TNK vs. VOO
TNK (Teekay Tankers Ltd.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, TNK returned 12.78%/yr vs 15.56%/yr for VOO. At a 0.31 correlation, their price movements are largely independent.
Performance
TNK vs. VOO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TNK achieves a 35.11% return, which is significantly higher than VOO's 10.91% return. Over the past 10 years, TNK has underperformed VOO with an annualized return of 12.78%, while VOO has yielded a comparatively higher 15.56% annualized return.
TNK
- 1D
- 0.27%
- 1M
- -9.73%
- YTD
- 35.11%
- 6M
- 26.62%
- 1Y
- 64.74%
- 3Y*
- 28.29%
- 5Y*
- 40.52%
- 10Y*
- 12.78%
VOO
- 1D
- -0.70%
- 1M
- 5.04%
- YTD
- 10.91%
- 6M
- 10.93%
- 1Y
- 28.04%
- 3Y*
- 22.44%
- 5Y*
- 13.90%
- 10Y*
- 15.56%
TNK vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TNK Teekay Tankers Ltd. | 35.11% | 40.21% | -16.58% | 69.15% | 182.66% | -1.00% | -54.07% | 222.87% | -31.94% | -33.72% |
VOO Vanguard S&P 500 ETF | 10.91% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between TNK and VOO is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2010 | 0.31 |
Over the past year, the correlation between TNK and VOO has dropped to 0.10 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TNK vs. VOO — Risk / Return Rank
TNK
VOO
TNK vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teekay Tankers Ltd. (TNK) 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.
| TNK | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.43 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.45 | 3.16 | +0.28 |
| Martin ratioReturn relative to average drawdown | 8.66 | 14.73 | -6.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| TNK | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | 2.39 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.83 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.87 | -0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.89 | -0.86 |
Drawdowns
TNK vs. VOO - Drawdown Comparison
The maximum TNK drawdown since its inception was -90.45%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TNK and VOO.
Loading charts...
Drawdown Indicators
| TNK | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.45% | -33.99% | -56.46% |
Max Drawdown (1Y)Largest decline over 1 year | -18.88% | -8.90% | -9.98% |
Max Drawdown (3Y)Largest decline over 3 years | -52.43% | -18.69% | -33.74% |
Max Drawdown (5Y)Largest decline over 5 years | -52.43% | -24.52% | -27.91% |
Max Drawdown (10Y)Largest decline over 10 years | -72.46% | -33.99% | -38.47% |
Current DrawdownCurrent decline from peak | -13.35% | -0.70% | -12.65% |
Average DrawdownAverage peak-to-trough decline | -57.74% | -3.69% | -54.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.50% | 1.91% | +5.59% |
Volatility
TNK vs. VOO - Volatility Comparison
Teekay Tankers Ltd. (TNK) has a higher volatility of 10.91% compared to Vanguard S&P 500 ETF (VOO) at 2.84%. This indicates that TNK'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.
Loading charts...
Volatility by Period
| TNK | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.91% | 2.84% | +8.07% |
Volatility (6M)Calculated over the trailing 6-month period | 27.36% | 8.90% | +18.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.84% | 11.80% | +26.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.49% | 16.81% | +28.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.65% | 18.01% | +35.64% |
Dividends
TNK vs. VOO - Dividend Comparison
TNK's dividend yield for the trailing twelve months is around 2.83%, more than VOO's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TNK Teekay Tankers Ltd. | 2.83% | 3.74% | 7.54% | 3.50% | 0.00% | 0.00% | 0.00% | 0.00% | 3.23% | 8.57% | 13.27% | 1.74% |
VOO Vanguard S&P 500 ETF | 1.03% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
TNK and VOO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TNK has higher volatility (10.91%) compared to VOO (2.84%). In terms of maximum drawdown, TNK dropped -90.45% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (2.39 vs 1.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for TNK and VOO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer