TLK vs. IGV
TLK (Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk) is a stock, while IGV (iShares Expanded Tech-Software Sector ETF) is Technology Equities fund tracking the S&P North American Expanded Technology Software Index. Over the past 10 years, TLK returned -2.78%/yr vs 15.70%/yr for IGV. At a 0.30 correlation, their price movements are largely independent.
Performance
TLK vs. IGV - Performance Comparison
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Returns By Period
In the year-to-date period, TLK achieves a -27.32% return, which is significantly lower than IGV's -17.38% return. Over the past 10 years, TLK has underperformed IGV with an annualized return of -2.78%, while IGV has yielded a comparatively higher 15.70% annualized return.
TLK
- 1D
- -5.11%
- 1M
- -6.43%
- YTD
- -27.32%
- 6M
- -26.59%
- 1Y
- -4.62%
- 3Y*
- -12.74%
- 5Y*
- -4.02%
- 10Y*
- -2.78%
IGV
- 1D
- -2.00%
- 1M
- -7.11%
- YTD
- -17.38%
- 6M
- -19.85%
- 1Y
- -16.92%
- 3Y*
- 9.05%
- 5Y*
- 2.55%
- 10Y*
- 15.70%
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 | -27.32% | 37.97% | -32.33% | 12.56% | -14.60% | 24.66% | -13.28% | 11.76% | -17.92% | 13.52% |
IGV iShares Expanded Tech-Software Sector ETF | -17.38% | 5.56% | 23.41% | 58.56% | -35.65% | 12.30% | 52.86% | 34.33% | 12.44% | 42.16% |
Correlation
The correlation between TLK and IGV is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.30 |
Over the past year, the correlation between TLK and IGV has dropped to 0.09 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.
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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 ETF (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TLK | IGV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.92 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | -0.46 | +0.35 |
| Martin ratioReturn relative to average drawdown | -0.30 | -0.95 | +0.64 |
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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 | -39.95% | -36.61% | -3.34% |
Max Drawdown (3Y)Largest decline over 3 years | -47.57% | -36.61% | -10.96% |
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 | -42.63% | -25.86% | -16.77% |
Average DrawdownAverage peak-to-trough decline | -19.67% | -14.46% | -5.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.25% | 17.87% | -2.62% |
Volatility
TLK vs. IGV - Volatility Comparison
Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk (TLK) has a higher volatility of 15.71% compared to iShares Expanded Tech-Software Sector ETF (IGV) at 12.72%. This indicates that TLK's price experiences larger fluctuations and is considered to be riskier than IGV based on this measure. 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 | 15.71% | 12.72% | +2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 26.56% | 24.91% | +1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.65% | 28.33% | +5.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.83% | 27.97% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.53% | 26.42% | +2.11% |
Dividends
TLK vs. IGV - Dividend Comparison
TLK's dividend yield for the trailing twelve months is around 8.65%, more than IGV's 0.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGV iShares Expanded Tech-Software Sector ETF | 0.02% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.35% | 0.02% | 0.16% | 0.09% | 0.82% | 0.22% |
TLK Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk | 8.65% | 6.19% | 6.76% | 4.38% | 4.36% | 0.99% | 4.59% | 2.66% | 0.92% | 2.73% | 2.88% | 3.05% |
Frequently Asked Questions
TLK and IGV have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TLK has higher volatility (15.71%) compared to IGV (12.72%). In terms of maximum drawdown, TLK dropped -67.48% vs IGV's -63.45%.
TLK currently has the higher Sharpe Ratio (-0.14 vs -0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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