TRGP vs. VOO
Compare and contrast key facts about Targa Resources Corp. (TRGP) 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: TRGP or VOO.
Performance
TRGP vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, TRGP achieves a 144.04% return, which is significantly higher than VOO's 26.58% return. Over the past 10 years, TRGP has underperformed VOO with an annualized return of 10.94%, while VOO has yielded a comparatively higher 13.22% annualized return.
TRGP
144.04%
25.57%
83.25%
143.06%
44.30%
10.94%
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
| TRGP | VOO | |
|---|---|---|
| Sharpe Ratio | 6.38 | 2.69 |
| Sortino Ratio | 6.89 | 3.59 |
| Omega Ratio | 1.96 | 1.50 |
| Calmar Ratio | 13.04 | 3.88 |
| Martin Ratio | 48.75 | 17.58 |
| Ulcer Index | 2.93% | 1.86% |
| Daily Std Dev | 22.41% | 12.19% |
| Max Drawdown | -95.21% | -33.99% |
| Current Drawdown | -0.18% | -0.53% |
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Correlation
The correlation between TRGP and VOO is 0.46, 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.
Risk-Adjusted Performance
TRGP vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Targa Resources Corp. (TRGP) 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
TRGP vs. VOO - Dividend Comparison
TRGP's dividend yield for the trailing twelve months is around 1.33%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRGP Targa Resources Corp. | 1.33% | 2.13% | 1.90% | 0.77% | 4.59% | 8.92% | 10.11% | 7.52% | 6.49% | 12.53% | 2.53% | 2.33% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
TRGP vs. VOO - Drawdown Comparison
The maximum TRGP drawdown since its inception was -95.21%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TRGP and VOO. For additional features, visit the drawdowns tool.
Volatility
TRGP vs. VOO - Volatility Comparison
Targa Resources Corp. (TRGP) has a higher volatility of 8.17% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that TRGP'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.