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

Correlation

The correlation between TPG and VOO is 0.65, 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.


Performance

TPG vs. VOO - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%120.00%140.00%December2025FebruaryMarchAprilMay
53.86%
26.30%
TPG
VOO

Key characteristics

Sharpe Ratio

TPG:

0.22

VOO:

0.63

Sortino Ratio

TPG:

0.61

VOO:

1.00

Omega Ratio

TPG:

1.08

VOO:

1.15

Calmar Ratio

TPG:

0.21

VOO:

0.65

Martin Ratio

TPG:

0.59

VOO:

2.54

Ulcer Index

TPG:

15.94%

VOO:

4.78%

Daily Std Dev

TPG:

43.05%

VOO:

19.12%

Max Drawdown

TPG:

-43.83%

VOO:

-33.99%

Current Drawdown

TPG:

-34.62%

VOO:

-8.57%

Returns By Period

In the year-to-date period, TPG achieves a -25.82% return, which is significantly lower than VOO's -4.35% return.


TPG

YTD

-25.82%

1M

12.69%

6M

-22.99%

1Y

5.73%

5Y*

N/A

10Y*

N/A

VOO

YTD

-4.35%

1M

10.32%

6M

-2.47%

1Y

9.64%

5Y*

16.03%

10Y*

12.23%

*Annualized

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Risk-Adjusted Performance

TPG vs. VOO — Risk-Adjusted Performance Rank

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

TPG
The Risk-Adjusted Performance Rank of TPG is 5858
Overall Rank
The Sharpe Ratio Rank of TPG is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of TPG is 5454
Sortino Ratio Rank
The Omega Ratio Rank of TPG is 5454
Omega Ratio Rank
The Calmar Ratio Rank of TPG is 6161
Calmar Ratio Rank
The Martin Ratio Rank of TPG is 5959
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6060
Overall Rank
The Sharpe Ratio Rank of VOO is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6161
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.

TPG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TPG Inc. (TPG) 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 current TPG Sharpe Ratio is 0.22, which is lower than the VOO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of TPG 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 Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
0.22
0.63
TPG
VOO

Dividends

TPG vs. VOO - Dividend Comparison

TPG's dividend yield for the trailing twelve months is around 3.77%, more than VOO's 1.36% yield.


TTM20242023202220212020201920182017201620152014
TPG
TPG Inc.
3.77%2.63%3.24%3.92%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.36%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

TPG vs. VOO - Drawdown Comparison

The maximum TPG drawdown since its inception was -43.83%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TPG and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-34.62%
-8.57%
TPG
VOO

Volatility

TPG vs. VOO - Volatility Comparison

TPG Inc. (TPG) has a higher volatility of 18.77% compared to Vanguard S&P 500 ETF (VOO) at 11.27%. This indicates that TPG'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%20.00%25.00%December2025FebruaryMarchAprilMay
18.77%
11.27%
TPG
VOO