TSCO vs. VYM
Compare and contrast key facts about Tractor Supply Company (TSCO) and Vanguard High Dividend Yield ETF (VYM).
VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSCO or VYM.
Key characteristics
| TSCO | VYM | |
|---|---|---|
| YTD Return | 32.60% | 21.47% |
| 1Y Return | 44.37% | 33.41% |
| 3Y Return (Ann) | 10.35% | 9.71% |
| 5Y Return (Ann) | 25.79% | 11.32% |
| 10Y Return (Ann) | 15.82% | 10.17% |
| Sharpe Ratio | 1.88 | 3.25 |
| Sortino Ratio | 2.49 | 4.61 |
| Omega Ratio | 1.33 | 1.60 |
| Calmar Ratio | 2.26 | 5.38 |
| Martin Ratio | 8.99 | 21.37 |
| Ulcer Index | 5.22% | 1.63% |
| Daily Std Dev | 25.02% | 10.68% |
| Max Drawdown | -76.15% | -56.98% |
| Current Drawdown | -7.30% | 0.00% |
Correlation
The correlation between TSCO and VYM is 0.48, 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
TSCO vs. VYM - Performance Comparison
In the year-to-date period, TSCO achieves a 32.60% return, which is significantly higher than VYM's 21.47% return. Over the past 10 years, TSCO has outperformed VYM with an annualized return of 15.82%, while VYM has yielded a comparatively lower 10.17% 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
TSCO vs. VYM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tractor Supply Company (TSCO) and Vanguard High Dividend Yield ETF (VYM). 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
TSCO vs. VYM - Dividend Comparison
TSCO's dividend yield for the trailing twelve months is around 1.54%, less than VYM's 2.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSCO Tractor Supply Company | 1.54% | 1.92% | 1.64% | 0.87% | 1.07% | 1.46% | 1.44% | 1.40% | 1.21% | 0.89% | 0.77% | 0.63% |
VYM Vanguard High Dividend Yield ETF | 2.73% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
TSCO vs. VYM - Drawdown Comparison
The maximum TSCO drawdown since its inception was -76.15%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for TSCO and VYM. For additional features, visit the drawdowns tool.
Volatility
TSCO vs. VYM - Volatility Comparison
Tractor Supply Company (TSCO) has a higher volatility of 9.08% compared to Vanguard High Dividend Yield ETF (VYM) at 3.80%. This indicates that TSCO's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.