TMHC vs. VOO
Compare and contrast key facts about Taylor Morrison Home Corporation (TMHC) 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: TMHC or VOO.
Performance
TMHC vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, TMHC achieves a 30.33% return, which is significantly higher than VOO's 25.48% return. Both investments have delivered pretty close results over the past 10 years, with TMHC having a 13.43% annualized return and VOO not far behind at 13.15%.
TMHC
30.33%
-2.03%
17.79%
53.49%
24.86%
13.43%
VOO
25.48%
0.99%
11.84%
31.84%
15.62%
13.15%
Key characteristics
| TMHC | VOO | |
|---|---|---|
| Sharpe Ratio | 1.69 | 2.69 |
| Sortino Ratio | 2.37 | 3.59 |
| Omega Ratio | 1.29 | 1.50 |
| Calmar Ratio | 3.86 | 3.89 |
| Martin Ratio | 8.81 | 17.64 |
| Ulcer Index | 6.08% | 1.86% |
| Daily Std Dev | 31.71% | 12.20% |
| Max Drawdown | -75.18% | -33.99% |
| Current Drawdown | -5.19% | -1.40% |
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Correlation
The correlation between TMHC and VOO is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
TMHC vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Taylor Morrison Home Corporation (TMHC) 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
TMHC vs. VOO - Dividend Comparison
TMHC has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.25%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TMHC Taylor Morrison Home Corporation | 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 | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
TMHC vs. VOO - Drawdown Comparison
The maximum TMHC drawdown since its inception was -75.18%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TMHC and VOO. For additional features, visit the drawdowns tool.
Volatility
TMHC vs. VOO - Volatility Comparison
Taylor Morrison Home Corporation (TMHC) has a higher volatility of 8.92% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that TMHC'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.