PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TU vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TU and VOO is 0.45, 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.


-0.50.00.51.00.4

Performance

TU vs. VOO - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-6.49%
7.45%
TU
VOO

Key characteristics

Sharpe Ratio

TU:

-1.03

VOO:

2.23

Sortino Ratio

TU:

-1.36

VOO:

2.96

Omega Ratio

TU:

0.84

VOO:

1.41

Calmar Ratio

TU:

-0.41

VOO:

3.32

Martin Ratio

TU:

-1.77

VOO:

14.53

Ulcer Index

TU:

9.93%

VOO:

1.93%

Daily Std Dev

TU:

17.00%

VOO:

12.60%

Max Drawdown

TU:

-88.50%

VOO:

-33.99%

Current Drawdown

TU:

-40.90%

VOO:

-2.27%

Returns By Period

In the year-to-date period, TU achieves a 1.62% return, which is significantly higher than VOO's 1.04% return. Over the past 10 years, TU has underperformed VOO with an annualized return of 2.56%, while VOO has yielded a comparatively higher 13.54% annualized return.


TU

YTD

1.62%

1M

-10.53%

6M

-6.49%

1Y

-17.36%

5Y*

-1.50%

10Y*

2.56%

VOO

YTD

1.04%

1M

-2.24%

6M

7.45%

1Y

28.44%

5Y*

14.74%

10Y*

13.54%

*Annualized

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

TU vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TELUS Corporation (TU) 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 TU, currently valued at -1.03, compared to the broader market-4.00-2.000.002.00-1.032.23
The chart of Sortino ratio for TU, currently valued at -1.36, compared to the broader market-4.00-2.000.002.004.00-1.362.96
The chart of Omega ratio for TU, currently valued at 0.84, compared to the broader market0.501.001.502.000.841.41
The chart of Calmar ratio for TU, currently valued at -0.41, compared to the broader market0.002.004.006.00-0.413.32
The chart of Martin ratio for TU, currently valued at -1.77, compared to the broader market0.005.0010.0015.0020.0025.00-1.7714.53
TU
VOO

The current TU Sharpe Ratio is -1.03, which is lower than the VOO Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of TU 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 Ratio-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-1.03
2.23
TU
VOO

Dividends

TU vs. VOO - Dividend Comparison

TU's dividend yield for the trailing twelve months is around 8.26%, more than VOO's 1.23% yield.


TTM20242023202220212020201920182017201620152014
TU
TELUS Corporation
8.26%8.40%6.02%5.39%4.31%4.51%4.73%4.84%4.01%4.42%4.68%3.81%
VOO
Vanguard S&P 500 ETF
1.23%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

TU vs. VOO - Drawdown Comparison

The maximum TU drawdown since its inception was -88.50%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TU and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-40.90%
-2.27%
TU
VOO

Volatility

TU vs. VOO - Volatility Comparison

TELUS Corporation (TU) has a higher volatility of 5.06% compared to Vanguard S&P 500 ETF (VOO) at 4.32%. This indicates that TU'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.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
5.06%
4.32%
TU
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab