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

Key characteristics


TELVOOG
YTD Return5.66%13.03%
1Y Return24.96%32.00%
3Y Return (Ann)5.00%8.68%
5Y Return (Ann)12.47%15.51%
10Y Return (Ann)12.11%14.45%
Sharpe Ratio1.232.30
Daily Std Dev20.68%13.92%
Max Drawdown-81.07%-32.73%
Current Drawdown-7.17%-0.34%

Correlation

-0.50.00.51.00.7

The correlation between TEL and VOOG 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.

Performance

TEL vs. VOOG - Performance Comparison

In the year-to-date period, TEL achieves a 5.66% return, which is significantly lower than VOOG's 13.03% return. Over the past 10 years, TEL has underperformed VOOG with an annualized return of 12.11%, while VOOG has yielded a comparatively higher 14.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%520.00%540.00%560.00%580.00%600.00%620.00%640.00%December2024FebruaryMarchAprilMay
639.53%
617.94%
TEL
VOOG

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TE Connectivity Ltd.

Vanguard S&P 500 Growth ETF

Risk-Adjusted Performance

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.


TEL
Sharpe ratio
The chart of Sharpe ratio for TEL, currently valued at 1.23, compared to the broader market-2.00-1.000.001.002.003.001.23
Sortino ratio
The chart of Sortino ratio for TEL, currently valued at 1.95, compared to the broader market-4.00-2.000.002.004.006.001.95
Omega ratio
The chart of Omega ratio for TEL, currently valued at 1.22, compared to the broader market0.501.001.502.001.22
Calmar ratio
The chart of Calmar ratio for TEL, currently valued at 0.90, compared to the broader market0.002.004.006.000.90
Martin ratio
The chart of Martin ratio for TEL, currently valued at 3.32, compared to the broader market-10.000.0010.0020.0030.003.32
VOOG
Sharpe ratio
The chart of Sharpe ratio for VOOG, currently valued at 2.30, compared to the broader market-2.00-1.000.001.002.003.002.30
Sortino ratio
The chart of Sortino ratio for VOOG, currently valued at 3.26, compared to the broader market-4.00-2.000.002.004.006.003.26
Omega ratio
The chart of Omega ratio for VOOG, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for VOOG, currently valued at 1.40, compared to the broader market0.002.004.006.001.40
Martin ratio
The chart of Martin ratio for VOOG, currently valued at 12.28, compared to the broader market-10.000.0010.0020.0030.0012.28

TEL vs. VOOG - Sharpe Ratio Comparison

The current TEL Sharpe Ratio is 1.23, which is lower than the VOOG Sharpe Ratio of 2.30. The chart below compares the 12-month rolling Sharpe Ratio of TEL and VOOG.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50December2024FebruaryMarchAprilMay
1.23
2.30
TEL
VOOG

Dividends

TEL vs. VOOG - Dividend Comparison

TEL's dividend yield for the trailing twelve months is around 1.60%, more than VOOG's 0.87% yield.


TTM20232022202120202019201820172016201520142013
TEL
TE Connectivity Ltd.
1.60%1.66%1.90%1.23%1.57%1.90%2.27%1.65%2.08%1.98%1.77%1.74%
VOOG
Vanguard S&P 500 Growth ETF
0.87%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

Drawdowns

TEL vs. VOOG - Drawdown Comparison

The maximum TEL drawdown since its inception was -81.07%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for TEL and VOOG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-7.17%
-0.34%
TEL
VOOG

Volatility

TEL vs. VOOG - Volatility Comparison

The current volatility for TE Connectivity Ltd. (TEL) is 5.09%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.37%. This indicates that TEL experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%December2024FebruaryMarchAprilMay
5.09%
5.37%
TEL
VOOG