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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.


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.

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Key characteristics

Sharpe Ratio

TEL:

0.35

VOO:

0.72

Sortino Ratio

TEL:

0.80

VOO:

1.15

Omega Ratio

TEL:

1.10

VOO:

1.17

Calmar Ratio

TEL:

0.52

VOO:

0.77

Martin Ratio

TEL:

1.61

VOO:

2.94

Ulcer Index

TEL:

7.35%

VOO:

4.87%

Daily Std Dev

TEL:

27.60%

VOO:

19.40%

Max Drawdown

TEL:

-81.07%

VOO:

-33.99%

Current Drawdown

TEL:

-1.02%

VOO:

-3.85%

Returns By Period

In the year-to-date period, TEL achieves a 12.90% return, which is significantly higher than VOO's 0.59% return. Over the past 10 years, TEL has underperformed VOO with an annualized return of 10.73%, while VOO has yielded a comparatively higher 12.75% annualized return.


TEL

YTD

12.90%

1M

23.69%

6M

4.77%

1Y

9.53%

5Y*

20.20%

10Y*

10.73%

VOO

YTD

0.59%

1M

9.01%

6M

-0.97%

1Y

13.78%

5Y*

17.33%

10Y*

12.75%

*Annualized

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Risk-Adjusted Performance

TEL vs. VOO — 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 6565
Overall Rank
The Sharpe Ratio Rank of TEL is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of TEL is 6060
Sortino Ratio Rank
The Omega Ratio Rank of TEL is 5959
Omega Ratio Rank
The Calmar Ratio Rank of TEL is 7373
Calmar Ratio Rank
The Martin Ratio Rank of TEL is 7070
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7070
Overall Rank
The Sharpe Ratio Rank of VOO is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7171
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. 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.


The current TEL Sharpe Ratio is 0.35, which is lower than the VOO Sharpe Ratio of 0.72. 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.


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Dividends

TEL vs. VOO - Dividend Comparison

TEL's dividend yield for the trailing twelve months is around 1.62%, more than VOO's 1.29% yield.


TTM20242023202220212020201920182017201620152014
TEL
TE Connectivity Ltd.
1.62%1.78%1.66%1.90%1.23%1.57%1.90%2.27%1.65%2.08%1.98%1.77%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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.


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Volatility

TEL vs. VOO - Volatility Comparison

TE Connectivity Ltd. (TEL) has a higher volatility of 8.64% compared to Vanguard S&P 500 ETF (VOO) at 6.20%. 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.


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