TW vs. VOO
Compare and contrast key facts about Tradeweb Markets Inc. (TW) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TW or VOO.
Key characteristics
| TW | VOO | |
|---|---|---|
| YTD Return | 42.29% | 26.88% |
| 1Y Return | 39.49% | 37.59% |
| 3Y Return (Ann) | 10.90% | 10.23% |
| 5Y Return (Ann) | 25.38% | 15.93% |
| Sharpe Ratio | 1.83 | 3.06 |
| Sortino Ratio | 2.62 | 4.08 |
| Omega Ratio | 1.33 | 1.58 |
| Calmar Ratio | 2.99 | 4.43 |
| Martin Ratio | 9.93 | 20.25 |
| Ulcer Index | 3.91% | 1.85% |
| Daily Std Dev | 21.24% | 12.23% |
| Max Drawdown | -48.64% | -33.99% |
| Current Drawdown | -4.52% | -0.30% |
Correlation
The correlation between TW and VOO is 0.42, 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.
Performance
TW vs. VOO - Performance Comparison
In the year-to-date period, TW achieves a 42.29% return, which is significantly higher than VOO's 26.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TW vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tradeweb Markets Inc. (TW) 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.
Dividends
TW vs. VOO - Dividend Comparison
TW's dividend yield for the trailing twelve months is around 0.30%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TW Tradeweb Markets Inc. | 0.30% | 0.40% | 0.49% | 0.32% | 0.51% | 0.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
TW vs. VOO - Drawdown Comparison
The maximum TW drawdown since its inception was -48.64%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TW and VOO. For additional features, visit the drawdowns tool.
Volatility
TW vs. VOO - Volatility Comparison
Tradeweb Markets Inc. (TW) has a higher volatility of 4.66% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that TW'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.