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TLK vs. IGV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLK vs. IGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk (TLK) and iShares Expanded Tech-Software Sector ET (IGV). The values are adjusted to include any dividend payments, if applicable.

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TLK vs. IGV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TLK vs. IGV — Risk / Return Rank

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

TLK
TLK Risk / Return Rank: 7474
Overall Rank
TLK Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
TLK Sortino Ratio Rank: 7272
Sortino Ratio Rank
TLK Omega Ratio Rank: 7171
Omega Ratio Rank
TLK Calmar Ratio Rank: 7272
Calmar Ratio Rank
TLK Martin Ratio Rank: 7676
Martin Ratio Rank

IGV
IGV Risk / Return Rank: 66
Overall Rank
IGV Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IGV Sortino Ratio Rank: 66
Sortino Ratio Rank
IGV Omega Ratio Rank: 66
Omega Ratio Rank
IGV Calmar Ratio Rank: 77
Calmar Ratio Rank
IGV Martin Ratio Rank: 66
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.

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.


TLKIGVDifference

Sharpe ratio

Return per unit of total volatility

1.10

-0.35

+1.45

Sortino ratio

Return per unit of downside risk

1.66

-0.32

+1.99

Omega ratio

Gain probability vs. loss probability

1.22

0.96

+0.26

Calmar ratio

Return relative to maximum drawdown

1.53

-0.31

+1.84

Martin ratio

Return relative to average drawdown

4.72

-0.81

+5.52

TLK vs. IGV - Sharpe Ratio Comparison

The current TLK Sharpe Ratio is 1.10, which is higher than the IGV Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of TLK and IGV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TLKIGVDifference

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.


TTM20252024202320222021202020192018201720162015
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


TLKIGVDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-29.95%

-32.04%

+2.09%

Average Drawdown

Average peak-to-trough decline

-19.53%

-14.37%

-5.16%

Ulcer Index

Depth 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


TLKIGVDifference

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%