TEL vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about TE Connectivity Ltd. (TEL) and S&P 500 Index (^GSPC).

Performance

TEL vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TE Connectivity Ltd. (TEL) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

TEL vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TEL TE Connectivity Ltd.	-6.68%	61.60%	3.51%	24.62%	-27.66%	35.12%	28.95%	29.37%	-18.87%	39.88%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, TEL achieves a -6.68% return, which is significantly lower than ^GSPC's -3.95% return. Over the past 10 years, TEL has outperformed ^GSPC with an annualized return of 15.13%, while ^GSPC has yielded a comparatively lower 12.24% annualized return.

TEL

• 1D: 1.27%
• 1M: -0.15%
• YTD: -6.68%
• 6M: -3.91%
• 1Y: 52.61%
• 3Y*: 19.25%
• 5Y*: 11.89%
• 10Y*: 15.13%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TEL vs. ^GSPC — Risk / Return Rank

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

TEL

TEL Risk / Return Rank: 82
TEL Sharpe Ratio Rank: 84
TEL Sortino Ratio Rank: 79
TEL Omega Ratio Rank: 82
TEL Calmar Ratio Rank: 81
TEL Martin Ratio Rank: 83

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

TEL vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TE Connectivity Ltd. (TEL) and S&P 500 Index (^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.

	TEL	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.54	0.92	+0.63
Sortino ratio Return per unit of downside risk	2.06	1.41	+0.65
Omega ratio Gain probability vs. loss probability	1.31	1.21	+0.09
Calmar ratio Return relative to maximum drawdown	2.49	1.41	+1.08
Martin ratio Return relative to average drawdown	7.18	6.61	+0.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TEL vs. ^GSPC - Sharpe Ratio Comparison

The current TEL Sharpe Ratio is 1.54, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of TEL and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TEL	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.54	0.92	+0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	0.61	-0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	0.68	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.46	-0.07

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.

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.

Drawdown Indicators

	TEL	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-81.07%	-56.78%	-24.29%
Max Drawdown (1Y) Largest decline over 1 year	-20.85%	-12.14%	-8.71%
Max Drawdown (5Y) Largest decline over 5 years	-34.26%	-25.43%	-8.83%
Max Drawdown (10Y) Largest decline over 10 years	-47.71%	-33.92%	-13.79%
Current Drawdown Current decline from peak	-14.45%	-5.78%	-8.67%
Average Drawdown Average peak-to-trough decline	-13.63%	-10.75%	-2.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.23%	2.60%	+4.63%

Volatility

TEL vs. ^GSPC - Volatility Comparison

TE Connectivity Ltd. (TEL) has a higher volatility of 10.73% compared to S&P 500 Index (^GSPC) at 5.37%. 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.

Volatility by Period

	TEL	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.73%	5.37%	+5.36%
Volatility (6M) Calculated over the trailing 6-month period	24.96%	9.55%	+15.41%
Volatility (1Y) Calculated over the trailing 1-year period	34.26%	18.33%	+15.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.27%	16.90%	+10.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.89%	18.05%	+9.84%