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:
0.60
^GSPC:
1.74
TEL:
0.99
^GSPC:
2.36
TEL:
1.12
^GSPC:
1.32
TEL:
0.99
^GSPC:
2.62
TEL:
2.31
^GSPC:
10.69
TEL:
5.42%
^GSPC:
2.08%
TEL:
20.83%
^GSPC:
12.76%
TEL:
-81.07%
^GSPC:
-56.78%
TEL:
-1.58%
^GSPC:
-0.43%
Returns By Period
In the year-to-date period, TEL achieves a 8.96% return, which is significantly higher than ^GSPC's 4.01% return. Over the past 10 years, TEL has underperformed ^GSPC with an annualized return of 10.20%, while ^GSPC has yielded a comparatively higher 11.26% annualized return.
TEL
8.96%
5.04%
4.28%
12.13%
13.03%
10.20%
^GSPC
4.01%
1.13%
9.82%
22.80%
12.93%
11.26%
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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
TE Connectivity Ltd. (TEL) has a higher volatility of 7.35% compared to S&P 500 (^GSPC) at 2.95%. This indicates that TEL's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.