the VOO Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of TKHVY 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.22
1.89
TKHVY
VOO

Dividends

TKHVY vs. VOO - Dividend Comparison

TKHVY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20242023202220212020201920182017201620152014
TKHVY
Turk Hava Yollari AO ADR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

TKHVY vs. VOO - Drawdown Comparison

The maximum TKHVY drawdown since its inception was -78.52%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TKHVY and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-16.69%
-0.42%
TKHVY
VOO

Volatility

TKHVY vs. VOO - Volatility Comparison

Turk Hava Yollari AO ADR (TKHVY) has a higher volatility of 7.97% compared to Vanguard S&P 500 ETF (VOO) at 2.94%. This indicates that TKHVY'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
7.97%
2.94%
TKHVY
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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