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 13.47%/yr vs -3.62%/yr for IMMR. At a 0.50 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 14.97% return, which is significantly higher than IMMR's 0.39% return.
TECB
- 1D
- 0.52%
- 1M
- 1.69%
- YTD
- 14.97%
- 6M
- 13.40%
- 1Y
- 27.32%
- 3Y*
- 24.72%
- 5Y*
- 13.47%
- 10Y*
- —
IMMR
- 1D
- 4.71%
- 1M
- -0.15%
- YTD
- 0.39%
- 6M
- -3.03%
- 1Y
- -10.21%
- 3Y*
- -2.01%
- 5Y*
- -3.62%
- 10Y*
- 1.41%
TECB vs. IMMR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TECB iShares U.S. Tech Breakthrough Multisector ETF | 14.97% | 14.86% | 24.38% | 57.53% | -34.39% | 19.60% | 39.90% |
IMMR Immersion Corporation | 0.39% | -18.30% | 26.47% | 3.43% | 23.12% | -49.42% | 45.68% |
Correlation
The correlation between TECB and IMMR is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2020 | 0.50 |
The correlation between TECB and IMMR has been stable across timeframes, ranging from 0.46 to 0.53 - 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.
| TECB | IMMR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.81 | ||
| Sortino ratioReturn per unit of downside risk | +2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 0.99 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | -0.33 | +2.02 |
| Martin ratioReturn relative to average drawdown | 4.93 | -0.61 | +5.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TECB | IMMR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | -0.26 | +1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | -0.08 | +0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.03 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | -0.04 | +0.74 |
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% | -30.86% | +14.62% |
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 | -5.64% | -89.65% | +84.01% |
Average DrawdownAverage peak-to-trough decline | -10.17% | -88.21% | +78.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 16.77% | -11.22% |
Volatility
TECB vs. IMMR - Volatility Comparison
The current volatility for iShares U.S. Tech Breakthrough Multisector ETF (TECB) is 7.20%, while Immersion Corporation (IMMR) has a volatility of 12.61%. 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 | 7.20% | 12.61% | -5.41% |
Volatility (6M)Calculated over the trailing 6-month period | 14.03% | 27.21% | -13.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.68% | 39.79% | -22.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.59% | 45.83% | -22.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.42% | 51.32% | -25.90% |
Dividends
TECB vs. IMMR - Dividend Comparison
TECB's dividend yield for the trailing twelve months is around 0.29%, less than IMMR's 3.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
IMMR Immersion Corporation | 3.60% | 5.59% | 2.06% | 3.12% | 0.00% | 0.00% | 0.00% |
TECB iShares U.S. Tech Breakthrough Multisector ETF | 0.29% | 0.33% | 0.35% | 0.23% | 0.61% | 0.35% | 0.77% |
Frequently Asked Questions
TECB and IMMR have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMMR has higher volatility (12.61%) compared to TECB (7.20%). In terms of maximum drawdown, TECB dropped -41.62% vs IMMR's -98.66%.
TECB currently has the higher Sharpe Ratio (1.56 vs -0.26), 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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