NTRS vs. TEL
NTRS (Northern Trust Corporation) and TEL (TE Connectivity Ltd.) are both stocks. NTRS operates in Asset Management (Financial Services), while TEL operates in Electronic Components (Technology). Over the past 10 years, NTRS returned 13.27%/yr vs 14.74%/yr for TEL. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
NTRS vs. TEL - Performance Comparison
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Returns By Period
In the year-to-date period, NTRS achieves a 33.52% return, which is significantly higher than TEL's -10.18% return. Over the past 10 years, NTRS has underperformed TEL with an annualized return of 13.27%, while TEL has yielded a comparatively higher 14.74% annualized return.
NTRS
- 1D
- 1.44%
- 1M
- 3.79%
- 6M
- 22.70%
- YTD
- 33.52%
- 1Y
- 43.38%
- 3Y*
- 36.11%
- 5Y*
- 13.46%
- 10Y*
- 13.27%
- ALL TIME*
- 12.57%
TEL
- 1D
- 2.09%
- 1M
- 2.21%
- 6M
- -8.71%
- YTD
- -10.18%
- 1Y
- 0.08%
- 3Y*
- 14.69%
- 5Y*
- 9.71%
- 10Y*
- 14.74%
- ALL TIME*
- 11.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $234.15M | $193.03M | $190.51M | |
| $618.83M | $531.01M | $558.46M |
NTRS vs. TEL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NTRS Northern Trust Corporation | 33.52% | 36.92% | 25.63% | -1.02% | -23.82% | 31.65% | -9.29% | 30.59% | -14.68% | 14.18% |
TEL TE Connectivity Ltd. | -10.18% | 61.60% | 3.51% | 24.62% | -27.66% | 35.12% | 28.95% | 29.37% | -18.87% | 39.88% |
Correlation
The correlation between NTRS and TEL is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2007 | 0.53 |
The correlation between NTRS and TEL shifts across timeframes, from 0.46 (1 year) to 0.56 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
NTRS:
$33.22B
TEL:
$59.24B
NTRS:
$9.91
TEL:
$10.20
NTRS:
18.21
TEL:
19.90
NTRS:
1.43
TEL:
3.69
NTRS:
2.34
TEL:
3.13
NTRS:
$14.57B
TEL:
$19.15B
NTRS:
$8.36B
TEL:
$6.78B
NTRS:
$3.40B
TEL:
$4.60B
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Return for Risk
NTRS vs. TEL — Risk / Return Rank
NTRS
TEL
NTRS vs. TEL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Trust Corporation (NTRS) and TE Connectivity Ltd. (TEL). 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.
| NTRS | TEL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.78 | ||
| Sortino ratioReturn per unit of downside risk | +2.27 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.03 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 0.00 | +3.52 |
| Martin ratioReturn relative to average drawdown | 9.64 | 0.01 | +9.63 |
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Drawdowns
NTRS vs. TEL - Drawdown Comparison
The maximum NTRS drawdown since its inception was -67.67%, smaller than the maximum TEL drawdown of -81.07%. Use the drawdown chart below to compare losses from any high point for NTRS and TEL.
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Drawdown Indicators
| NTRS | TEL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.67% | -81.07% | +13.40% |
Max Drawdown (1Y)Largest decline over 1 year | -12.39% | -20.85% | +8.46% |
Max Drawdown (3Y)Largest decline over 3 years | -25.21% | -22.60% | -2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -50.03% | -34.26% | -15.77% |
Max Drawdown (10Y)Largest decline over 10 years | -50.03% | -47.71% | -2.32% |
Current DrawdownCurrent decline from peak | -5.55% | -17.74% | +12.19% |
Average DrawdownAverage peak-to-trough decline | -20.89% | -13.65% | -7.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.51% | 11.03% | -6.52% |
Volatility
NTRS vs. TEL - Volatility Comparison
Northern Trust Corporation (NTRS) and TE Connectivity Ltd. (TEL) have volatilities of 6.89% and 7.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTRS | TEL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.89% | 7.22% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 18.84% | 28.47% | -9.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.75% | 33.10% | -8.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.38% | 28.27% | +1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.23% | 28.32% | +1.91% |
Dividends
NTRS vs. TEL - Dividend Comparison
NTRS's dividend yield for the trailing twelve months is around 1.77%, more than TEL's 1.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTRS Northern Trust Corporation | 1.77% | 2.27% | 2.93% | 3.56% | 3.28% | 2.34% | 3.01% | 2.45% | 2.32% | 1.60% | 1.66% | 1.96% |
TEL TE Connectivity Ltd. | 1.43% | 1.22% | 1.78% | 1.66% | 1.90% | 1.23% | 1.57% | 1.90% | 2.27% | 1.65% | 2.08% | 1.98% |
Financials
NTRS vs. TEL - Financials Comparison
This section allows you to compare key financial metrics between Northern Trust Corporation and TE Connectivity Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
NTRS vs. TEL - Profitability Comparison
NTRS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Northern Trust Corporation reported a gross profit of 2.21B and revenue of 3.79B. Therefore, the gross margin over that period was 58.3%.
TEL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, TE Connectivity Ltd. reported a gross profit of 1.84B and revenue of 5.16B. Therefore, the gross margin over that period was 35.6%.
NTRS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Northern Trust Corporation reported an operating income of 700.60M and revenue of 3.79B, resulting in an operating margin of 18.5%.
TEL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, TE Connectivity Ltd. reported an operating income of 981.00M and revenue of 5.16B, resulting in an operating margin of 19.0%.
NTRS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Northern Trust Corporation reported a net income of 525.50M and revenue of 3.79B, resulting in a net margin of 13.9%.
TEL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, TE Connectivity Ltd. reported a net income of 748.00M and revenue of 5.16B, resulting in a net margin of 14.5%.
Frequently Asked Questions
NTRS and TEL have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TEL has higher volatility (7.22%) compared to NTRS (6.89%). In terms of maximum drawdown, NTRS dropped -67.67% vs TEL's -81.07%.
NTRS currently has the higher Sharpe Ratio (1.78 vs 0.00), 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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