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

Performance

TEL vs. IVZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TE Connectivity Ltd. (TEL) and Invesco Ltd. (IVZ). 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 IVZ's 6.54% return. Over the past 10 years, TEL has outperformed IVZ with an annualized return of 14.89%, while IVZ has yielded a comparatively lower 4.48% 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%

IVZ

1D
0.73%
1M
0.64%
YTD
6.54%
6M
8.44%
1Y
98.16%
3Y*
25.82%
5Y*
3.83%
10Y*
4.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TEL vs. IVZ - 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%
IVZ
Invesco Ltd.
6.54%56.94%3.02%6.05%-18.71%35.56%3.06%14.91%-52.05%24.67%

Correlation

The correlation between TEL and IVZ is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.51

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

0.59

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

0.58

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

0.57

The correlation between TEL and IVZ shifts across timeframes, from 0.47 (1 year) to 0.59 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

TEL:

$9.78

IVZ:

-$0.62

PS Ratio

TEL:

3.30

IVZ:

1.96

Total Revenue (TTM)

TEL:

$18.52B

IVZ:

$6.38B

Gross Profit (TTM)

TEL:

$6.55B

IVZ:

$2.75B

EBITDA (TTM)

TEL:

$4.47B

IVZ:

$1.38B

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Return for Risk

TEL vs. IVZ — 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

IVZ
IVZ Risk / Return Rank: 9292
Overall Rank
IVZ Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IVZ Sortino Ratio Rank: 9393
Sortino Ratio Rank
IVZ Omega Ratio Rank: 9292
Omega Ratio Rank
IVZ Calmar Ratio Rank: 9090
Calmar Ratio Rank
IVZ Martin Ratio Rank: 9191
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. IVZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TE Connectivity Ltd. (TEL) and Invesco Ltd. (IVZ). 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.


TELIVZDifference
Sharpe ratioReturn per unit of total volatility

-2.02

Sortino ratioReturn per unit of downside risk

-2.26

Omega ratioGain probability vs. loss probability

1.17

1.46

-0.29

Calmar ratioReturn relative to maximum drawdown

1.28

4.48

-3.20

Martin ratioReturn relative to average drawdown

2.94

12.09

-9.15

TEL vs. IVZ - Sharpe Ratio Comparison

The current TEL Sharpe Ratio is 0.79, which is lower than the IVZ Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of TEL and IVZ, 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


TELIVZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

2.82

-2.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.11

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.11

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.18

+0.20

Drawdowns

TEL vs. IVZ - Drawdown Comparison

The maximum TEL drawdown since its inception was -81.07%, roughly equal to the maximum IVZ drawdown of -83.91%. Use the drawdown chart below to compare losses from any high point for TEL and IVZ.


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Drawdown Indicators


TELIVZDifference

Max Drawdown

Largest peak-to-trough decline

-81.07%

-83.91%

+2.84%

Max Drawdown (1Y)

Largest decline over 1 year

-20.85%

-22.03%

+1.18%

Max Drawdown (3Y)

Largest decline over 3 years

-22.60%

-36.52%

+13.92%

Max Drawdown (5Y)

Largest decline over 5 years

-34.26%

-53.40%

+19.14%

Max Drawdown (10Y)

Largest decline over 10 years

-47.71%

-79.72%

+32.01%

Current Drawdown

Current decline from peak

-16.66%

-4.93%

-11.73%

Average Drawdown

Average peak-to-trough decline

-13.63%

-36.00%

+22.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.08%

8.15%

+0.93%

Volatility

TEL vs. IVZ - Volatility Comparison

TE Connectivity Ltd. (TEL) and Invesco Ltd. (IVZ) have volatilities of 9.59% and 9.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TELIVZDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.59%

9.52%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

27.70%

25.49%

+2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

33.71%

35.09%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.02%

36.58%

-8.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.35%

39.41%

-11.06%

Dividends

TEL vs. IVZ - Dividend Comparison

TEL's dividend yield for the trailing twelve months is around 1.42%, less than IVZ's 3.07% yield.


PositionTTM20252024202320222021202020192018201720162015
IVZ
Invesco Ltd.
3.07%3.18%4.66%6.15%4.07%2.89%4.45%6.84%7.11%3.15%3.66%3.17%
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. IVZ - Financials Comparison

This section allows you to compare key financial metrics between TE Connectivity Ltd. and Invesco Ltd.. 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
1.69B
(TEL) Total Revenue
(IVZ) Total Revenue
Values in USD except per share items

TEL vs. IVZ - Profitability Comparison

The chart below illustrates the profitability comparison between TE Connectivity Ltd. and Invesco Ltd. 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%40.0%50.0%60.0%70.0%20222023202420252026
36.8%
67.0%
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%.

IVZ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Invesco Ltd. reported a gross profit of 1.13B and revenue of 1.69B. Therefore, the gross margin over that period was 67.0%.

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%.

IVZ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Invesco Ltd. reported an operating income of -1.46B and revenue of 1.69B, resulting in an operating margin of -86.2%.

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%.

IVZ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Invesco Ltd. reported a net income of -1.06B and revenue of 1.69B, resulting in a net margin of -62.7%.


Frequently Asked Questions


TEL and IVZ have a correlation of 0.47, 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 IVZ (9.52%). In terms of maximum drawdown, TEL dropped -81.07% vs IVZ's -83.91%.

IVZ currently has the higher Sharpe Ratio (2.82 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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