PortfoliosLab logoPortfoliosLab logo
DELL vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DELL vs. TIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dell Technologies Inc. (DELL) and iShares TIPS Bond ETF (TIP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DELL achieves a 216.60% return, which is significantly higher than TIP's 1.40% return.


DELL

1D
1.05%
1M
59.57%
YTD
216.60%
6M
206.61%
1Y
266.54%
3Y*
104.49%
5Y*
52.50%
10Y*

TIP

1D
0.01%
1M
-0.11%
YTD
1.40%
6M
1.42%
1Y
4.76%
3Y*
4.00%
5Y*
0.91%
10Y*
2.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DELL vs. TIP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DELL
Dell Technologies Inc.
216.60%11.22%52.97%95.85%-26.63%51.21%42.62%5.16%14.50%
TIP
iShares TIPS Bond ETF
1.40%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%0.27%

Correlation

The correlation between DELL and TIP is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2018

0.02

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DELL vs. TIP — Risk / Return Rank

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

DELL
DELL Risk / Return Rank: 9696
Overall Rank
DELL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DELL Sortino Ratio Rank: 9797
Sortino Ratio Rank
DELL Omega Ratio Rank: 9696
Omega Ratio Rank
DELL Calmar Ratio Rank: 9797
Calmar Ratio Rank
DELL Martin Ratio Rank: 9595
Martin Ratio Rank

TIP
TIP Risk / Return Rank: 4747
Overall Rank
TIP Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 4848
Sortino Ratio Rank
TIP Omega Ratio Rank: 4242
Omega Ratio Rank
TIP Calmar Ratio Rank: 5353
Calmar Ratio Rank
TIP Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DELL vs. TIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dell Technologies Inc. (DELL) and iShares TIPS Bond ETF (TIP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DELLTIPDifference
Sharpe ratioReturn per unit of total volatility

+2.52

Sortino ratioReturn per unit of downside risk

+2.46

Omega ratioGain probability vs. loss probability

1.56

1.24

+0.32

Calmar ratioReturn relative to maximum drawdown

7.91

2.34

+5.57

Martin ratioReturn relative to average drawdown

17.63

7.00

+10.63

DELL vs. TIP - Sharpe Ratio Comparison

The current DELL Sharpe Ratio is 3.89, which is higher than the TIP Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of DELL and TIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

DELL vs. TIP - Drawdown Comparison

The maximum DELL drawdown since its inception was -59.59%, which is greater than TIP's maximum drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for DELL and TIP.


Loading charts...

Drawdown Indicators


DELLTIPDifference

Max Drawdown

Largest peak-to-trough decline

-59.59%

-14.57%

-45.02%

Max Drawdown (1Y)

Largest decline over 1 year

-32.34%

-1.98%

-30.36%

Max Drawdown (3Y)

Largest decline over 3 years

-59.59%

-4.54%

-55.05%

Max Drawdown (5Y)

Largest decline over 5 years

-59.59%

-14.51%

-45.08%

Max Drawdown (10Y)

Largest decline over 10 years

-14.51%

Current Drawdown

Current decline from peak

-15.11%

-0.46%

-14.65%

Average Drawdown

Average peak-to-trough decline

-18.48%

-3.43%

-15.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.49%

0.66%

+13.83%

Volatility

DELL vs. TIP - Volatility Comparison

Dell Technologies Inc. (DELL) has a higher volatility of 36.55% compared to iShares TIPS Bond ETF (TIP) at 1.03%. This indicates that DELL's price experiences larger fluctuations and is considered to be riskier than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DELLTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

36.55%

1.03%

+35.52%

Volatility (6M)

Calculated over the trailing 6-month period

54.73%

2.32%

+52.41%

Volatility (1Y)

Calculated over the trailing 1-year period

65.88%

3.39%

+62.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.86%

6.21%

+44.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.99%

5.74%

+42.25%

Dividends

DELL vs. TIP - Dividend Comparison

DELL's dividend yield for the trailing twelve months is around 0.56%, less than TIP's 3.76% yield.


PositionTTM20252024202320222021202020192018201720162015
DELL
Dell Technologies Inc.
0.56%1.60%1.48%1.88%2.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TIP
iShares TIPS Bond ETF
3.76%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%

Frequently Asked Questions


DELL and TIP have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DELL has higher volatility (36.55%) compared to TIP (1.03%). In terms of maximum drawdown, DELL dropped -59.59% vs TIP's -14.57%.

DELL currently has the higher Sharpe Ratio (3.89 vs 1.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DELL and TIP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer