TOU.TO vs. VOO
Compare and contrast key facts about Tourmaline Oil Corp. (TOU.TO) 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: TOU.TO or VOO.
Key characteristics
TOU.TO | VOO | |
---|---|---|
YTD Return | 12.59% | 11.83% |
1Y Return | 23.36% | 31.13% |
3Y Return (Ann) | 44.60% | 10.03% |
5Y Return (Ann) | 36.96% | 15.07% |
10Y Return (Ann) | 5.89% | 13.02% |
Sharpe Ratio | 0.80 | 2.60 |
Daily Std Dev | 25.50% | 11.62% |
Max Drawdown | -87.67% | -33.99% |
Current Drawdown | -9.08% | 0.00% |
Correlation
The correlation between TOU.TO and VOO is 0.35, 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.
Performance
TOU.TO vs. VOO - Performance Comparison
In the year-to-date period, TOU.TO achieves a 12.59% return, which is significantly higher than VOO's 11.83% return. Over the past 10 years, TOU.TO has underperformed VOO with an annualized return of 5.89%, while VOO has yielded a comparatively higher 13.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TOU.TO vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tourmaline Oil Corp. (TOU.TO) 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
TOU.TO vs. VOO - Dividend Comparison
TOU.TO's dividend yield for the trailing twelve months is around 6.24%, more than VOO's 1.32% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Tourmaline Oil Corp. | 6.24% | 10.99% | 11.56% | 3.48% | 2.91% | 3.02% | 2.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard S&P 500 ETF | 1.32% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
TOU.TO vs. VOO - Drawdown Comparison
The maximum TOU.TO drawdown since its inception was -87.67%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TOU.TO and VOO. For additional features, visit the drawdowns tool.
Volatility
TOU.TO vs. VOO - Volatility Comparison
Tourmaline Oil Corp. (TOU.TO) has a higher volatility of 8.54% compared to Vanguard S&P 500 ETF (VOO) at 3.49%. This indicates that TOU.TO'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.