TEL vs. VOOG
Compare and contrast key facts about TE Connectivity Ltd. (TEL) and Vanguard S&P 500 Growth ETF (VOOG).
VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEL or VOOG.
Key characteristics
| TEL | VOOG | |
|---|---|---|
| YTD Return | 10.56% | 35.14% |
| 1Y Return | 24.86% | 43.93% |
| 3Y Return (Ann) | -0.62% | 8.10% |
| 5Y Return (Ann) | 12.53% | 18.04% |
| 10Y Return (Ann) | 11.68% | 15.23% |
| Sharpe Ratio | 1.11 | 2.60 |
| Sortino Ratio | 1.72 | 3.32 |
| Omega Ratio | 1.21 | 1.48 |
| Calmar Ratio | 1.05 | 2.91 |
| Martin Ratio | 5.02 | 13.72 |
| Ulcer Index | 4.62% | 3.21% |
| Daily Std Dev | 21.00% | 16.95% |
| Max Drawdown | -81.07% | -32.73% |
| Current Drawdown | -3.52% | -0.09% |
Correlation
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 10.56% return, which is significantly lower than VOOG's 35.14% return. Over the past 10 years, TEL has underperformed VOOG with an annualized return of 11.68%, while VOOG has yielded a comparatively higher 15.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
TEL vs. VOOG - Dividend Comparison
TEL's dividend yield for the trailing twelve months is around 1.62%, more than VOOG's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEL TE Connectivity Ltd. | 1.62% | 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 | 0.59% | 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.
Volatility
TEL vs. VOOG - Volatility Comparison
TE Connectivity Ltd. (TEL) has a higher volatility of 6.66% compared to Vanguard S&P 500 Growth ETF (VOOG) at 5.22%. This indicates that TEL's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.