TTEK vs. ^SP400
Compare and contrast key facts about Tetra Tech, Inc. (TTEK) and S&P 400 (^SP400).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TTEK or ^SP400.
Performance
TTEK vs. ^SP400 - Performance Comparison
Returns By Period
In the year-to-date period, TTEK achieves a 22.67% return, which is significantly higher than ^SP400's 18.17% return. Over the past 10 years, TTEK has outperformed ^SP400 with an annualized return of 25.23%, while ^SP400 has yielded a comparatively lower 8.52% annualized return.
TTEK
22.67%
-16.38%
-5.51%
24.64%
20.85%
25.23%
^SP400
18.17%
4.56%
11.35%
28.94%
10.63%
8.52%
Key characteristics
| TTEK | ^SP400 | |
|---|---|---|
| Sharpe Ratio | 0.86 | 1.86 |
| Sortino Ratio | 1.25 | 2.63 |
| Omega Ratio | 1.20 | 1.32 |
| Calmar Ratio | 1.22 | 2.33 |
| Martin Ratio | 5.47 | 10.35 |
| Ulcer Index | 4.53% | 2.87% |
| Daily Std Dev | 28.70% | 15.94% |
| Max Drawdown | -77.89% | -56.32% |
| Current Drawdown | -19.26% | -1.17% |
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Correlation
The correlation between TTEK and ^SP400 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.
Risk-Adjusted Performance
TTEK vs. ^SP400 - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tetra Tech, Inc. (TTEK) and S&P 400 (^SP400). 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.
Drawdowns
TTEK vs. ^SP400 - Drawdown Comparison
The maximum TTEK drawdown since its inception was -77.89%, which is greater than ^SP400's maximum drawdown of -56.32%. Use the drawdown chart below to compare losses from any high point for TTEK and ^SP400. For additional features, visit the drawdowns tool.
Volatility
TTEK vs. ^SP400 - Volatility Comparison
Tetra Tech, Inc. (TTEK) has a higher volatility of 17.76% compared to S&P 400 (^SP400) at 5.42%. This indicates that TTEK's price experiences larger fluctuations and is considered to be riskier than ^SP400 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.