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TLF vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TLF and VOOG is 0.08, 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

TLF vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tandy Leather Factory Inc (TLF) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
30.92%
13.70%
TLF
VOOG

Key characteristics

Sharpe Ratio

TLF:

0.63

VOOG:

1.76

Sortino Ratio

TLF:

1.37

VOOG:

2.31

Omega Ratio

TLF:

1.18

VOOG:

1.32

Calmar Ratio

TLF:

0.67

VOOG:

2.46

Martin Ratio

TLF:

2.17

VOOG:

9.50

Ulcer Index

TLF:

11.09%

VOOG:

3.33%

Daily Std Dev

TLF:

38.47%

VOOG:

18.04%

Max Drawdown

TLF:

-98.36%

VOOG:

-32.73%

Current Drawdown

TLF:

-11.87%

VOOG:

-0.01%

Returns By Period

In the year-to-date period, TLF achieves a 13.15% return, which is significantly higher than VOOG's 5.09% return. Over the past 10 years, TLF has underperformed VOOG with an annualized return of 0.95%, while VOOG has yielded a comparatively higher 15.29% annualized return.


TLF

YTD

13.15%

1M

22.35%

6M

26.34%

1Y

22.07%

5Y*

4.87%

10Y*

0.95%

VOOG

YTD

5.09%

1M

2.73%

6M

14.13%

1Y

32.32%

5Y*

16.39%

10Y*

15.29%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TLF vs. VOOG — Risk-Adjusted Performance Rank

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

TLF
The Risk-Adjusted Performance Rank of TLF is 6767
Overall Rank
The Sharpe Ratio Rank of TLF is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of TLF is 6666
Sortino Ratio Rank
The Omega Ratio Rank of TLF is 6565
Omega Ratio Rank
The Calmar Ratio Rank of TLF is 7171
Calmar Ratio Rank
The Martin Ratio Rank of TLF is 6767
Martin Ratio Rank

VOOG
The Risk-Adjusted Performance Rank of VOOG is 7070
Overall Rank
The Sharpe Ratio Rank of VOOG is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VOOG is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VOOG is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VOOG is 7272
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.

TLF vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tandy Leather Factory Inc (TLF) and Vanguard S&P 500 Growth ETF (VOOG). 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 TLF, currently valued at 0.63, compared to the broader market-2.000.002.004.000.631.75
The chart of Sortino ratio for TLF, currently valued at 1.37, compared to the broader market-6.00-4.00-2.000.002.004.006.001.372.30
The chart of Omega ratio for TLF, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.32
The chart of Calmar ratio for TLF, currently valued at 0.67, compared to the broader market0.002.004.006.000.672.44
The chart of Martin ratio for TLF, currently valued at 2.17, compared to the broader market0.0010.0020.0030.002.179.45
TLF
VOOG

The current TLF Sharpe Ratio is 0.63, which is lower than the VOOG Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of TLF and VOOG, 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.63
1.75
TLF
VOOG

Dividends

TLF vs. VOOG - Dividend Comparison

TLF's dividend yield for the trailing twelve months is around 27.68%, more than VOOG's 0.47% yield.


TTM20242023202220212020201920182017201620152014
TLF
Tandy Leather Factory Inc
27.68%0.00%0.00%0.00%0.00%20.25%10.40%10.46%8.36%8.00%5.89%9.38%
VOOG
Vanguard S&P 500 Growth ETF
0.47%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%

Drawdowns

TLF vs. VOOG - Drawdown Comparison

The maximum TLF drawdown since its inception was -98.36%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for TLF and VOOG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-11.87%
-0.01%
TLF
VOOG

Volatility

TLF vs. VOOG - Volatility Comparison

Tandy Leather Factory Inc (TLF) has a higher volatility of 14.87% compared to Vanguard S&P 500 Growth ETF (VOOG) at 5.42%. This indicates that TLF's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
14.87%
5.42%
TLF
VOOG
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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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