TLK vs. IGV
Compare and contrast key facts about Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk (TLK) and iShares Expanded Tech-Software Sector ET (IGV).
IGV is a passively managed fund by iShares that tracks the performance of the S&P North American Technology-Software Index. It was launched on Jul 10, 2001.
Performance
TLK vs. IGV - Performance Comparison
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TLK vs. IGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TLK Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk | -11.26% | 37.97% | -32.33% | 12.56% | -14.60% | 24.66% | -13.28% | 11.76% | -17.92% | 13.52% |
IGV iShares Expanded Tech-Software Sector ET | -24.26% | 5.56% | 23.41% | 58.56% | -35.65% | 12.30% | 52.86% | 34.33% | 12.44% | 42.16% |
Returns By Period
In the year-to-date period, TLK achieves a -11.26% return, which is significantly higher than IGV's -24.26% return. Over the past 10 years, TLK has underperformed IGV with an annualized return of 0.56%, while IGV has yielded a comparatively higher 14.82% annualized return.
TLK
- 1D
- 2.86%
- 1M
- -12.18%
- YTD
- -11.26%
- 6M
- -0.74%
- 1Y
- 36.37%
- 3Y*
- -6.57%
- 5Y*
- -0.22%
- 10Y*
- 0.56%
IGV
- 1D
- 3.13%
- 1M
- -1.86%
- YTD
- -24.26%
- 6M
- -30.40%
- 1Y
- -10.05%
- 3Y*
- 9.52%
- 5Y*
- 2.75%
- 10Y*
- 14.82%
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Return for Risk
TLK vs. IGV — Risk / Return Rank
TLK
IGV
TLK vs. IGV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk (TLK) and iShares Expanded Tech-Software Sector ET (IGV). 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.
| TLK | IGV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | -0.35 | +1.45 |
Sortino ratioReturn per unit of downside risk | 1.66 | -0.32 | +1.99 |
Omega ratioGain probability vs. loss probability | 1.22 | 0.96 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | -0.31 | +1.84 |
Martin ratioReturn relative to average drawdown | 4.72 | -0.81 | +5.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TLK | IGV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | -0.35 | +1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.10 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.02 | 0.57 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.33 | +0.05 |
Correlation
The correlation between TLK and IGV is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
TLK vs. IGV - Dividend Comparison
TLK's dividend yield for the trailing twelve months is around 6.98%, while IGV has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TLK Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk | 6.98% | 6.19% | 6.76% | 4.38% | 4.36% | 0.99% | 4.59% | 2.66% | 0.92% | 2.73% | 2.88% | 3.05% |
IGV iShares Expanded Tech-Software Sector ET | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.35% | 0.02% | 0.16% | 0.09% | 0.82% | 0.22% |
Drawdowns
TLK vs. IGV - Drawdown Comparison
The maximum TLK drawdown since its inception was -67.48%, which is greater than IGV's maximum drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for TLK and IGV.
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Drawdown Indicators
| TLK | IGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.48% | -63.45% | -4.03% |
Max Drawdown (1Y)Largest decline over 1 year | -24.11% | -34.72% | +10.61% |
Max Drawdown (5Y)Largest decline over 5 years | -53.95% | -45.85% | -8.10% |
Max Drawdown (10Y)Largest decline over 10 years | -53.95% | -45.85% | -8.10% |
Current DrawdownCurrent decline from peak | -29.95% | -32.04% | +2.09% |
Average DrawdownAverage peak-to-trough decline | -19.53% | -14.37% | -5.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.81% | 13.51% | -5.70% |
Volatility
TLK vs. IGV - Volatility Comparison
Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk (TLK) and iShares Expanded Tech-Software Sector ET (IGV) have volatilities of 9.05% and 8.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLK | IGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.05% | 8.65% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 25.21% | 19.69% | +5.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.23% | 28.43% | +4.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.11% | 27.10% | -0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.24% | 25.89% | +2.35% |