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

Correlation

The correlation between TYL and VOO is 0.59, 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.


-0.50.00.51.00.6

Performance

TYL vs. VOO - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
6.97%
16.84%
TYL
VOO

Key characteristics

Sharpe Ratio

TYL:

1.78

VOO:

1.94

Sortino Ratio

TYL:

2.90

VOO:

2.60

Omega Ratio

TYL:

1.35

VOO:

1.35

Calmar Ratio

TYL:

1.50

VOO:

2.92

Martin Ratio

TYL:

10.38

VOO:

12.23

Ulcer Index

TYL:

4.00%

VOO:

2.02%

Daily Std Dev

TYL:

23.36%

VOO:

12.74%

Max Drawdown

TYL:

-90.10%

VOO:

-33.99%

Current Drawdown

TYL:

-4.34%

VOO:

-1.31%

Returns By Period

In the year-to-date period, TYL achieves a 5.45% return, which is significantly higher than VOO's 2.70% return. Over the past 10 years, TYL has outperformed VOO with an annualized return of 18.19%, while VOO has yielded a comparatively lower 13.41% annualized return.


TYL

YTD

5.45%

1M

4.09%

6M

6.56%

1Y

42.28%

5Y*

12.85%

10Y*

18.19%

VOO

YTD

2.70%

1M

1.64%

6M

16.03%

1Y

23.86%

5Y*

14.34%

10Y*

13.41%

*Annualized

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Risk-Adjusted Performance

TYL vs. VOO — 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 9090
Overall Rank
The Sharpe Ratio Rank of TYL is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of TYL is 9191
Sortino Ratio Rank
The Omega Ratio Rank of TYL is 8888
Omega Ratio Rank
The Calmar Ratio Rank of TYL is 8686
Calmar Ratio Rank
The Martin Ratio Rank of TYL is 9292
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8181
Overall Rank
The Sharpe Ratio Rank of VOO is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7878
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8484
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tyler Technologies, Inc. (TYL) 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 TYL, currently valued at 1.78, compared to the broader market-2.000.002.004.001.781.94
The chart of Sortino ratio for TYL, currently valued at 2.90, compared to the broader market-4.00-2.000.002.004.006.002.902.60
The chart of Omega ratio for TYL, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.35
The chart of Calmar ratio for TYL, currently valued at 1.50, compared to the broader market0.002.004.006.001.502.92
The chart of Martin ratio for TYL, currently valued at 10.38, compared to the broader market-10.000.0010.0020.0010.3812.23
TYL
VOO

The current TYL Sharpe Ratio is 1.78, which is comparable to the VOO Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of TYL 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 Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.78
1.94
TYL
VOO

Dividends

TYL vs. VOO - Dividend Comparison

TYL has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.21%.


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%
VOO
Vanguard S&P 500 ETF
1.21%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

TYL vs. VOO - Drawdown Comparison

The maximum TYL drawdown since its inception was -90.10%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TYL and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.34%
-1.31%
TYL
VOO

Volatility

TYL vs. VOO - Volatility Comparison

Tyler Technologies, Inc. (TYL) has a higher volatility of 7.25% compared to Vanguard S&P 500 ETF (VOO) at 4.01%. This indicates that TYL'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%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
7.25%
4.01%
TYL
VOO
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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.

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