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 -3.62%/yr vs 13.47%/yr for TECB. At a 0.50 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 0.39% return, which is significantly lower than TECB's 14.97% return.
IMMR
- 1D
- 4.71%
- 1M
- -0.15%
- YTD
- 0.39%
- 6M
- -3.03%
- 1Y
- -10.21%
- 3Y*
- -2.01%
- 5Y*
- -3.62%
- 10Y*
- 1.41%
TECB
- 1D
- 0.52%
- 1M
- 1.69%
- YTD
- 14.97%
- 6M
- 13.40%
- 1Y
- 27.32%
- 3Y*
- 24.72%
- 5Y*
- 13.47%
- 10Y*
- —
IMMR vs. TECB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IMMR Immersion Corporation | 0.39% | -18.30% | 26.47% | 3.43% | 23.12% | -49.42% | 45.68% |
TECB iShares U.S. Tech Breakthrough Multisector ETF | 14.97% | 14.86% | 24.38% | 57.53% | -34.39% | 19.60% | 39.90% |
Correlation
The correlation between IMMR and TECB is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2020 | 0.50 |
The correlation between IMMR and TECB has been stable across timeframes, ranging from 0.46 to 0.53 - 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.
| IMMR | TECB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.22 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.27 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.33 | 1.69 | -2.02 |
| Martin ratioReturn relative to average drawdown | -0.61 | 4.93 | -5.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IMMR | TECB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.26 | 1.56 | -1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.57 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 0.70 | -0.74 |
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 | -30.86% | -16.24% | -14.62% |
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 | -89.65% | -5.64% | -84.01% |
Average DrawdownAverage peak-to-trough decline | -88.21% | -10.17% | -78.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.77% | 5.55% | +11.22% |
Volatility
IMMR vs. TECB - Volatility Comparison
Immersion Corporation (IMMR) has a higher volatility of 12.61% compared to iShares U.S. Tech Breakthrough Multisector ETF (TECB) at 7.20%. 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 | 12.61% | 7.20% | +5.41% |
Volatility (6M)Calculated over the trailing 6-month period | 27.21% | 14.03% | +13.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.79% | 17.68% | +22.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.83% | 23.59% | +22.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.32% | 25.42% | +25.90% |
Dividends
IMMR vs. TECB - Dividend Comparison
IMMR's dividend yield for the trailing twelve months is around 3.60%, more than TECB's 0.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
IMMR Immersion Corporation | 3.60% | 5.59% | 2.06% | 3.12% | 0.00% | 0.00% | 0.00% |
TECB iShares U.S. Tech Breakthrough Multisector ETF | 0.29% | 0.33% | 0.35% | 0.23% | 0.61% | 0.35% | 0.77% |
Frequently Asked Questions
IMMR and TECB have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMMR has higher volatility (12.61%) compared to TECB (7.20%). In terms of maximum drawdown, IMMR dropped -98.66% vs TECB's -41.62%.
TECB currently has the higher Sharpe Ratio (1.56 vs -0.26), 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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