TEL vs. ^GSPC
Compare and contrast key facts about TE Connectivity Ltd. (TEL) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEL or ^GSPC.
Correlation
The correlation between TEL and ^GSPC is 0.71, 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. ^GSPC - Performance Comparison
Key characteristics
TEL:
0.52
^GSPC:
1.90
TEL:
0.88
^GSPC:
2.54
TEL:
1.10
^GSPC:
1.35
TEL:
0.55
^GSPC:
2.87
TEL:
2.06
^GSPC:
11.84
TEL:
5.17%
^GSPC:
2.06%
TEL:
20.59%
^GSPC:
12.86%
TEL:
-81.07%
^GSPC:
-56.78%
TEL:
-9.36%
^GSPC:
-2.30%
Returns By Period
In the year-to-date period, TEL achieves a 0.35% return, which is significantly lower than ^GSPC's 1.16% return. Over the past 10 years, TEL has underperformed ^GSPC with an annualized return of 10.66%, while ^GSPC has yielded a comparatively higher 11.44% annualized return.
TEL
0.35%
-4.32%
-7.85%
11.63%
9.35%
10.66%
^GSPC
1.16%
-2.04%
6.47%
24.84%
12.36%
11.44%
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Risk-Adjusted Performance
TEL vs. ^GSPC — Risk-Adjusted Performance Rank
TEL
^GSPC
TEL vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TE Connectivity Ltd. (TEL) and S&P 500 (^GSPC). 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.
Drawdowns
TEL vs. ^GSPC - Drawdown Comparison
The maximum TEL drawdown since its inception was -81.07%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for TEL and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
TEL vs. ^GSPC - Volatility Comparison
The current volatility for TE Connectivity Ltd. (TEL) is 4.68%, while S&P 500 (^GSPC) has a volatility of 4.97%. This indicates that TEL experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.