INTC vs. TLT
INTC (Intel Corporation) is a stock, while TLT (iShares 20+ Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index. Over the past 10 years, INTC returned 17.03%/yr vs -1.75%/yr for TLT. At a correlation of -0.18, they often move in opposite directions.
Performance
INTC vs. TLT - Performance Comparison
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Returns By Period
In the year-to-date period, INTC achieves a 237.59% return, which is significantly higher than TLT's 0.27% return. Over the past 10 years, INTC has outperformed TLT with an annualized return of 17.03%, while TLT has yielded a comparatively lower -1.75% annualized return.
INTC
- 1D
- 6.51%
- 1M
- 14.53%
- YTD
- 237.59%
- 6M
- 229.46%
- 1Y
- 518.52%
- 3Y*
- 55.34%
- 5Y*
- 18.67%
- 10Y*
- 17.03%
TLT
- 1D
- -0.24%
- 1M
- 2.93%
- YTD
- 0.27%
- 6M
- 0.45%
- 1Y
- 3.88%
- 3Y*
- -1.38%
- 5Y*
- -6.53%
- 10Y*
- -1.75%
INTC vs. TLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INTC Intel Corporation | 237.59% | 84.04% | -59.57% | 94.56% | -46.64% | 6.05% | -14.69% | 30.71% | 4.23% | 30.87% |
TLT iShares 20+ Year Treasury Bond ETF | 0.27% | 4.25% | -8.05% | 2.77% | -31.23% | -4.60% | 18.15% | 14.12% | -1.61% | 9.18% |
Correlation
The correlation between INTC and TLT is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2002 | -0.18 |
The correlation between INTC and TLT shifts across timeframes, from -0.18 (all time) to 0.09 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
INTC vs. TLT — Risk / Return Rank
INTC
TLT
INTC vs. TLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Intel Corporation (INTC) and iShares 20+ Year Treasury Bond ETF (TLT). 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.
| INTC | TLT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +6.54 | ||
| Sortino ratioReturn per unit of downside risk | +4.80 | ||
| Omega ratioGain probability vs. loss probability | 1.67 | 1.06 | +0.62 |
| Calmar ratioReturn relative to maximum drawdown | 20.85 | 0.38 | +20.47 |
| Martin ratioReturn relative to average drawdown | 48.84 | 0.92 | +47.91 |
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Drawdowns
INTC vs. TLT - Drawdown Comparison
The maximum INTC drawdown since its inception was -82.25%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for INTC and TLT.
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Drawdown Indicators
| INTC | TLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.25% | -48.35% | -33.90% |
Max Drawdown (1Y)Largest decline over 1 year | -24.17% | -7.58% | -16.59% |
Max Drawdown (3Y)Largest decline over 3 years | -63.80% | -19.18% | -44.62% |
Max Drawdown (5Y)Largest decline over 5 years | -65.53% | -43.70% | -21.83% |
Max Drawdown (10Y)Largest decline over 10 years | -70.80% | -48.35% | -22.45% |
Current DrawdownCurrent decline from peak | -3.76% | -40.12% | +36.36% |
Average DrawdownAverage peak-to-trough decline | -36.66% | -13.84% | -22.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.30% | 3.14% | +7.16% |
Volatility
INTC vs. TLT - Volatility Comparison
Intel Corporation (INTC) has a higher volatility of 24.56% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.83%. This indicates that INTC's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| INTC | TLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.56% | 2.83% | +21.73% |
Volatility (6M)Calculated over the trailing 6-month period | 58.47% | 6.64% | +51.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.69% | 9.68% | +64.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.29% | 15.85% | +36.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.20% | 14.91% | +29.29% |
Dividends
INTC vs. TLT - Dividend Comparison
INTC has not paid dividends to shareholders, while TLT's dividend yield for the trailing twelve months is around 4.56%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INTC Intel Corporation | 0.00% | 0.00% | 1.87% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% |
TLT iShares 20+ Year Treasury Bond ETF | 4.56% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
Frequently Asked Questions
INTC and TLT have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INTC has higher volatility (24.56%) compared to TLT (2.83%). In terms of maximum drawdown, INTC dropped -82.25% vs TLT's -48.35%.
INTC currently has the higher Sharpe Ratio (6.84 vs 0.30), 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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