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INTC vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INTC vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intel Corporation (INTC) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INTC vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

INTC
INTC Risk / Return Rank: 9999
Overall Rank
INTC Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
INTC Sortino Ratio Rank: 9898
Sortino Ratio Rank
INTC Omega Ratio Rank: 9797
Omega Ratio Rank
INTC Calmar Ratio Rank: 9999
Calmar Ratio Rank
INTC Martin Ratio Rank: 9999
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1414
Overall Rank
TLT Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1313
Sortino Ratio Rank
TLT Omega Ratio Rank: 1313
Omega Ratio Rank
TLT Calmar Ratio Rank: 1414
Calmar Ratio Rank
TLT Martin Ratio Rank: 1414
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.

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.


INTCTLTDifference
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

INTC vs. TLT - Sharpe Ratio Comparison

The current INTC Sharpe Ratio is 6.84, which is higher than the TLT Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of INTC and TLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


INTCTLTDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.76%

-40.12%

+36.36%

Average Drawdown

Average peak-to-trough decline

-36.66%

-13.84%

-22.82%

Ulcer Index

Depth 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


INTCTLTDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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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