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APH vs. TEL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between APH and TEL is 0.70, 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.


-0.50.00.51.00.7

Performance

APH vs. TEL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amphenol Corporation (APH) and TE Connectivity Ltd. (TEL). 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%JulyAugustSeptemberOctoberNovemberDecember
1,668.46%
416.65%
APH
TEL

Key characteristics

Sharpe Ratio

APH:

1.65

TEL:

0.22

Sortino Ratio

APH:

2.02

TEL:

0.46

Omega Ratio

APH:

1.31

TEL:

1.05

Calmar Ratio

APH:

2.55

TEL:

0.23

Martin Ratio

APH:

8.37

TEL:

0.93

Ulcer Index

APH:

5.19%

TEL:

4.78%

Daily Std Dev

APH:

26.41%

TEL:

20.77%

Max Drawdown

APH:

-63.41%

TEL:

-81.07%

Current Drawdown

APH:

-6.76%

TEL:

-8.53%

Fundamentals

Market Cap

APH:

$89.53B

TEL:

$44.26B

EPS

APH:

$1.75

TEL:

$10.35

PE Ratio

APH:

42.43

TEL:

14.29

PEG Ratio

APH:

2.32

TEL:

3.04

Total Revenue (TTM)

APH:

$14.23B

TEL:

$15.85B

Gross Profit (TTM)

APH:

$4.76B

TEL:

$5.46B

EBITDA (TTM)

APH:

$3.50B

TEL:

$3.69B

Returns By Period

In the year-to-date period, APH achieves a 42.62% return, which is significantly higher than TEL's 4.82% return. Over the past 10 years, APH has outperformed TEL with an annualized return of 18.87%, while TEL has yielded a comparatively lower 10.67% annualized return.


APH

YTD

42.62%

1M

0.53%

6M

1.01%

1Y

43.46%

5Y*

22.48%

10Y*

18.87%

TEL

YTD

4.82%

1M

-1.99%

6M

-3.40%

1Y

4.36%

5Y*

10.50%

10Y*

10.67%

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Risk-Adjusted Performance

APH vs. TEL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amphenol Corporation (APH) and TE Connectivity Ltd. (TEL). 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 APH, currently valued at 1.65, compared to the broader market-4.00-2.000.002.001.650.22
The chart of Sortino ratio for APH, currently valued at 2.02, compared to the broader market-4.00-2.000.002.004.002.020.46
The chart of Omega ratio for APH, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.05
The chart of Calmar ratio for APH, currently valued at 2.55, compared to the broader market0.002.004.006.002.550.23
The chart of Martin ratio for APH, currently valued at 8.37, compared to the broader market0.0010.0020.008.370.93
APH
TEL

The current APH Sharpe Ratio is 1.65, which is higher than the TEL Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of APH and TEL, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.65
0.22
APH
TEL

Dividends

APH vs. TEL - Dividend Comparison

APH's dividend yield for the trailing twelve months is around 0.78%, less than TEL's 1.75% yield.


TTM20232022202120202019201820172016201520142013
APH
Amphenol Corporation
0.78%0.86%1.06%0.73%0.80%0.89%1.09%0.80%0.86%1.01%0.84%0.68%
TEL
TE Connectivity Ltd.
1.75%1.66%1.90%1.23%1.57%1.90%2.27%1.65%2.08%1.98%1.77%1.74%

Drawdowns

APH vs. TEL - Drawdown Comparison

The maximum APH drawdown since its inception was -63.41%, smaller than the maximum TEL drawdown of -81.07%. Use the drawdown chart below to compare losses from any high point for APH and TEL. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.76%
-8.53%
APH
TEL

Volatility

APH vs. TEL - Volatility Comparison

Amphenol Corporation (APH) has a higher volatility of 8.27% compared to TE Connectivity Ltd. (TEL) at 5.49%. This indicates that APH's price experiences larger fluctuations and is considered to be riskier than TEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
8.27%
5.49%
APH
TEL

Financials

APH vs. TEL - Financials Comparison

This section allows you to compare key financial metrics between Amphenol Corporation and TE Connectivity Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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