TOL vs. VOO
Compare and contrast key facts about Toll Brothers, Inc. (TOL) 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: TOL or VOO.
Performance
TOL vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, TOL achieves a 49.34% return, which is significantly higher than VOO's 26.16% return. Over the past 10 years, TOL has outperformed VOO with an annualized return of 16.87%, while VOO has yielded a comparatively lower 13.18% annualized return.
TOL
49.34%
2.93%
27.89%
79.93%
32.76%
16.87%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| TOL | VOO | |
|---|---|---|
| Sharpe Ratio | 2.33 | 2.70 |
| Sortino Ratio | 2.98 | 3.60 |
| Omega Ratio | 1.38 | 1.50 |
| Calmar Ratio | 4.26 | 3.90 |
| Martin Ratio | 12.08 | 17.65 |
| Ulcer Index | 6.67% | 1.86% |
| Daily Std Dev | 34.53% | 12.19% |
| Max Drawdown | -76.39% | -33.99% |
| Current Drawdown | -4.52% | -0.86% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Risk-Adjusted Performance
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.
Dividends
TOL vs. VOO - Dividend Comparison
TOL's dividend yield for the trailing twelve months is around 0.59%, less than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TOL Toll Brothers, Inc. | 0.59% | 0.81% | 1.54% | 0.86% | 1.01% | 1.11% | 1.25% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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.
Volatility
TOL vs. VOO - Volatility Comparison
Toll Brothers, Inc. (TOL) has a higher volatility of 7.69% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. 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.