PortfoliosLab logoPortfoliosLab logo
TER vs. VGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TER vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teradyne, Inc. (TER) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TER vs. VGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TER
Teradyne, Inc.
53.23%54.39%16.51%24.78%-46.35%36.81%76.73%118.93%-24.37%66.16%
VGT
Vanguard Information Technology ETF
-6.16%21.77%29.30%52.66%-29.70%30.45%46.04%48.62%2.46%37.08%

Returns By Period

In the year-to-date period, TER achieves a 53.23% return, which is significantly higher than VGT's -6.16% return. Over the past 10 years, TER has outperformed VGT with an annualized return of 30.61%, while VGT has yielded a comparatively lower 21.51% annualized return.


TER

1D
7.28%
1M
-7.36%
YTD
53.23%
6M
115.64%
1Y
260.24%
3Y*
40.80%
5Y*
18.61%
10Y*
30.61%

VGT

1D
1.28%
1M
-3.61%
YTD
-6.16%
6M
-5.90%
1Y
29.76%
3Y*
23.10%
5Y*
14.83%
10Y*
21.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

TER vs. VGT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TER
TER Risk / Return Rank: 9898
Overall Rank
TER Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TER Sortino Ratio Rank: 9898
Sortino Ratio Rank
TER Omega Ratio Rank: 9696
Omega Ratio Rank
TER Calmar Ratio Rank: 9999
Calmar Ratio Rank
TER Martin Ratio Rank: 9999
Martin Ratio Rank

VGT
VGT Risk / Return Rank: 6262
Overall Rank
VGT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 6363
Sortino Ratio Rank
VGT Omega Ratio Rank: 6161
Omega Ratio Rank
VGT Calmar Ratio Rank: 7171
Calmar Ratio Rank
VGT Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TER vs. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teradyne, Inc. (TER) and Vanguard Information Technology ETF (VGT). 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.


TERVGTDifference

Sharpe ratio

Return per unit of total volatility

4.21

1.10

+3.11

Sortino ratio

Return per unit of downside risk

4.28

1.67

+2.61

Omega ratio

Gain probability vs. loss probability

1.57

1.23

+0.34

Calmar ratio

Return relative to maximum drawdown

12.75

1.88

+10.87

Martin ratio

Return relative to average drawdown

38.79

5.77

+33.03

TER vs. VGT - Sharpe Ratio Comparison

The current TER Sharpe Ratio is 4.21, which is higher than the VGT Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of TER and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TERVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.21

1.10

+3.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.59

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.88

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.61

-0.40

Correlation

The correlation between TER and VGT is 0.72, 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.


Dividends

TER vs. VGT - Dividend Comparison

TER's dividend yield for the trailing twelve months is around 0.17%, less than VGT's 0.43% yield.


TTM20252024202320222021202020192018201720162015
TER
Teradyne, Inc.
0.17%0.25%0.38%0.41%0.50%0.24%0.33%0.53%1.15%0.67%0.94%1.16%
VGT
Vanguard Information Technology ETF
0.43%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

TER vs. VGT - Drawdown Comparison

The maximum TER drawdown since its inception was -97.30%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for TER and VGT.


Loading graphics...

Drawdown Indicators


TERVGTDifference

Max Drawdown

Largest peak-to-trough decline

-97.30%

-54.63%

-42.67%

Max Drawdown (1Y)

Largest decline over 1 year

-20.35%

-16.40%

-3.95%

Max Drawdown (5Y)

Largest decline over 5 years

-59.12%

-35.07%

-24.05%

Max Drawdown (10Y)

Largest decline over 10 years

-59.12%

-35.07%

-24.05%

Current Drawdown

Current decline from peak

-13.52%

-11.66%

-1.86%

Average Drawdown

Average peak-to-trough decline

-58.93%

-8.00%

-50.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.69%

5.35%

+1.34%

Volatility

TER vs. VGT - Volatility Comparison

Teradyne, Inc. (TER) has a higher volatility of 23.19% compared to Vanguard Information Technology ETF (VGT) at 8.03%. This indicates that TER's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TERVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.19%

8.03%

+15.16%

Volatility (6M)

Calculated over the trailing 6-month period

45.67%

16.35%

+29.32%

Volatility (1Y)

Calculated over the trailing 1-year period

62.25%

27.27%

+34.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.65%

25.06%

+22.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.72%

24.48%

+19.24%