TRNO vs. VGT
Compare and contrast key facts about Terreno Realty Corporation (TRNO) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRNO or VGT.
Key characteristics
| TRNO | VGT | |
|---|---|---|
| YTD Return | -0.50% | 29.40% |
| 1Y Return | 18.00% | 41.46% |
| 3Y Return (Ann) | -4.69% | 12.41% |
| 5Y Return (Ann) | 4.20% | 23.00% |
| 10Y Return (Ann) | 13.93% | 20.95% |
| Sharpe Ratio | 0.67 | 1.94 |
| Sortino Ratio | 1.10 | 2.51 |
| Omega Ratio | 1.14 | 1.35 |
| Calmar Ratio | 0.46 | 2.68 |
| Martin Ratio | 1.90 | 9.65 |
| Ulcer Index | 8.39% | 4.22% |
| Daily Std Dev | 23.66% | 20.96% |
| Max Drawdown | -41.45% | -54.63% |
| Current Drawdown | -22.84% | -0.41% |
Correlation
The correlation between TRNO and VGT is 0.42, 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
TRNO vs. VGT - Performance Comparison
In the year-to-date period, TRNO achieves a -0.50% return, which is significantly lower than VGT's 29.40% return. Over the past 10 years, TRNO has underperformed VGT with an annualized return of 13.93%, while VGT has yielded a comparatively higher 20.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TRNO vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Terreno Realty Corporation (TRNO) and Vanguard Information Technology ETF (VGT). 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
TRNO vs. VGT - Dividend Comparison
TRNO's dividend yield for the trailing twelve months is around 3.02%, more than VGT's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRNO Terreno Realty Corporation | 3.02% | 2.71% | 2.60% | 1.48% | 1.91% | 1.88% | 2.62% | 2.40% | 2.67% | 2.92% | 2.76% | 2.88% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
TRNO vs. VGT - Drawdown Comparison
The maximum TRNO drawdown since its inception was -41.45%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for TRNO and VGT. For additional features, visit the drawdowns tool.
Volatility
TRNO vs. VGT - Volatility Comparison
Terreno Realty Corporation (TRNO) has a higher volatility of 8.45% compared to Vanguard Information Technology ETF (VGT) at 6.28%. This indicates that TRNO's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.