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.
Key characteristics
| TEL | ^GSPC | |
|---|---|---|
| YTD Return | 10.56% | 25.45% |
| 1Y Return | 24.86% | 35.64% |
| 3Y Return (Ann) | -0.62% | 8.55% |
| 5Y Return (Ann) | 12.53% | 14.13% |
| 10Y Return (Ann) | 11.68% | 11.39% |
| Sharpe Ratio | 1.11 | 2.90 |
| Sortino Ratio | 1.72 | 3.87 |
| Omega Ratio | 1.21 | 1.54 |
| Calmar Ratio | 1.05 | 4.19 |
| Martin Ratio | 5.02 | 18.72 |
| Ulcer Index | 4.62% | 1.90% |
| Daily Std Dev | 21.00% | 12.27% |
| Max Drawdown | -81.07% | -56.78% |
| Current Drawdown | -3.52% | -0.29% |
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
In the year-to-date period, TEL achieves a 10.56% return, which is significantly lower than ^GSPC's 25.45% return. Both investments have delivered pretty close results over the past 10 years, with TEL having a 11.68% annualized return and ^GSPC not far behind at 11.39%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
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 6.66% compared to S&P 500 (^GSPC) at 3.86%. 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.