TRMD vs. VOO
Compare and contrast key facts about TORM plc (TRMD) 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: TRMD or VOO.
Performance
TRMD vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, TRMD achieves a -10.32% return, which is significantly lower than VOO's 25.48% return.
TRMD
-10.32%
-20.15%
-32.82%
-15.53%
37.18%
N/A
VOO
25.48%
0.99%
11.84%
31.84%
15.62%
13.15%
Key characteristics
| TRMD | VOO | |
|---|---|---|
| Sharpe Ratio | -0.43 | 2.69 |
| Sortino Ratio | -0.40 | 3.59 |
| Omega Ratio | 0.95 | 1.50 |
| Calmar Ratio | -0.34 | 3.89 |
| Martin Ratio | -1.09 | 17.64 |
| Ulcer Index | 12.77% | 1.86% |
| Daily Std Dev | 32.70% | 12.20% |
| Max Drawdown | -47.14% | -33.99% |
| Current Drawdown | -37.72% | -1.40% |
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Correlation
The correlation between TRMD and VOO is 0.15, 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.
Risk-Adjusted Performance
TRMD vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TORM plc (TRMD) 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
TRMD vs. VOO - Dividend Comparison
TRMD's dividend yield for the trailing twelve months is around 25.53%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRMD TORM plc | 19.44% | 23.05% | 6.99% | 0.00% | 14.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
TRMD vs. VOO - Drawdown Comparison
The maximum TRMD drawdown since its inception was -47.14%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TRMD and VOO. For additional features, visit the drawdowns tool.
Volatility
TRMD vs. VOO - Volatility Comparison
TORM plc (TRMD) has a higher volatility of 9.97% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that TRMD'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.