TNK vs. VOO
Compare and contrast key facts about Teekay Tankers Ltd. (TNK) 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: TNK or VOO.
Performance
TNK vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, TNK achieves a -9.89% return, which is significantly lower than VOO's 25.48% return. Over the past 10 years, TNK has outperformed VOO with an annualized return of 29.14%, while VOO has yielded a comparatively lower 13.15% annualized return.
TNK
-9.89%
-21.94%
-39.34%
-11.41%
80.04%
29.14%
VOO
25.48%
0.99%
11.84%
31.84%
15.62%
13.15%
Key characteristics
| TNK | VOO | |
|---|---|---|
| Sharpe Ratio | -0.33 | 2.69 |
| Sortino Ratio | -0.26 | 3.59 |
| Omega Ratio | 0.97 | 1.50 |
| Calmar Ratio | -0.28 | 3.89 |
| Martin Ratio | -0.70 | 17.64 |
| Ulcer Index | 16.53% | 1.86% |
| Daily Std Dev | 35.15% | 12.20% |
| Max Drawdown | -90.41% | -33.99% |
| Current Drawdown | -40.86% | -1.40% |
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Correlation
The correlation between TNK and VOO is 0.34, 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.
Risk-Adjusted Performance
TNK vs. VOO - Risk-Adjusted Performance 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.
Dividends
TNK vs. VOO - Dividend Comparison
TNK's dividend yield for the trailing twelve months is around 6.37%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TNK Teekay Tankers Ltd. | 6.37% | 3.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.23% | 8.57% | 13.27% | 1.74% | 2.37% | 3.05% |
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
TNK vs. VOO - Drawdown Comparison
The maximum TNK drawdown since its inception was -90.41%, 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. For additional features, visit the drawdowns tool.
Volatility
TNK vs. VOO - Volatility Comparison
Teekay Tankers Ltd. (TNK) has a higher volatility of 8.39% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. 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.