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

Correlation

The correlation between TRP and VOO is 0.45, 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

TRP vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TC Energy Corporation (TRP) 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

TRP:

1.57

VOO:

0.67

Sortino Ratio

TRP:

2.03

VOO:

1.19

Omega Ratio

TRP:

1.30

VOO:

1.17

Calmar Ratio

TRP:

1.40

VOO:

0.80

Martin Ratio

TRP:

8.19

VOO:

3.05

Ulcer Index

TRP:

4.46%

VOO:

4.88%

Daily Std Dev

TRP:

22.65%

VOO:

19.40%

Max Drawdown

TRP:

-57.79%

VOO:

-33.99%

Current Drawdown

TRP:

-2.29%

VOO:

-3.38%

Returns By Period

In the year-to-date period, TRP achieves a 8.57% return, which is significantly higher than VOO's 1.08% return. Over the past 10 years, TRP has underperformed VOO with an annualized return of 7.27%, while VOO has yielded a comparatively higher 12.77% annualized return.


TRP

YTD

8.57%

1M

2.70%

6M

4.74%

1Y

35.41%

5Y*

9.27%

10Y*

7.27%

VOO

YTD

1.08%

1M

9.85%

6M

0.15%

1Y

12.97%

5Y*

17.43%

10Y*

12.77%

*Annualized

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Risk-Adjusted Performance

TRP vs. VOO — Risk-Adjusted Performance Rank

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

TRP
The Risk-Adjusted Performance Rank of TRP is 8989
Overall Rank
The Sharpe Ratio Rank of TRP is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of TRP is 8686
Sortino Ratio Rank
The Omega Ratio Rank of TRP is 8787
Omega Ratio Rank
The Calmar Ratio Rank of TRP is 8989
Calmar Ratio Rank
The Martin Ratio Rank of TRP is 9393
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7272
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7373
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.

TRP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TC Energy Corporation (TRP) 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 TRP Sharpe Ratio is 1.57, which is higher than the VOO Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of TRP 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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Dividends

TRP vs. VOO - Dividend Comparison

TRP's dividend yield for the trailing twelve months is around 4.94%, more than VOO's 1.28% yield.


TTM20242023202220212020201920182017201620152014
TRP
TC Energy Corporation
4.94%5.41%7.14%8.63%7.05%5.83%3.98%7.16%3.65%5.97%6.06%3.20%
VOO
Vanguard S&P 500 ETF
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

TRP vs. VOO - Drawdown Comparison

The maximum TRP drawdown since its inception was -57.79%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TRP and VOO. For additional features, visit the drawdowns tool.


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Volatility

TRP vs. VOO - Volatility Comparison

TC Energy Corporation (TRP) has a higher volatility of 6.89% compared to Vanguard S&P 500 ETF (VOO) at 6.16%. This indicates that TRP'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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