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TCLHF vs. VGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TCLHF vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCL Electronics Holdings Limited (TCLHF) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

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TCLHF vs. VGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TCLHF
TCL Electronics Holdings Limited
26.52%74.10%167.22%-19.67%-21.86%-32.28%71.60%28.57%-21.02%1.03%
VGT
Vanguard Information Technology ETF
-6.16%21.77%29.30%52.66%-29.70%30.45%46.04%48.62%2.46%37.08%

Returns By Period

In the year-to-date period, TCLHF achieves a 26.52% return, which is significantly higher than VGT's -6.16% return. Over the past 10 years, TCLHF has underperformed VGT with an annualized return of 14.43%, while VGT has yielded a comparatively higher 21.51% annualized return.


TCLHF

1D
6.39%
1M
2.38%
YTD
26.52%
6M
32.31%
1Y
54.44%
3Y*
66.61%
5Y*
18.78%
10Y*
14.43%

VGT

1D
1.28%
1M
-3.61%
YTD
-6.16%
6M
-5.90%
1Y
29.76%
3Y*
23.10%
5Y*
14.83%
10Y*
21.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TCLHF vs. VGT — Risk / Return Rank

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

TCLHF
TCLHF Risk / Return Rank: 6868
Overall Rank
TCLHF Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
TCLHF Sortino Ratio Rank: 6868
Sortino Ratio Rank
TCLHF Omega Ratio Rank: 7676
Omega Ratio Rank
TCLHF Calmar Ratio Rank: 6969
Calmar Ratio Rank
TCLHF Martin Ratio Rank: 6868
Martin Ratio Rank

VGT
VGT Risk / Return Rank: 6262
Overall Rank
VGT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 6363
Sortino Ratio Rank
VGT Omega Ratio Rank: 6161
Omega Ratio Rank
VGT Calmar Ratio Rank: 7171
Calmar Ratio Rank
VGT Martin Ratio Rank: 5757
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.

TCLHF vs. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCL Electronics Holdings Limited (TCLHF) and Vanguard Information Technology ETF (VGT). 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.


TCLHFVGTDifference

Sharpe ratio

Return per unit of total volatility

0.49

1.10

-0.60

Sortino ratio

Return per unit of downside risk

1.54

1.67

-0.13

Omega ratio

Gain probability vs. loss probability

1.27

1.23

+0.03

Calmar ratio

Return relative to maximum drawdown

1.47

1.88

-0.41

Martin ratio

Return relative to average drawdown

3.25

5.77

-2.52

TCLHF vs. VGT - Sharpe Ratio Comparison

The current TCLHF Sharpe Ratio is 0.49, which is lower than the VGT Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of TCLHF and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TCLHFVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

1.10

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.59

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.88

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.61

-0.53

Correlation

The correlation between TCLHF and VGT is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TCLHF vs. VGT - Dividend Comparison

TCLHF's dividend yield for the trailing twelve months is around 2.38%, more than VGT's 0.43% yield.


TTM20252024202320222021202020192018201720162015
TCLHF
TCL Electronics Holdings Limited
2.38%3.02%2.48%5.16%0.00%2.94%3.51%5.32%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.43%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

TCLHF vs. VGT - Drawdown Comparison

The maximum TCLHF drawdown since its inception was -92.31%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for TCLHF and VGT.


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Drawdown Indicators


TCLHFVGTDifference

Max Drawdown

Largest peak-to-trough decline

-92.31%

-54.63%

-37.68%

Max Drawdown (1Y)

Largest decline over 1 year

-28.67%

-16.40%

-12.27%

Max Drawdown (5Y)

Largest decline over 5 years

-62.29%

-35.07%

-27.22%

Max Drawdown (10Y)

Largest decline over 10 years

-69.25%

-35.07%

-34.18%

Current Drawdown

Current decline from peak

0.00%

-11.66%

+11.66%

Average Drawdown

Average peak-to-trough decline

-44.07%

-8.00%

-36.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.97%

5.35%

+7.62%

Volatility

TCLHF vs. VGT - Volatility Comparison

TCL Electronics Holdings Limited (TCLHF) has a higher volatility of 25.68% compared to Vanguard Information Technology ETF (VGT) at 8.03%. This indicates that TCLHF's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCLHFVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.68%

8.03%

+17.65%

Volatility (6M)

Calculated over the trailing 6-month period

71.76%

16.35%

+55.41%

Volatility (1Y)

Calculated over the trailing 1-year period

110.94%

27.27%

+83.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.22%

25.06%

+50.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.03%

24.48%

+41.55%