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

Correlation

The correlation between TEL and VOOG is 1.00, 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. VOOG - Performance Comparison

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

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Key characteristics

Daily Std Dev

TEL:

16.52%

VOOG:

12.30%

Max Drawdown

TEL:

-0.88%

VOOG:

-1.03%

Current Drawdown

TEL:

0.00%

VOOG:

-0.17%

Returns By Period


TEL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOOG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

TEL vs. VOOG — 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 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of TEL is 5656
Sortino Ratio Rank
The Omega Ratio Rank of TEL is 5555
Omega Ratio Rank
The Calmar Ratio Rank of TEL is 6969
Calmar Ratio Rank
The Martin Ratio Rank of TEL is 6666
Martin Ratio Rank

VOOG
The Risk-Adjusted Performance Rank of VOOG is 6969
Overall Rank
The Sharpe Ratio Rank of VOOG is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOG is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VOOG is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VOOG is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VOOG is 6767
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. VOOG - Risk-Adjusted Performance Comparison

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



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Dividends

TEL vs. VOOG - Dividend Comparison

TEL's dividend yield for the trailing twelve months is around 1.70%, more than VOOG's 0.58% yield.


TTM20242023202220212020201920182017201620152014
TEL
TE Connectivity Ltd.
1.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF
0.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TEL vs. VOOG - Drawdown Comparison

The maximum TEL drawdown since its inception was -0.88%, smaller than the maximum VOOG drawdown of -1.03%. Use the drawdown chart below to compare losses from any high point for TEL and VOOG. For additional features, visit the drawdowns tool.


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Volatility

TEL vs. VOOG - Volatility Comparison


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