Correlation
The correlation between TR and NTSX is 0.23, 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.
TR vs. NTSX
Compare and contrast key facts about Tootsie Roll Industries, Inc. (TR) and WisdomTree U.S. Efficient Core Fund (NTSX).
NTSX is an actively managed fund by WisdomTree. It was launched on Aug 2, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TR or NTSX.
Performance
TR vs. NTSX - Performance Comparison
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Key characteristics
TR:
1.14
NTSX:
0.77
TR:
1.56
NTSX:
1.03
TR:
1.18
NTSX:
1.15
TR:
0.71
NTSX:
0.78
TR:
4.20
NTSX:
2.91
TR:
6.14%
NTSX:
4.50%
TR:
25.17%
NTSX:
19.56%
TR:
-47.42%
NTSX:
-31.34%
TR:
-15.52%
NTSX:
-2.69%
Returns By Period
In the year-to-date period, TR achieves a 13.90% return, which is significantly higher than NTSX's 2.34% return.
TR
13.90%
11.41%
11.56%
28.39%
6.75%
4.20%
4.49%
NTSX
2.34%
4.98%
-1.36%
14.99%
10.97%
10.81%
N/A
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Risk-Adjusted Performance
TR vs. NTSX — Risk-Adjusted Performance Rank
TR
NTSX
TR vs. NTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tootsie Roll Industries, Inc. (TR) and WisdomTree U.S. Efficient Core Fund (NTSX). 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.
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Dividends
TR vs. NTSX - Dividend Comparison
TR's dividend yield for the trailing twelve months is around 0.98%, less than NTSX's 1.17% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TR Tootsie Roll Industries, Inc. | 0.98% | 1.10% | 1.08% | 0.85% | 1.27% | 1.21% | 1.05% | 1.08% | 0.99% | 0.89% | 1.10% | 1.04% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.17% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.53% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TR vs. NTSX - Drawdown Comparison
The maximum TR drawdown since its inception was -47.42%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for TR and NTSX.
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Volatility
TR vs. NTSX - Volatility Comparison
Tootsie Roll Industries, Inc. (TR) has a higher volatility of 7.52% compared to WisdomTree U.S. Efficient Core Fund (NTSX) at 4.70%. This indicates that TR's price experiences larger fluctuations and is considered to be riskier than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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