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

Correlation

The correlation between TOL and VOO is 0.53, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

TOL vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toll Brothers, Inc. (TOL) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%900.00%NovemberDecember2025FebruaryMarchApril
502.43%
557.08%
TOL
VOO

Key characteristics

Sharpe Ratio

TOL:

-0.41

VOO:

0.54

Sortino Ratio

TOL:

-0.35

VOO:

0.88

Omega Ratio

TOL:

0.96

VOO:

1.13

Calmar Ratio

TOL:

-0.34

VOO:

0.55

Martin Ratio

TOL:

-0.78

VOO:

2.27

Ulcer Index

TOL:

19.90%

VOO:

4.55%

Daily Std Dev

TOL:

38.45%

VOO:

19.19%

Max Drawdown

TOL:

-76.39%

VOO:

-33.99%

Current Drawdown

TOL:

-40.08%

VOO:

-9.90%

Returns By Period

In the year-to-date period, TOL achieves a -20.18% return, which is significantly lower than VOO's -5.74% return. Both investments have delivered pretty close results over the past 10 years, with TOL having a 11.59% annualized return and VOO not far ahead at 12.07%.


TOL

YTD

-20.18%

1M

-8.12%

6M

-32.53%

1Y

-14.02%

5Y*

36.96%

10Y*

11.59%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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Risk-Adjusted Performance

TOL vs. VOO — Risk-Adjusted Performance Rank

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

TOL
The Risk-Adjusted Performance Rank of TOL is 3030
Overall Rank
The Sharpe Ratio Rank of TOL is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of TOL is 2727
Sortino Ratio Rank
The Omega Ratio Rank of TOL is 2929
Omega Ratio Rank
The Calmar Ratio Rank of TOL is 3030
Calmar Ratio Rank
The Martin Ratio Rank of TOL is 3535
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

TOL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Toll Brothers, Inc. (TOL) 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.


The chart of Sharpe ratio for TOL, currently valued at -0.41, compared to the broader market-2.00-1.000.001.002.003.00
TOL: -0.41
VOO: 0.54
The chart of Sortino ratio for TOL, currently valued at -0.35, compared to the broader market-6.00-4.00-2.000.002.004.00
TOL: -0.35
VOO: 0.88
The chart of Omega ratio for TOL, currently valued at 0.96, compared to the broader market0.501.001.502.00
TOL: 0.96
VOO: 1.13
The chart of Calmar ratio for TOL, currently valued at -0.34, compared to the broader market0.001.002.003.004.005.00
TOL: -0.34
VOO: 0.55
The chart of Martin ratio for TOL, currently valued at -0.78, compared to the broader market-5.000.005.0010.0015.0020.00
TOL: -0.78
VOO: 2.27

The current TOL Sharpe Ratio is -0.41, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of TOL 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.41
0.54
TOL
VOO

Dividends

TOL vs. VOO - Dividend Comparison

TOL's dividend yield for the trailing twelve months is around 0.94%, less than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
TOL
Toll Brothers, Inc.
0.94%0.71%0.81%1.54%0.86%1.01%1.11%1.25%0.50%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

TOL vs. VOO - Drawdown Comparison

The maximum TOL drawdown since its inception was -76.39%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TOL and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-40.08%
-9.90%
TOL
VOO

Volatility

TOL vs. VOO - Volatility Comparison

Toll Brothers, Inc. (TOL) has a higher volatility of 15.98% compared to Vanguard S&P 500 ETF (VOO) at 13.96%. This indicates that TOL'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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.98%
13.96%
TOL
VOO