TYL vs. VGT

In the year-to-date period, TYL achieves a 42.81% return, which is significantly higher than VGT's 25.23% return. Over the past 10 years, TYL has underperformed VGT with an annualized return of 18.70%, while VGT has yielded a comparatively higher 20.52% annualized return.

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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 1.89, which is comparable to the VGT Sharpe Ratio of 1.60. 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.

TYL has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.62%.

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.

Tyler Technologies, Inc. (TYL) has a higher volatility of 7.15% compared to Vanguard Information Technology ETF (VGT) at 6.53%. 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.