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

Correlation

The correlation between TPYP and VOO is 0.54, 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.


-0.50.00.51.00.5

Performance

TPYP vs. VOO - Performance Comparison

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

100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
106.17%
240.52%
TPYP
VOO

Key characteristics

Sharpe Ratio

TPYP:

2.77

VOO:

2.25

Sortino Ratio

TPYP:

3.76

VOO:

2.98

Omega Ratio

TPYP:

1.48

VOO:

1.42

Calmar Ratio

TPYP:

3.70

VOO:

3.31

Martin Ratio

TPYP:

18.19

VOO:

14.77

Ulcer Index

TPYP:

2.02%

VOO:

1.90%

Daily Std Dev

TPYP:

13.23%

VOO:

12.46%

Max Drawdown

TPYP:

-51.91%

VOO:

-33.99%

Current Drawdown

TPYP:

-7.90%

VOO:

-2.47%

Returns By Period

In the year-to-date period, TPYP achieves a 35.27% return, which is significantly higher than VOO's 26.02% return.


TPYP

YTD

35.27%

1M

-7.45%

6M

22.02%

1Y

35.17%

5Y*

13.15%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TPYP vs. VOO - Expense Ratio Comparison

TPYP has a 0.40% expense ratio, which is higher than VOO's 0.03% expense ratio.


TPYP
Tortoise North American Pipeline Fund
Expense ratio chart for TPYP: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

TPYP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tortoise North American Pipeline Fund (TPYP) 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.


Sharpe ratio
The chart of Sharpe ratio for TPYP, currently valued at 2.77, compared to the broader market0.002.004.002.772.25
The chart of Sortino ratio for TPYP, currently valued at 3.76, compared to the broader market-2.000.002.004.006.008.0010.003.762.98
The chart of Omega ratio for TPYP, currently valued at 1.48, compared to the broader market0.501.001.502.002.503.001.481.42
The chart of Calmar ratio for TPYP, currently valued at 3.70, compared to the broader market0.005.0010.0015.003.703.31
The chart of Martin ratio for TPYP, currently valued at 18.19, compared to the broader market0.0020.0040.0060.0080.00100.0018.1914.77
TPYP
VOO

The current TPYP Sharpe Ratio is 2.77, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of TPYP 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 Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.77
2.25
TPYP
VOO

Dividends

TPYP vs. VOO - Dividend Comparison

TPYP's dividend yield for the trailing twelve months is around 3.82%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
TPYP
Tortoise North American Pipeline Fund
3.82%4.83%4.48%4.86%6.15%4.45%4.58%3.71%3.18%1.48%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

TPYP vs. VOO - Drawdown Comparison

The maximum TPYP drawdown since its inception was -51.91%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TPYP and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.90%
-2.47%
TPYP
VOO

Volatility

TPYP vs. VOO - Volatility Comparison

Tortoise North American Pipeline Fund (TPYP) has a higher volatility of 6.05% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that TPYP'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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
6.05%
3.75%
TPYP
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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