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TTC vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TTC and VOOG is 0.53, 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.


-0.50.00.51.00.5

Performance

TTC vs. VOOG - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-10.80%
13.47%
TTC
VOOG

Key characteristics

Sharpe Ratio

TTC:

-0.55

VOOG:

2.34

Sortino Ratio

TTC:

-0.65

VOOG:

2.99

Omega Ratio

TTC:

0.92

VOOG:

1.42

Calmar Ratio

TTC:

-0.53

VOOG:

3.19

Martin Ratio

TTC:

-1.42

VOOG:

12.65

Ulcer Index

TTC:

11.61%

VOOG:

3.25%

Daily Std Dev

TTC:

29.85%

VOOG:

17.54%

Max Drawdown

TTC:

-66.48%

VOOG:

-32.73%

Current Drawdown

TTC:

-28.22%

VOOG:

-0.07%

Returns By Period

In the year-to-date period, TTC achieves a -14.36% return, which is significantly lower than VOOG's 40.94% return. Over the past 10 years, TTC has underperformed VOOG with an annualized return of 11.26%, while VOOG has yielded a comparatively higher 15.40% annualized return.


TTC

YTD

-14.36%

1M

-4.56%

6M

-10.08%

1Y

-16.48%

5Y*

1.65%

10Y*

11.26%

VOOG

YTD

40.94%

1M

5.91%

6M

13.96%

1Y

41.05%

5Y*

17.78%

10Y*

15.40%

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Risk-Adjusted Performance

TTC vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Toro Company (TTC) and Vanguard S&P 500 Growth ETF (VOOG). 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 TTC, currently valued at -0.55, compared to the broader market-4.00-2.000.002.00-0.552.34
The chart of Sortino ratio for TTC, currently valued at -0.65, compared to the broader market-4.00-2.000.002.004.00-0.652.99
The chart of Omega ratio for TTC, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.42
The chart of Calmar ratio for TTC, currently valued at -0.53, compared to the broader market0.002.004.006.00-0.533.19
The chart of Martin ratio for TTC, currently valued at -1.42, compared to the broader market0.0010.0020.00-1.4212.65
TTC
VOOG

The current TTC Sharpe Ratio is -0.55, which is lower than the VOOG Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of TTC and VOOG, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.55
2.34
TTC
VOOG

Dividends

TTC vs. VOOG - Dividend Comparison

TTC's dividend yield for the trailing twelve months is around 2.25%, more than VOOG's 0.47% yield.


TTM20232022202120202019201820172016201520142013
TTC
The Toro Company
1.81%1.44%1.10%1.09%1.07%1.16%1.48%1.11%1.12%1.44%1.33%0.97%
VOOG
Vanguard S&P 500 Growth ETF
0.47%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

Drawdowns

TTC vs. VOOG - Drawdown Comparison

The maximum TTC drawdown since its inception was -66.48%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for TTC and VOOG. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.22%
-0.07%
TTC
VOOG

Volatility

TTC vs. VOOG - Volatility Comparison

The Toro Company (TTC) has a higher volatility of 6.81% compared to Vanguard S&P 500 Growth ETF (VOOG) at 4.97%. This indicates that TTC's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
6.81%
4.97%
TTC
VOOG
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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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