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

Correlation

The correlation between TRU and VOO is 0.62, 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.


-0.50.00.51.00.6

Performance

TRU vs. VOO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
26.67%
7.93%
TRU
VOO

Key characteristics

Sharpe Ratio

TRU:

1.11

VOO:

2.04

Sortino Ratio

TRU:

1.73

VOO:

2.72

Omega Ratio

TRU:

1.20

VOO:

1.38

Calmar Ratio

TRU:

0.74

VOO:

3.02

Martin Ratio

TRU:

6.17

VOO:

13.60

Ulcer Index

TRU:

5.83%

VOO:

1.88%

Daily Std Dev

TRU:

32.49%

VOO:

12.52%

Max Drawdown

TRU:

-64.92%

VOO:

-33.99%

Current Drawdown

TRU:

-24.31%

VOO:

-3.52%

Returns By Period

In the year-to-date period, TRU achieves a 35.70% return, which is significantly higher than VOO's 24.65% return.


TRU

YTD

35.70%

1M

-4.17%

6M

30.40%

1Y

35.78%

5Y*

2.17%

10Y*

N/A

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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Risk-Adjusted Performance

TRU vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TransUnion (TRU) 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.


Sharpe ratio
The chart of Sharpe ratio for TRU, currently valued at 1.11, compared to the broader market-4.00-2.000.002.001.112.04
The chart of Sortino ratio for TRU, currently valued at 1.73, compared to the broader market-4.00-2.000.002.004.001.732.72
The chart of Omega ratio for TRU, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.38
The chart of Calmar ratio for TRU, currently valued at 0.74, compared to the broader market0.002.004.006.000.743.02
The chart of Martin ratio for TRU, currently valued at 6.17, compared to the broader market0.0010.0020.006.1713.60
TRU
VOO

The current TRU Sharpe Ratio is 1.11, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of TRU 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.11
2.04
TRU
VOO

Dividends

TRU vs. VOO - Dividend Comparison

TRU's dividend yield for the trailing twelve months is around 0.45%, less than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
TRU
TransUnion
0.45%0.61%0.70%0.30%0.30%0.35%0.40%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.92%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

TRU vs. VOO - Drawdown Comparison

The maximum TRU drawdown since its inception was -64.92%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TRU and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.31%
-3.52%
TRU
VOO

Volatility

TRU vs. VOO - Volatility Comparison

TransUnion (TRU) has a higher volatility of 9.72% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. This indicates that TRU'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
9.72%
3.58%
TRU
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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