TPG vs. VOO
TPG (TPG Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 3 years, TPG returned 18.14%/yr vs 20.78%/yr for VOO. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
TPG vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, TPG achieves a -36.36% return, which is significantly lower than VOO's 8.19% return.
TPG
- 1D
- -3.91%
- 1M
- -4.90%
- YTD
- -36.36%
- 6M
- -37.87%
- 1Y
- -18.47%
- 3Y*
- 18.14%
- 5Y*
- —
- 10Y*
- —
VOO
- 1D
- -1.42%
- 1M
- -1.34%
- YTD
- 8.19%
- 6M
- 7.24%
- 1Y
- 23.69%
- 3Y*
- 20.78%
- 5Y*
- 13.13%
- 10Y*
- 15.61%
TPG vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TPG TPG Inc. | -36.36% | 5.12% | 52.13% | 62.37% | -12.60% |
VOO Vanguard S&P 500 ETF | 8.19% | 17.82% | 24.98% | 26.32% | -17.51% |
Correlation
The correlation between TPG and VOO is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2022 | 0.61 |
The correlation between TPG and VOO shifts across timeframes, from 0.50 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TPG vs. VOO — Risk / Return Rank
TPG
VOO
TPG vs. VOO - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TPG | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.41 | ||
| Sortino ratioReturn per unit of downside risk | -3.08 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.35 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.41 | 2.67 | -3.09 |
| Martin ratioReturn relative to average drawdown | -0.77 | 11.96 | -12.73 |
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Drawdowns
TPG vs. VOO - Drawdown Comparison
The maximum TPG drawdown since its inception was -44.85%, 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.
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Drawdown Indicators
| TPG | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.85% | -33.99% | -10.86% |
Max Drawdown (1Y)Largest decline over 1 year | -44.85% | -8.90% | -35.95% |
Max Drawdown (3Y)Largest decline over 3 years | -44.85% | -18.69% | -26.16% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -41.68% | -3.14% | -38.54% |
Average DrawdownAverage peak-to-trough decline | -18.11% | -3.68% | -14.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.02% | 1.99% | +22.03% |
Volatility
TPG vs. VOO - Volatility Comparison
TPG Inc. (TPG) has a higher volatility of 11.96% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. 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.
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Volatility by Period
| TPG | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.96% | 4.83% | +7.13% |
Volatility (6M)Calculated over the trailing 6-month period | 30.11% | 9.82% | +20.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.63% | 12.46% | +25.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.09% | 16.91% | +23.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.09% | 18.02% | +22.07% |
Dividends
TPG vs. VOO - Dividend Comparison
TPG's dividend yield for the trailing twelve months is around 5.66%, more than VOO's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TPG TPG Inc. | 5.66% | 3.10% | 3.33% | 3.24% | 3.92% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
TPG and VOO have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TPG has higher volatility (11.96%) compared to VOO (4.83%). In terms of maximum drawdown, TPG dropped -44.85% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.91 vs -0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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