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TEL vs. CBOE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TEL vs. CBOE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TE Connectivity Ltd. (TEL) and Cboe Global Markets, Inc. (CBOE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TEL achieves a -9.00% return, which is significantly lower than CBOE's 12.19% return. Over the past 10 years, TEL has underperformed CBOE with an annualized return of 14.89%, while CBOE has yielded a comparatively higher 17.38% annualized return.


TEL

1D
-3.31%
1M
0.10%
YTD
-9.00%
6M
-11.51%
1Y
26.61%
3Y*
19.02%
5Y*
10.43%
10Y*
14.89%

CBOE

1D
-0.56%
1M
-19.41%
YTD
12.19%
6M
11.21%
1Y
27.25%
3Y*
27.99%
5Y*
21.30%
10Y*
17.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TEL vs. CBOE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEL
TE Connectivity Ltd.
-9.00%61.60%3.51%24.62%-27.66%35.12%28.95%29.37%-18.87%39.88%
CBOE
Cboe Global Markets, Inc.
12.19%29.96%10.74%44.37%-2.16%42.23%-21.17%24.16%-20.60%70.49%

Correlation

The correlation between TEL and CBOE is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.17

Correlation (3Y)
Calculated over the trailing 3-year period

-0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2010

0.21

The correlation between TEL and CBOE shifts across timeframes, from -0.17 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TEL:

$60.65B

CBOE:

$29.43B

EPS

TEL:

$9.78

CBOE:

$11.77

PE Ratio

TEL:

21.01

CBOE:

23.83

PEG Ratio

TEL:

3.89

CBOE:

0.44

PS Ratio

TEL:

3.30

CBOE:

6.14

PB Ratio

TEL:

4.58

CBOE:

5.48

Total Revenue (TTM)

TEL:

$18.52B

CBOE:

$4.79B

Gross Profit (TTM)

TEL:

$6.55B

CBOE:

$2.50B

EBITDA (TTM)

TEL:

$4.47B

CBOE:

$1.87B

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Return for Risk

TEL vs. CBOE — Risk / Return Rank

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

TEL
TEL Risk / Return Rank: 6565
Overall Rank
TEL Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
TEL Sortino Ratio Rank: 6161
Sortino Ratio Rank
TEL Omega Ratio Rank: 6262
Omega Ratio Rank
TEL Calmar Ratio Rank: 6767
Calmar Ratio Rank
TEL Martin Ratio Rank: 6767
Martin Ratio Rank

CBOE
CBOE Risk / Return Rank: 6969
Overall Rank
CBOE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CBOE Sortino Ratio Rank: 6666
Sortino Ratio Rank
CBOE Omega Ratio Rank: 6767
Omega Ratio Rank
CBOE Calmar Ratio Rank: 6565
Calmar Ratio Rank
CBOE Martin Ratio Rank: 7878
Martin Ratio Rank
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. CBOE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TE Connectivity Ltd. (TEL) and Cboe Global Markets, Inc. (CBOE). 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.


TELCBOEDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.17

1.20

-0.03

Calmar ratioReturn relative to maximum drawdown

1.28

1.11

+0.17

Martin ratioReturn relative to average drawdown

2.94

5.44

-2.50

TEL vs. CBOE - Sharpe Ratio Comparison

The current TEL Sharpe Ratio is 0.79, which is comparable to the CBOE Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of TEL and CBOE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TELCBOEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.01

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.92

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.69

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.66

-0.28

Drawdowns

TEL vs. CBOE - Drawdown Comparison

The maximum TEL drawdown since its inception was -81.07%, which is greater than CBOE's maximum drawdown of -43.23%. Use the drawdown chart below to compare losses from any high point for TEL and CBOE.


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Drawdown Indicators


TELCBOEDifference

Max Drawdown

Largest peak-to-trough decline

-81.07%

-43.23%

-37.84%

Max Drawdown (1Y)

Largest decline over 1 year

-20.85%

-24.69%

+3.84%

Max Drawdown (3Y)

Largest decline over 3 years

-22.60%

-24.69%

+2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-34.26%

-24.69%

-9.57%

Max Drawdown (10Y)

Largest decline over 10 years

-47.71%

-43.23%

-4.48%

Current Drawdown

Current decline from peak

-16.66%

-23.40%

+6.74%

Average Drawdown

Average peak-to-trough decline

-13.63%

-11.40%

-2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.08%

5.02%

+4.06%

Volatility

TEL vs. CBOE - Volatility Comparison

The current volatility for TE Connectivity Ltd. (TEL) is 9.59%, while Cboe Global Markets, Inc. (CBOE) has a volatility of 15.60%. This indicates that TEL experiences smaller price fluctuations and is considered to be less risky than CBOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TELCBOEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.59%

15.60%

-6.01%

Volatility (6M)

Calculated over the trailing 6-month period

27.70%

23.74%

+3.96%

Volatility (1Y)

Calculated over the trailing 1-year period

33.71%

27.02%

+6.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.02%

23.17%

+4.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.35%

25.32%

+3.03%

Dividends

TEL vs. CBOE - Dividend Comparison

TEL's dividend yield for the trailing twelve months is around 1.42%, more than CBOE's 1.03% yield.


PositionTTM20252024202320222021202020192018201720162015
CBOE
Cboe Global Markets, Inc.
1.03%1.08%1.21%1.18%1.56%1.38%1.68%1.12%1.19%0.83%1.30%1.36%
TEL
TE Connectivity Ltd.
1.42%1.22%1.78%1.66%1.90%1.23%1.57%1.90%2.27%1.65%2.08%1.98%

Financials

TEL vs. CBOE - Financials Comparison

This section allows you to compare key financial metrics between TE Connectivity Ltd. and Cboe Global Markets, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B2.00B3.00B4.00B5.00B20222023202420252026
4.74B
1.27B
(TEL) Total Revenue
(CBOE) Total Revenue
Values in USD except per share items

TEL vs. CBOE - Profitability Comparison

The chart below illustrates the profitability comparison between TE Connectivity Ltd. and Cboe Global Markets, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%45.0%50.0%20222023202420252026
36.8%
52.6%
Portfolio components
TEL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TE Connectivity Ltd. reported a gross profit of 1.75B and revenue of 4.74B. Therefore, the gross margin over that period was 36.8%.

CBOE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cboe Global Markets, Inc. reported a gross profit of 669.90M and revenue of 1.27B. Therefore, the gross margin over that period was 52.6%.

TEL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TE Connectivity Ltd. reported an operating income of 954.00M and revenue of 4.74B, resulting in an operating margin of 20.1%.

CBOE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cboe Global Markets, Inc. reported an operating income of 505.60M and revenue of 1.27B, resulting in an operating margin of 39.7%.

TEL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TE Connectivity Ltd. reported a net income of 855.00M and revenue of 4.74B, resulting in a net margin of 18.0%.

CBOE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cboe Global Markets, Inc. reported a net income of 385.70M and revenue of 1.27B, resulting in a net margin of 30.3%.


Frequently Asked Questions


TEL and CBOE have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CBOE has higher volatility (15.60%) compared to TEL (9.59%). In terms of maximum drawdown, TEL dropped -81.07% vs CBOE's -43.23%.

CBOE currently has the higher Sharpe Ratio (1.01 vs 0.79), 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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