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.
Key characteristics
TEL | ^GSPC | |
---|---|---|
YTD Return | 6.70% | 10.00% |
1Y Return | 24.69% | 26.85% |
3Y Return (Ann) | 5.33% | 7.95% |
5Y Return (Ann) | 12.58% | 12.81% |
10Y Return (Ann) | 12.21% | 10.84% |
Sharpe Ratio | 1.27 | 2.35 |
Daily Std Dev | 20.66% | 11.56% |
Max Drawdown | -81.07% | -56.78% |
Current Drawdown | -6.26% | -0.15% |
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
In the year-to-date period, TEL achieves a 6.70% return, which is significantly lower than ^GSPC's 10.00% return. Over the past 10 years, TEL has outperformed ^GSPC with an annualized return of 12.21%, while ^GSPC has yielded a comparatively lower 10.84% 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. ^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 5.07% compared to S&P 500 (^GSPC) at 3.35%. 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.