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TLK vs. IGV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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 ETF (IGV). The values are adjusted to include any dividend payments, if applicable.

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

TLK vs. IGV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

TLK
TLK Risk / Return Rank: 3535
Overall Rank
TLK Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TLK Sortino Ratio Rank: 3232
Sortino Ratio Rank
TLK Omega Ratio Rank: 3232
Omega Ratio Rank
TLK Calmar Ratio Rank: 3939
Calmar Ratio Rank
TLK Martin Ratio Rank: 3737
Martin Ratio Rank

IGV
IGV Risk / Return Rank: 44
Overall Rank
IGV Sharpe Ratio Rank: 44
Sharpe Ratio Rank
IGV Sortino Ratio Rank: 44
Sortino Ratio Rank
IGV Omega Ratio Rank: 44
Omega Ratio Rank
IGV Calmar Ratio Rank: 55
Calmar Ratio Rank
IGV Martin Ratio Rank: 44
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 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.


TLKIGVDifference
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

TLK vs. IGV - Sharpe Ratio Comparison

The current TLK Sharpe Ratio is -0.14, which is higher than the IGV Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of TLK and IGV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


TLKIGVDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-42.63%

-25.86%

-16.77%

Average Drawdown

Average peak-to-trough decline

-19.67%

-14.46%

-5.21%

Ulcer Index

Depth 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


TLKIGVDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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