TEL vs. ^GSPC
Compare and contrast key facts about TE Connectivity Ltd. (TEL) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEL or ^GSPC.
Correlation
The correlation between TEL and ^GSPC is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
TEL vs. ^GSPC - Performance Comparison
Key characteristics
TEL:
0.58
^GSPC:
1.62
TEL:
0.96
^GSPC:
2.20
TEL:
1.11
^GSPC:
1.30
TEL:
0.96
^GSPC:
2.46
TEL:
2.23
^GSPC:
10.01
TEL:
5.42%
^GSPC:
2.08%
TEL:
20.84%
^GSPC:
12.88%
TEL:
-81.07%
^GSPC:
-56.78%
TEL:
-1.98%
^GSPC:
-2.13%
Returns By Period
In the year-to-date period, TEL achieves a 8.52% return, which is significantly higher than ^GSPC's 2.24% return. Over the past 10 years, TEL has underperformed ^GSPC with an annualized return of 10.08%, while ^GSPC has yielded a comparatively higher 11.04% annualized return.
TEL
8.52%
0.04%
1.80%
9.43%
12.94%
10.08%
^GSPC
2.24%
-1.20%
6.72%
18.21%
12.53%
11.04%
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Risk-Adjusted Performance
TEL vs. ^GSPC — Risk-Adjusted Performance Rank
TEL
^GSPC
TEL vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TE Connectivity Ltd. (TEL) and S&P 500 (^GSPC). 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.
Drawdowns
TEL vs. ^GSPC - Drawdown Comparison
The maximum TEL drawdown since its inception was -81.07%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for TEL and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
TEL vs. ^GSPC - Volatility Comparison
TE Connectivity Ltd. (TEL) has a higher volatility of 7.36% compared to S&P 500 (^GSPC) at 3.43%. This indicates that TEL's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.