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

Correlation

The correlation between TRKNY and VOO is 0.11, 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.


Performance

TRKNY vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TRKNY:

-0.03

VOO:

0.74

Sortino Ratio

TRKNY:

0.31

VOO:

1.04

Omega Ratio

TRKNY:

1.09

VOO:

1.15

Calmar Ratio

TRKNY:

-0.04

VOO:

0.68

Martin Ratio

TRKNY:

-0.10

VOO:

2.58

Ulcer Index

TRKNY:

14.24%

VOO:

4.93%

Daily Std Dev

TRKNY:

49.79%

VOO:

19.54%

Max Drawdown

TRKNY:

-79.64%

VOO:

-33.99%

Current Drawdown

TRKNY:

-27.66%

VOO:

-3.55%

Returns By Period

In the year-to-date period, TRKNY achieves a 10.66% return, which is significantly higher than VOO's 0.90% return.


TRKNY

YTD

10.66%

1M

2.64%

6M

3.03%

1Y

-2.86%

3Y*

33.63%

5Y*

10.80%

10Y*

N/A

VOO

YTD

0.90%

1M

5.53%

6M

-1.46%

1Y

13.29%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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Turk Telekomunikasyon AS ADR

Vanguard S&P 500 ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TRKNY vs. VOO — Risk-Adjusted Performance Rank

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

TRKNY
The Risk-Adjusted Performance Rank of TRKNY is 4949
Overall Rank
The Sharpe Ratio Rank of TRKNY is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of TRKNY is 4545
Sortino Ratio Rank
The Omega Ratio Rank of TRKNY is 5656
Omega Ratio Rank
The Calmar Ratio Rank of TRKNY is 4848
Calmar Ratio Rank
The Martin Ratio Rank of TRKNY is 4949
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

TRKNY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Turk Telekomunikasyon AS ADR (TRKNY) 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 TRKNY Sharpe Ratio is -0.03, which is lower than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of TRKNY 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TRKNY vs. VOO - Dividend Comparison

TRKNY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.


TTM20242023202220212020201920182017201620152014
TRKNY
Turk Telekomunikasyon AS ADR
0.00%0.00%0.00%7.32%8.09%2.01%0.00%0.00%0.00%5.62%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

TRKNY vs. VOO - Drawdown Comparison

The maximum TRKNY drawdown since its inception was -79.64%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TRKNY and VOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TRKNY vs. VOO - Volatility Comparison

Turk Telekomunikasyon AS ADR (TRKNY) has a higher volatility of 19.03% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. This indicates that TRKNY'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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