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

Correlation

The correlation between TEL and VGT is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

TEL vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TE Connectivity Ltd. (TEL) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
412.68%
1,187.53%
TEL
VGT

Key characteristics

Sharpe Ratio

TEL:

0.27

VGT:

1.55

Sortino Ratio

TEL:

0.53

VGT:

2.05

Omega Ratio

TEL:

1.06

VGT:

1.28

Calmar Ratio

TEL:

0.29

VGT:

2.18

Martin Ratio

TEL:

1.14

VGT:

7.80

Ulcer Index

TEL:

4.85%

VGT:

4.26%

Daily Std Dev

TEL:

20.70%

VGT:

21.45%

Max Drawdown

TEL:

-81.07%

VGT:

-54.63%

Current Drawdown

TEL:

-9.23%

VGT:

-2.41%

Returns By Period

In the year-to-date period, TEL achieves a 4.02% return, which is significantly lower than VGT's 31.34% return. Over the past 10 years, TEL has underperformed VGT with an annualized return of 10.41%, while VGT has yielded a comparatively higher 20.77% annualized return.


TEL

YTD

4.02%

1M

-4.14%

6M

-4.66%

1Y

3.67%

5Y*

10.52%

10Y*

10.41%

VGT

YTD

31.34%

1M

2.11%

6M

9.77%

1Y

31.45%

5Y*

22.00%

10Y*

20.77%

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. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TE Connectivity Ltd. (TEL) and Vanguard Information Technology ETF (VGT). 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.


Sharpe ratio
The chart of Sharpe ratio for TEL, currently valued at 0.27, compared to the broader market-4.00-2.000.002.000.271.55
The chart of Sortino ratio for TEL, currently valued at 0.53, compared to the broader market-4.00-2.000.002.004.000.532.05
The chart of Omega ratio for TEL, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.28
The chart of Calmar ratio for TEL, currently valued at 0.29, compared to the broader market0.002.004.006.000.292.18
The chart of Martin ratio for TEL, currently valued at 1.14, compared to the broader market-5.000.005.0010.0015.0020.0025.001.147.80
TEL
VGT

The current TEL Sharpe Ratio is 0.27, which is lower than the VGT Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of TEL and VGT, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.27
1.55
TEL
VGT

Dividends

TEL vs. VGT - Dividend Comparison

TEL's dividend yield for the trailing twelve months is around 1.77%, more than VGT's 0.59% yield.


TTM20232022202120202019201820172016201520142013
TEL
TE Connectivity Ltd.
1.77%1.66%1.90%1.23%1.57%1.90%2.27%1.65%2.08%1.98%1.77%1.74%
VGT
Vanguard Information Technology ETF
0.59%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

TEL vs. VGT - Drawdown Comparison

The maximum TEL drawdown since its inception was -81.07%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for TEL and VGT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.23%
-2.41%
TEL
VGT

Volatility

TEL vs. VGT - Volatility Comparison

TE Connectivity Ltd. (TEL) and Vanguard Information Technology ETF (VGT) have volatilities of 5.39% and 5.62%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%11.00%JulyAugustSeptemberOctoberNovemberDecember
5.39%
5.62%
TEL
VGT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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