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

Correlation

The correlation between TEL and VOO is 0.73, 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. VOO - Performance Comparison

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

500.00%550.00%600.00%650.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
628.03%
602.93%
TEL
VOO

Key characteristics

Sharpe Ratio

TEL:

0.27

VOO:

2.25

Sortino Ratio

TEL:

0.53

VOO:

2.98

Omega Ratio

TEL:

1.06

VOO:

1.42

Calmar Ratio

TEL:

0.29

VOO:

3.31

Martin Ratio

TEL:

1.14

VOO:

14.77

Ulcer Index

TEL:

4.85%

VOO:

1.90%

Daily Std Dev

TEL:

20.70%

VOO:

12.46%

Max Drawdown

TEL:

-81.07%

VOO:

-33.99%

Current Drawdown

TEL:

-9.23%

VOO:

-2.47%

Returns By Period

In the year-to-date period, TEL achieves a 4.02% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, TEL has underperformed VOO with an annualized return of 10.41%, while VOO has yielded a comparatively higher 13.08% annualized return.


TEL

YTD

4.02%

1M

-4.14%

6M

-4.66%

1Y

3.67%

5Y*

10.52%

10Y*

10.41%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

TEL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TE Connectivity Ltd. (TEL) and Vanguard S&P 500 ETF (VOO). 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-4.00-2.000.002.000.272.25
The chart of Sortino ratio for TEL, currently valued at 0.53, compared to the broader market-4.00-2.000.002.004.000.532.98
The chart of Omega ratio for TEL, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.42
The chart of Calmar ratio for TEL, currently valued at 0.29, compared to the broader market0.002.004.006.000.293.31
The chart of Martin ratio for TEL, currently valued at 1.14, compared to the broader market-5.000.005.0010.0015.0020.0025.001.1414.77
TEL
VOO

The current TEL Sharpe Ratio is 0.27, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of TEL and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.27
2.25
TEL
VOO

Dividends

TEL vs. VOO - Dividend Comparison

TEL's dividend yield for the trailing twelve months is around 1.77%, more than VOO's 0.91% 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%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

TEL vs. VOO - Drawdown Comparison

The maximum TEL drawdown since its inception was -81.07%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TEL and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.23%
-2.47%
TEL
VOO

Volatility

TEL vs. VOO - Volatility Comparison

TE Connectivity Ltd. (TEL) has a higher volatility of 5.39% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that TEL's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.39%
3.75%
TEL
VOO
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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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