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TEL vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TEL and SPY 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.


-0.50.00.51.00.7

Performance

TEL vs. SPY - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-6.34%
6.61%
TEL
SPY

Key characteristics

Sharpe Ratio

TEL:

0.45

SPY:

2.05

Sortino Ratio

TEL:

0.79

SPY:

2.73

Omega Ratio

TEL:

1.09

SPY:

1.38

Calmar Ratio

TEL:

0.48

SPY:

3.07

Martin Ratio

TEL:

1.84

SPY:

13.22

Ulcer Index

TEL:

5.01%

SPY:

1.95%

Daily Std Dev

TEL:

20.48%

SPY:

12.57%

Max Drawdown

TEL:

-81.07%

SPY:

-55.19%

Current Drawdown

TEL:

-9.21%

SPY:

-2.69%

Returns By Period

In the year-to-date period, TEL achieves a 0.51% return, which is significantly lower than SPY's 0.58% return. Over the past 10 years, TEL has underperformed SPY with an annualized return of 10.52%, while SPY has yielded a comparatively higher 13.16% annualized return.


TEL

YTD

0.51%

1M

-5.15%

6M

-5.58%

1Y

9.77%

5Y*

9.85%

10Y*

10.52%

SPY

YTD

0.58%

1M

-2.18%

6M

5.70%

1Y

25.99%

5Y*

14.36%

10Y*

13.16%

*Annualized

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Risk-Adjusted Performance

TEL vs. SPY — Risk-Adjusted Performance Rank

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

TEL
The Risk-Adjusted Performance Rank of TEL is 6262
Overall Rank
The Sharpe Ratio Rank of TEL is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of TEL is 5656
Sortino Ratio Rank
The Omega Ratio Rank of TEL is 5454
Omega Ratio Rank
The Calmar Ratio Rank of TEL is 6969
Calmar Ratio Rank
The Martin Ratio Rank of TEL is 6767
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 8282
Overall Rank
The Sharpe Ratio Rank of SPY is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 8080
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 8282
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8282
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TEL vs. SPY - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for TEL, currently valued at 0.45, compared to the broader market-4.00-2.000.002.000.452.05
The chart of Sortino ratio for TEL, currently valued at 0.79, compared to the broader market-4.00-2.000.002.004.000.792.73
The chart of Omega ratio for TEL, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.38
The chart of Calmar ratio for TEL, currently valued at 0.48, compared to the broader market0.002.004.006.000.483.07
The chart of Martin ratio for TEL, currently valued at 1.84, compared to the broader market-10.000.0010.0020.001.8413.22
TEL
SPY

The current TEL Sharpe Ratio is 0.45, which is lower than the SPY Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of TEL and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.45
2.05
TEL
SPY

Dividends

TEL vs. SPY - Dividend Comparison

TEL's dividend yield for the trailing twelve months is around 1.77%, more than SPY's 1.20% yield.


TTM20242023202220212020201920182017201620152014
TEL
TE Connectivity Ltd.
1.77%1.78%1.66%1.90%1.23%1.57%1.90%2.27%1.65%2.08%1.98%1.77%
SPY
SPDR S&P 500 ETF
1.20%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

TEL vs. SPY - Drawdown Comparison

The maximum TEL drawdown since its inception was -81.07%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TEL and SPY. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.21%
-2.69%
TEL
SPY

Volatility

TEL vs. SPY - Volatility Comparison

The current volatility for TE Connectivity Ltd. (TEL) is 4.24%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.49%. This indicates that TEL experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
4.24%
4.49%
TEL
SPY