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

Performance

TEL vs. FFIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TE Connectivity Ltd. (TEL) and F5 Networks, Inc. (FFIV). 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 FFIV's 55.21% return. Over the past 10 years, TEL has outperformed FFIV with an annualized return of 14.89%, while FFIV has yielded a comparatively lower 12.74% 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%

FFIV

1D
0.72%
1M
11.91%
YTD
55.21%
6M
59.62%
1Y
34.11%
3Y*
39.23%
5Y*
16.11%
10Y*
12.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TEL vs. FFIV - 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%
FFIV
F5 Networks, Inc.
55.21%1.51%40.50%24.72%-41.36%39.09%25.99%-13.81%23.48%-9.33%

Correlation

The correlation between TEL and FFIV is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.43

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

0.55

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

0.53

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2007

0.50

Over the past year, the correlation between TEL and FFIV has dropped to 0.25 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

TEL:

$60.65B

FFIV:

$22.70B

EPS

TEL:

$9.78

FFIV:

$12.19

PE Ratio

TEL:

21.01

FFIV:

32.50

PEG Ratio

TEL:

3.89

FFIV:

1.42

PS Ratio

TEL:

3.30

FFIV:

9.54

PB Ratio

TEL:

4.58

FFIV:

6.22

Total Revenue (TTM)

TEL:

$18.52B

FFIV:

$2.41B

Gross Profit (TTM)

TEL:

$6.55B

FFIV:

$2.63B

EBITDA (TTM)

TEL:

$4.47B

FFIV:

$889.95M

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Return for Risk

TEL vs. FFIV — 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

FFIV
FFIV Risk / Return Rank: 6767
Overall Rank
FFIV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FFIV Sortino Ratio Rank: 6767
Sortino Ratio Rank
FFIV Omega Ratio Rank: 6868
Omega Ratio Rank
FFIV Calmar Ratio Rank: 6363
Calmar Ratio Rank
FFIV Martin Ratio Rank: 6262
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. FFIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TE Connectivity Ltd. (TEL) and F5 Networks, Inc. (FFIV). 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.


TELFFIVDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.17

1.20

-0.03

Calmar ratioReturn relative to maximum drawdown

1.28

0.99

+0.30

Martin ratioReturn relative to average drawdown

2.94

2.17

+0.77

TEL vs. FFIV - Sharpe Ratio Comparison

The current TEL Sharpe Ratio is 0.79, which is comparable to the FFIV Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of TEL and FFIV, 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


TELFFIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.02

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.54

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.43

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.27

+0.11

Drawdowns

TEL vs. FFIV - Drawdown Comparison

The maximum TEL drawdown since its inception was -81.07%, smaller than the maximum FFIV drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for TEL and FFIV.


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Drawdown Indicators


TELFFIVDifference

Max Drawdown

Largest peak-to-trough decline

-81.07%

-97.59%

+16.52%

Max Drawdown (1Y)

Largest decline over 1 year

-20.85%

-34.73%

+13.88%

Max Drawdown (3Y)

Largest decline over 3 years

-22.60%

-34.73%

+12.13%

Max Drawdown (5Y)

Largest decline over 5 years

-34.26%

-47.42%

+13.16%

Max Drawdown (10Y)

Largest decline over 10 years

-47.71%

-54.59%

+6.88%

Current Drawdown

Current decline from peak

-16.66%

-3.16%

-13.50%

Average Drawdown

Average peak-to-trough decline

-13.63%

-40.19%

+26.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.08%

15.76%

-6.68%

Volatility

TEL vs. FFIV - Volatility Comparison

TE Connectivity Ltd. (TEL) has a higher volatility of 9.59% compared to F5 Networks, Inc. (FFIV) at 9.07%. This indicates that TEL's price experiences larger fluctuations and is considered to be riskier than FFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TELFFIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.59%

9.07%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

27.70%

24.96%

+2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

33.71%

33.52%

+0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.02%

30.02%

-2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.35%

29.57%

-1.22%

Dividends

TEL vs. FFIV - Dividend Comparison

TEL's dividend yield for the trailing twelve months is around 1.42%, while FFIV has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FFIV
F5 Networks, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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. FFIV - Financials Comparison

This section allows you to compare key financial metrics between TE Connectivity Ltd. and F5 Networks, 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


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
4.74B
0
(TEL) Total Revenue
(FFIV) Total Revenue
Values in USD except per share items

Frequently Asked Questions


TEL and FFIV have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TEL has higher volatility (9.59%) compared to FFIV (9.07%). In terms of maximum drawdown, TEL dropped -81.07% vs FFIV's -97.59%.

FFIV currently has the higher Sharpe Ratio (1.02 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.

Portfolio Optimizer

Find the right allocation for TEL and FFIV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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