PortfoliosLab logo
TRGP vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


Performance

TRGP vs. VOO - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

TRGP:

1.42

VOO:

0.70

Sortino Ratio

TRGP:

1.77

VOO:

1.15

Omega Ratio

TRGP:

1.27

VOO:

1.17

Calmar Ratio

TRGP:

1.88

VOO:

0.76

Martin Ratio

TRGP:

5.42

VOO:

2.93

Ulcer Index

TRGP:

9.35%

VOO:

4.86%

Daily Std Dev

TRGP:

35.24%

VOO:

19.43%

Max Drawdown

TRGP:

-95.21%

VOO:

-33.99%

Current Drawdown

TRGP:

-22.78%

VOO:

-4.59%

Returns By Period

In the year-to-date period, TRGP achieves a -6.03% return, which is significantly lower than VOO's -0.19% return. Over the past 10 years, TRGP has underperformed VOO with an annualized return of 10.53%, while VOO has yielded a comparatively higher 12.67% annualized return.


TRGP

YTD

-6.03%

1M

2.18%

6M

-13.96%

1Y

49.69%

5Y*

67.44%

10Y*

10.53%

VOO

YTD

-0.19%

1M

9.25%

6M

-1.98%

1Y

13.44%

5Y*

17.53%

10Y*

12.67%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

TRGP vs. VOO — Risk-Adjusted Performance Rank

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

TRGP
The Risk-Adjusted Performance Rank of TRGP is 8787
Overall Rank
The Sharpe Ratio Rank of TRGP is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of TRGP is 8282
Sortino Ratio Rank
The Omega Ratio Rank of TRGP is 8585
Omega Ratio Rank
The Calmar Ratio Rank of TRGP is 9292
Calmar Ratio Rank
The Martin Ratio Rank of TRGP is 8787
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7070
Overall Rank
The Sharpe Ratio Rank of VOO is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7171
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.

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.


The current TRGP Sharpe Ratio is 1.42, which is higher than the VOO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of TRGP 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.


Loading data...

Dividends

TRGP vs. VOO - Dividend Comparison

TRGP's dividend yield for the trailing twelve months is around 1.96%, more than VOO's 1.30% yield.


TTM20242023202220212020201920182017201620152014
TRGP
Targa Resources Corp.
1.96%1.54%2.13%1.90%0.77%4.59%8.92%10.11%7.52%6.49%12.53%2.52%
VOO
Vanguard S&P 500 ETF
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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.


Loading data...

Volatility

TRGP vs. VOO - Volatility Comparison

Targa Resources Corp. (TRGP) has a higher volatility of 11.89% compared to Vanguard S&P 500 ETF (VOO) at 6.36%. 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.


Loading data...