TSRYY vs. VOO
TSRYY (Treasury Wine Estates Ltd PK) 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, TSRYY returned -4.04%/yr vs 15.17%/yr for VOO. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
TSRYY vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, TSRYY achieves a 4.66% return, which is significantly lower than VOO's 11.72% return. Over the past 10 years, TSRYY has underperformed VOO with an annualized return of -4.04%, while VOO has yielded a comparatively higher 15.17% annualized return.
TSRYY
- 1D
- 5.79%
- 1M
- 17.09%
- 6M
- -0.60%
- YTD
- 4.66%
- 1Y
- -24.10%
- 3Y*
- -20.17%
- 5Y*
- -14.03%
- 10Y*
- -4.04%
- ALL TIME*
- 2.44%
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) |
|---|---|---|---|
| $99.69K | $95.59K | $122.41K | |
| $3.97B | $3.80B | $5.49B |
TSRYY vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSRYY Treasury Wine Estates Ltd PK | 4.66% | -49.10% | 0.29% | -18.38% | 4.48% | 25.84% | -33.85% | 10.52% | -15.01% | 69.09% |
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 TSRYY and VOO is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.35 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 16, 2011 | 0.32 |
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Return for Risk
TSRYY vs. VOO — Risk / Return Rank
TSRYY
VOO
TSRYY vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Wine Estates Ltd PK (TSRYY) 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.
| TSRYY | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.36 | ||
| Sortino ratioReturn per unit of downside risk | -3.10 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.33 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 2.63 | -3.06 |
| Martin ratioReturn relative to average drawdown | -0.72 | 11.23 | -11.95 |
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Drawdowns
TSRYY vs. VOO - Drawdown Comparison
The maximum TSRYY drawdown since its inception was -81.23%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TSRYY and VOO.
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Drawdown Indicators
| TSRYY | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.23% | -33.99% | -47.24% |
Max Drawdown (1Y)Largest decline over 1 year | -56.95% | -8.90% | -48.05% |
Max Drawdown (3Y)Largest decline over 3 years | -72.13% | -18.69% | -53.44% |
Max Drawdown (5Y)Largest decline over 5 years | -76.16% | -24.52% | -51.64% |
Max Drawdown (10Y)Largest decline over 10 years | -81.23% | -33.99% | -47.24% |
Current DrawdownCurrent decline from peak | -69.95% | 0.00% | -69.95% |
Average DrawdownAverage peak-to-trough decline | -28.48% | -3.67% | -24.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.65% | 2.08% | +31.57% |
Volatility
TSRYY vs. VOO - Volatility Comparison
Treasury Wine Estates Ltd PK (TSRYY) has a higher volatility of 10.93% compared to Vanguard S&P 500 ETF (VOO) at 3.81%. This indicates that TSRYY'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
| TSRYY | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.93% | 3.81% | +7.12% |
Volatility (6M)Calculated over the trailing 6-month period | 35.46% | 10.18% | +25.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.14% | 12.80% | +33.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.16% | 16.95% | +16.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.84% | 18.02% | +16.82% |
Dividends
TSRYY vs. VOO - Dividend Comparison
TSRYY's dividend yield for the trailing twelve months is around 3.62%, more than VOO's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSRYY Treasury Wine Estates Ltd PK | 3.62% | 7.43% | 3.34% | 3.25% | 2.38% | 2.20% | 2.39% | 2.04% | 1.90% | 1.91% | 5.07% | 3.47% |
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
TSRYY and VOO have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSRYY has higher volatility (10.93%) compared to VOO (3.81%). In terms of maximum drawdown, TSRYY dropped -81.23% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.83 vs -0.53), 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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