TECB vs. IMMR
TECB (iShares U.S. Tech Breakthrough Multisector ETF) is Technology Equities fund tracking the NYSE FactSet U.S. Tech Breakthrough Index, while IMMR (Immersion Corporation) is a stock. Over the past 5 years, TECB returned 11.80%/yr vs -1.45%/yr for IMMR. At a 0.49 correlation, their price movements are largely independent.
Performance
TECB vs. IMMR - Performance Comparison
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Returns By Period
In the year-to-date period, TECB achieves a 15.26% return, which is significantly higher than IMMR's -2.12% return.
TECB
- 1D
- -0.07%
- 1M
- -1.77%
- 6M
- 15.72%
- YTD
- 15.26%
- 1Y
- 21.27%
- 3Y*
- 22.33%
- 5Y*
- 11.80%
- 10Y*
- —
- ALL TIME*
- 17.40%
IMMR
- 1D
- -2.06%
- 1M
- -2.64%
- 6M
- 1.39%
- YTD
- -2.12%
- 1Y
- -14.13%
- 3Y*
- 1.05%
- 5Y*
- -1.45%
- 10Y*
- -0.41%
- ALL TIME*
- -3.17%
TECB vs. IMMR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TECB iShares U.S. Tech Breakthrough Multisector ETF | 15.26% | 14.86% | 24.38% | 57.53% | -34.39% | 19.60% | 39.90% |
IMMR Immersion Corporation | -2.12% | -18.30% | 26.47% | 3.43% | 23.12% | -49.42% | 47.58% |
Correlation
The correlation between TECB and IMMR is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jan 10, 2020 | 0.49 |
The correlation between TECB and IMMR has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.
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Return for Risk
TECB vs. IMMR — Risk / Return Rank
TECB
IMMR
TECB vs. IMMR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Tech Breakthrough Multisector ETF (TECB) and Immersion Corporation (IMMR). 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.
| TECB | IMMR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.50 | ||
| Sortino ratioReturn per unit of downside risk | +1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.97 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | -0.56 | +1.87 |
| Martin ratioReturn relative to average drawdown | 3.69 | -1.22 | +4.91 |
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Drawdowns
TECB vs. IMMR - Drawdown Comparison
The maximum TECB drawdown since its inception was -41.62%, smaller than the maximum IMMR drawdown of -98.66%. Use the drawdown chart below to compare losses from any high point for TECB and IMMR.
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Drawdown Indicators
| TECB | IMMR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.62% | -98.66% | +57.04% |
Max Drawdown (1Y)Largest decline over 1 year | -16.24% | -25.48% | +9.24% |
Max Drawdown (3Y)Largest decline over 3 years | -23.91% | -56.90% | +32.99% |
Max Drawdown (5Y)Largest decline over 5 years | -41.62% | -56.90% | +15.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -74.29% | — |
Current DrawdownCurrent decline from peak | -5.41% | -89.91% | +84.50% |
Average DrawdownAverage peak-to-trough decline | -10.07% | -88.21% | +78.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.77% | 15.11% | -9.34% |
Volatility
TECB vs. IMMR - Volatility Comparison
The current volatility for iShares U.S. Tech Breakthrough Multisector ETF (TECB) is 5.22%, while Immersion Corporation (IMMR) has a volatility of 11.39%. This indicates that TECB experiences smaller price fluctuations and is considered to be less risky than IMMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TECB | IMMR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 11.39% | -6.17% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 27.95% | -12.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.57% | 40.69% | -22.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.75% | 45.82% | -22.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.34% | 50.93% | -25.59% |
Dividends
TECB vs. IMMR - Dividend Comparison
TECB's dividend yield for the trailing twelve months is around 0.31%, less than IMMR's 4.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
IMMR Immersion Corporation | 4.90% | 5.59% | 2.06% | 3.12% | 0.00% | 0.00% | 0.00% |
TECB iShares U.S. Tech Breakthrough Multisector ETF | 0.31% | 0.33% | 0.35% | 0.23% | 0.61% | 0.35% | 0.77% |
Frequently Asked Questions
TECB and IMMR have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMMR has higher volatility (11.39%) compared to TECB (5.22%). In terms of maximum drawdown, TECB dropped -41.62% vs IMMR's -98.66%.
TECB currently has the higher Sharpe Ratio (1.15 vs -0.35), 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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