TRU vs. VOO
TRU (TransUnion) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, TRU returned 9.77%/yr vs 15.17%/yr for VOO. Their 0.59 correlation means they have sometimes moved together and sometimes differently.
Performance
TRU vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, TRU achieves a -6.41% return, which is significantly lower than VOO's 11.72% return. Over the past 10 years, TRU has underperformed VOO with an annualized return of 9.77%, while VOO has yielded a comparatively higher 15.17% annualized return.
TRU
- 1D
- 1.73%
- 1M
- 2.13%
- 6M
- 3.95%
- YTD
- -6.41%
- 1Y
- -12.57%
- 3Y*
- 1.34%
- 5Y*
- -7.21%
- 10Y*
- 9.77%
- ALL TIME*
- 11.59%
VOO
- 1D
- 1.42%
- 1M
- 1.69%
- 6M
- 9.53%
- YTD
- 11.72%
- 1Y
- 23.30%
- 3Y*
- 20.85%
- 5Y*
- 13.12%
- 10Y*
- 15.17%
- ALL TIME*
- 14.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
TRU TransUnion | $213.90M | $188.53M | $175.81M |
| $3.97B | $3.80B | $5.49B |
TRU vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRU TransUnion | -6.41% | -7.01% | 35.59% | 21.85% | -51.90% | 19.91% | 16.30% | 51.34% | 3.69% | 77.69% |
VOO Vanguard S&P 500 ETF | 11.72% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between TRU and VOO is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.48 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2015 | 0.59 |
Over the past year, the correlation between TRU and VOO has dropped to 0.29 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.
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Return for Risk
TRU vs. VOO — Risk / Return Rank
TRU
VOO
TRU vs. VOO - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TRU | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.14 | ||
| Sortino ratioReturn per unit of downside risk | -2.68 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.33 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.41 | 2.63 | -3.04 |
| Martin ratioReturn relative to average drawdown | -0.71 | 11.23 | -11.94 |
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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.
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Drawdown Indicators
| TRU | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.92% | -33.99% | -30.93% |
Max Drawdown (1Y)Largest decline over 1 year | -30.91% | -8.90% | -22.01% |
Max Drawdown (3Y)Largest decline over 3 years | -47.27% | -18.69% | -28.58% |
Max Drawdown (5Y)Largest decline over 5 years | -64.92% | -24.52% | -40.40% |
Max Drawdown (10Y)Largest decline over 10 years | -64.92% | -33.99% | -30.93% |
Current DrawdownCurrent decline from peak | -34.18% | 0.00% | -34.18% |
Average DrawdownAverage peak-to-trough decline | -18.63% | -3.67% | -14.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.78% | 2.08% | +15.70% |
Volatility
TRU vs. VOO - Volatility Comparison
TransUnion (TRU) has a higher volatility of 13.19% compared to Vanguard S&P 500 ETF (VOO) at 3.81%. 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.
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Volatility by Period
| TRU | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.19% | 3.81% | +9.38% |
Volatility (6M)Calculated over the trailing 6-month period | 32.59% | 10.18% | +22.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.61% | 12.80% | +28.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.22% | 16.95% | +22.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.00% | 18.02% | +16.98% |
Dividends
TRU vs. VOO - Dividend Comparison
TRU's dividend yield for the trailing twelve months is around 0.60%, less than VOO's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRU TransUnion | 0.60% | 0.54% | 0.45% | 0.61% | 0.70% | 0.30% | 0.30% | 0.35% | 0.40% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
TRU and VOO have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRU has higher volatility (13.19%) compared to VOO (3.81%). In terms of maximum drawdown, TRU dropped -64.92% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.83 vs -0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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