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

Correlation

The correlation between TXRH and VOO is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

TXRH vs. VOO - Performance Comparison

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

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%NovemberDecember2025FebruaryMarchApril
1,389.33%
557.08%
TXRH
VOO

Key characteristics

Sharpe Ratio

TXRH:

0.17

VOO:

0.54

Sortino Ratio

TXRH:

0.45

VOO:

0.88

Omega Ratio

TXRH:

1.05

VOO:

1.13

Calmar Ratio

TXRH:

0.18

VOO:

0.55

Martin Ratio

TXRH:

0.49

VOO:

2.27

Ulcer Index

TXRH:

9.25%

VOO:

4.55%

Daily Std Dev

TXRH:

26.89%

VOO:

19.19%

Max Drawdown

TXRH:

-76.59%

VOO:

-33.99%

Current Drawdown

TXRH:

-20.69%

VOO:

-9.90%

Returns By Period

In the year-to-date period, TXRH achieves a -10.06% return, which is significantly lower than VOO's -5.74% return. Over the past 10 years, TXRH has outperformed VOO with an annualized return of 18.79%, while VOO has yielded a comparatively lower 12.12% annualized return.


TXRH

YTD

-10.06%

1M

-7.50%

6M

-13.12%

1Y

4.14%

5Y*

28.49%

10Y*

18.79%

VOO

YTD

-5.74%

1M

-2.90%

6M

-4.28%

1Y

9.78%

5Y*

15.72%

10Y*

12.12%

*Annualized

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Risk-Adjusted Performance

TXRH vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TXRH
The Risk-Adjusted Performance Rank of TXRH is 5656
Overall Rank
The Sharpe Ratio Rank of TXRH is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of TXRH is 5151
Sortino Ratio Rank
The Omega Ratio Rank of TXRH is 4848
Omega Ratio Rank
The Calmar Ratio Rank of TXRH is 6262
Calmar Ratio Rank
The Martin Ratio Rank of TXRH is 5959
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TXRH vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Texas Roadhouse, Inc. (TXRH) 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.


The chart of Sharpe ratio for TXRH, currently valued at 0.17, compared to the broader market-2.00-1.000.001.002.003.00
TXRH: 0.17
VOO: 0.54
The chart of Sortino ratio for TXRH, currently valued at 0.45, compared to the broader market-6.00-4.00-2.000.002.004.00
TXRH: 0.45
VOO: 0.88
The chart of Omega ratio for TXRH, currently valued at 1.05, compared to the broader market0.501.001.502.00
TXRH: 1.05
VOO: 1.13
The chart of Calmar ratio for TXRH, currently valued at 0.18, compared to the broader market0.001.002.003.004.005.00
TXRH: 0.18
VOO: 0.55
The chart of Martin ratio for TXRH, currently valued at 0.49, compared to the broader market-5.000.005.0010.0015.0020.00
TXRH: 0.49
VOO: 2.27

The current TXRH Sharpe Ratio is 0.17, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of TXRH 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.17
0.54
TXRH
VOO

Dividends

TXRH vs. VOO - Dividend Comparison

TXRH's dividend yield for the trailing twelve months is around 1.55%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
TXRH
Texas Roadhouse, Inc.
1.55%1.35%1.80%2.02%1.34%0.46%2.13%1.68%1.59%1.58%1.90%1.78%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

TXRH vs. VOO - Drawdown Comparison

The maximum TXRH drawdown since its inception was -76.59%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TXRH and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.69%
-9.90%
TXRH
VOO

Volatility

TXRH vs. VOO - Volatility Comparison

The current volatility for Texas Roadhouse, Inc. (TXRH) is 12.12%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that TXRH experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.12%
13.96%
TXRH
VOO