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

Correlation

The correlation between TSUKY and VOO is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

TSUKY vs. VOO - Performance Comparison

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

-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-7.51%
10.98%
TSUKY
VOO

Key characteristics

Sharpe Ratio

TSUKY:

0.24

VOO:

1.88

Sortino Ratio

TSUKY:

0.81

VOO:

2.53

Omega Ratio

TSUKY:

1.09

VOO:

1.35

Calmar Ratio

TSUKY:

0.48

VOO:

2.81

Martin Ratio

TSUKY:

1.02

VOO:

11.78

Ulcer Index

TSUKY:

14.01%

VOO:

2.02%

Daily Std Dev

TSUKY:

59.90%

VOO:

12.67%

Max Drawdown

TSUKY:

-54.81%

VOO:

-33.99%

Current Drawdown

TSUKY:

-16.08%

VOO:

0.00%

Returns By Period

In the year-to-date period, TSUKY achieves a -6.84% return, which is significantly lower than VOO's 4.61% return. Over the past 10 years, TSUKY has outperformed VOO with an annualized return of 15.14%, while VOO has yielded a comparatively lower 13.30% annualized return.


TSUKY

YTD

-6.84%

1M

-4.52%

6M

-7.51%

1Y

9.66%

5Y*

10.86%

10Y*

15.14%

VOO

YTD

4.61%

1M

2.59%

6M

10.08%

1Y

25.10%

5Y*

14.79%

10Y*

13.30%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TSUKY vs. VOO — Risk-Adjusted Performance Rank

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

TSUKY
The Risk-Adjusted Performance Rank of TSUKY is 5757
Overall Rank
The Sharpe Ratio Rank of TSUKY is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of TSUKY is 5454
Sortino Ratio Rank
The Omega Ratio Rank of TSUKY is 5151
Omega Ratio Rank
The Calmar Ratio Rank of TSUKY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of TSUKY is 5858
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8181
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.

TSUKY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Toyo Suisan Kaisha Ltd ADR (TSUKY) 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 TSUKY, currently valued at 0.24, compared to the broader market-2.000.002.000.241.88
The chart of Sortino ratio for TSUKY, currently valued at 0.81, compared to the broader market-4.00-2.000.002.004.006.000.812.53
The chart of Omega ratio for TSUKY, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.35
The chart of Calmar ratio for TSUKY, currently valued at 0.48, compared to the broader market0.002.004.006.000.482.81
The chart of Martin ratio for TSUKY, currently valued at 1.02, compared to the broader market0.0010.0020.0030.001.0211.78
TSUKY
VOO

The current TSUKY Sharpe Ratio is 0.24, which is lower than the VOO Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of TSUKY 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.24
1.88
TSUKY
VOO

Dividends

TSUKY vs. VOO - Dividend Comparison

TSUKY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20242023202220212020201920182017201620152014
TSUKY
Toyo Suisan Kaisha Ltd ADR
0.00%0.00%0.00%0.75%1.84%1.59%1.75%1.55%1.28%1.56%7.28%16.50%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

TSUKY vs. VOO - Drawdown Comparison

The maximum TSUKY drawdown since its inception was -54.81%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TSUKY and VOO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-16.08%
0
TSUKY
VOO

Volatility

TSUKY vs. VOO - Volatility Comparison

Toyo Suisan Kaisha Ltd ADR (TSUKY) has a higher volatility of 26.29% compared to Vanguard S&P 500 ETF (VOO) at 3.01%. This indicates that TSUKY'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.


0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
26.29%
3.01%
TSUKY
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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