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

Correlation

The correlation between TTEK and VOO is 0.60, 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.


-0.50.00.51.00.6

Performance

TTEK vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tetra Tech, Inc. (TTEK) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%JulyAugustSeptemberOctoberNovemberDecember
1,184.02%
602.93%
TTEK
VOO

Key characteristics

Sharpe Ratio

TTEK:

0.79

VOO:

2.25

Sortino Ratio

TTEK:

1.17

VOO:

2.98

Omega Ratio

TTEK:

1.18

VOO:

1.42

Calmar Ratio

TTEK:

1.09

VOO:

3.31

Martin Ratio

TTEK:

3.36

VOO:

14.77

Ulcer Index

TTEK:

6.64%

VOO:

1.90%

Daily Std Dev

TTEK:

28.25%

VOO:

12.46%

Max Drawdown

TTEK:

-77.90%

VOO:

-33.99%

Current Drawdown

TTEK:

-20.32%

VOO:

-2.47%

Returns By Period

In the year-to-date period, TTEK achieves a 21.07% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, TTEK has outperformed VOO with an annualized return of 24.65%, while VOO has yielded a comparatively lower 13.08% annualized return.


TTEK

YTD

21.07%

1M

-1.31%

6M

-4.48%

1Y

21.75%

5Y*

20.23%

10Y*

24.65%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TTEK vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tetra Tech, Inc. (TTEK) 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 TTEK, currently valued at 0.79, compared to the broader market-4.00-2.000.002.000.792.25
The chart of Sortino ratio for TTEK, currently valued at 1.17, compared to the broader market-4.00-2.000.002.004.001.172.98
The chart of Omega ratio for TTEK, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.42
The chart of Calmar ratio for TTEK, currently valued at 1.09, compared to the broader market0.002.004.006.001.093.31
The chart of Martin ratio for TTEK, currently valued at 3.36, compared to the broader market-5.000.005.0010.0015.0020.0025.003.3614.77
TTEK
VOO

The current TTEK Sharpe Ratio is 0.79, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of TTEK 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
0.79
2.25
TTEK
VOO

Dividends

TTEK vs. VOO - Dividend Comparison

TTEK's dividend yield for the trailing twelve months is around 1.14%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
TTEK
Tetra Tech, Inc.
1.14%2.40%1.80%0.85%1.74%1.92%3.52%2.39%3.31%2.27%2.88%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

TTEK vs. VOO - Drawdown Comparison

The maximum TTEK drawdown since its inception was -77.90%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TTEK and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.32%
-2.47%
TTEK
VOO

Volatility

TTEK vs. VOO - Volatility Comparison

Tetra Tech, Inc. (TTEK) has a higher volatility of 4.14% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that TTEK'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%JulyAugustSeptemberOctoberNovemberDecember
4.14%
3.75%
TTEK
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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