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TYL vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TYL and VGT is 0.57, 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

TYL vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tyler Technologies, Inc. (TYL) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TYL:

0.55

VGT:

0.40

Sortino Ratio

TYL:

1.10

VGT:

0.82

Omega Ratio

TYL:

1.14

VGT:

1.11

Calmar Ratio

TYL:

0.82

VGT:

0.50

Martin Ratio

TYL:

2.26

VGT:

1.61

Ulcer Index

TYL:

7.02%

VGT:

8.39%

Daily Std Dev

TYL:

26.04%

VGT:

30.15%

Max Drawdown

TYL:

-90.10%

VGT:

-54.63%

Current Drawdown

TYL:

-12.36%

VGT:

-6.99%

Returns By Period

In the year-to-date period, TYL achieves a -1.70% return, which is significantly higher than VGT's -3.19% return. Over the past 10 years, TYL has underperformed VGT with an annualized return of 16.37%, while VGT has yielded a comparatively higher 19.64% annualized return.


TYL

YTD

-1.70%

1M

2.03%

6M

-5.71%

1Y

14.28%

3Y*

18.37%

5Y*

9.50%

10Y*

16.37%

VGT

YTD

-3.19%

1M

22.25%

6M

-1.66%

1Y

11.97%

3Y*

22.08%

5Y*

19.45%

10Y*

19.64%

*Annualized

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Tyler Technologies, Inc.

Risk-Adjusted Performance

TYL vs. VGT — Risk-Adjusted Performance Rank

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

TYL
The Risk-Adjusted Performance Rank of TYL is 7272
Overall Rank
The Sharpe Ratio Rank of TYL is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of TYL is 6868
Sortino Ratio Rank
The Omega Ratio Rank of TYL is 6666
Omega Ratio Rank
The Calmar Ratio Rank of TYL is 8080
Calmar Ratio Rank
The Martin Ratio Rank of TYL is 7575
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 4747
Overall Rank
The Sharpe Ratio Rank of VGT is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 4848
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 4747
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5454
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 4747
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.

TYL vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tyler Technologies, Inc. (TYL) and Vanguard Information Technology ETF (VGT). 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 current TYL Sharpe Ratio is 0.55, which is higher than the VGT Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of TYL and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

TYL vs. VGT - Dividend Comparison

TYL has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.53%.


TTM20242023202220212020201920182017201620152014
TYL
Tyler Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.53%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

TYL vs. VGT - Drawdown Comparison

The maximum TYL drawdown since its inception was -90.10%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for TYL and VGT. For additional features, visit the drawdowns tool.


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Volatility

TYL vs. VGT - Volatility Comparison

Tyler Technologies, Inc. (TYL) has a higher volatility of 8.88% compared to Vanguard Information Technology ETF (VGT) at 7.21%. This indicates that TYL's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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