IMMR vs. TECB
IMMR (Immersion Corporation) is a stock, while TECB (iShares U.S. Tech Breakthrough Multisector ETF) is Technology Equities fund tracking the NYSE FactSet U.S. Tech Breakthrough Index. Over the past 5 years, IMMR returned -1.45%/yr vs 11.80%/yr for TECB. At a 0.49 correlation, their price movements are largely independent.
Performance
IMMR vs. TECB - Performance Comparison
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Returns By Period
In the year-to-date period, IMMR achieves a -2.12% return, which is significantly lower than TECB's 15.26% return.
IMMR
- 1D
- -2.06%
- 1M
- -2.64%
- 6M
- 1.39%
- YTD
- -2.12%
- 1Y
- -14.13%
- 3Y*
- 1.05%
- 5Y*
- -1.45%
- 10Y*
- -0.41%
- ALL TIME*
- -3.17%
TECB
- 1D
- -0.07%
- 1M
- -1.77%
- 6M
- 15.72%
- YTD
- 15.26%
- 1Y
- 21.27%
- 3Y*
- 22.33%
- 5Y*
- 11.80%
- 10Y*
- —
- ALL TIME*
- 17.40%
IMMR vs. TECB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IMMR Immersion Corporation | -2.12% | -18.30% | 26.47% | 3.43% | 23.12% | -49.42% | 47.58% |
TECB iShares U.S. Tech Breakthrough Multisector ETF | 15.26% | 14.86% | 24.38% | 57.53% | -34.39% | 19.60% | 39.90% |
Correlation
The correlation between IMMR and TECB is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jan 10, 2020 | 0.49 |
The correlation between IMMR and TECB has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.
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Return for Risk
IMMR vs. TECB — Risk / Return Rank
IMMR
TECB
IMMR vs. TECB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Immersion Corporation (IMMR) and iShares U.S. Tech Breakthrough Multisector ETF (TECB). 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.
| IMMR | TECB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -1.91 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.20 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | 1.32 | -1.87 |
| Martin ratioReturn relative to average drawdown | -1.22 | 3.69 | -4.91 |
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Drawdowns
IMMR vs. TECB - Drawdown Comparison
The maximum IMMR drawdown since its inception was -98.66%, which is greater than TECB's maximum drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for IMMR and TECB.
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Drawdown Indicators
| IMMR | TECB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.66% | -41.62% | -57.04% |
Max Drawdown (1Y)Largest decline over 1 year | -25.48% | -16.24% | -9.24% |
Max Drawdown (3Y)Largest decline over 3 years | -56.90% | -23.91% | -32.99% |
Max Drawdown (5Y)Largest decline over 5 years | -56.90% | -41.62% | -15.28% |
Max Drawdown (10Y)Largest decline over 10 years | -74.29% | — | — |
Current DrawdownCurrent decline from peak | -89.91% | -5.41% | -84.50% |
Average DrawdownAverage peak-to-trough decline | -88.21% | -10.07% | -78.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.11% | 5.77% | +9.34% |
Volatility
IMMR vs. TECB - Volatility Comparison
Immersion Corporation (IMMR) has a higher volatility of 11.39% compared to iShares U.S. Tech Breakthrough Multisector ETF (TECB) at 5.22%. This indicates that IMMR's price experiences larger fluctuations and is considered to be riskier than TECB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMMR | TECB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.39% | 5.22% | +6.17% |
Volatility (6M)Calculated over the trailing 6-month period | 27.95% | 15.05% | +12.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.69% | 18.57% | +22.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.82% | 23.75% | +22.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.93% | 25.34% | +25.59% |
Dividends
IMMR vs. TECB - Dividend Comparison
IMMR's dividend yield for the trailing twelve months is around 4.90%, more than TECB's 0.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
IMMR Immersion Corporation | 4.90% | 5.59% | 2.06% | 3.12% | 0.00% | 0.00% | 0.00% |
TECB iShares U.S. Tech Breakthrough Multisector ETF | 0.31% | 0.33% | 0.35% | 0.23% | 0.61% | 0.35% | 0.77% |
Frequently Asked Questions
IMMR and TECB have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMMR has higher volatility (11.39%) compared to TECB (5.22%). In terms of maximum drawdown, IMMR dropped -98.66% vs TECB's -41.62%.
TECB currently has the higher Sharpe Ratio (1.15 vs -0.35), 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.
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