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TXN vs. DGRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TXN vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Texas Instruments Incorporated (TXN) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TXN achieves a 75.59% return, which is significantly higher than DGRO's 9.86% return. Over the past 10 years, TXN has outperformed DGRO with an annualized return of 20.39%, while DGRO has yielded a comparatively lower 13.52% annualized return.


TXN

1D
1.35%
1M
-1.70%
YTD
75.59%
6M
69.78%
1Y
55.05%
3Y*
22.83%
5Y*
12.97%
10Y*
20.39%

DGRO

1D
0.69%
1M
3.74%
YTD
9.86%
6M
9.27%
1Y
22.26%
3Y*
16.74%
5Y*
10.82%
10Y*
13.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TXN vs. DGRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TXN
Texas Instruments Incorporated
75.59%-4.47%13.14%6.41%-9.86%17.53%31.70%39.56%-7.17%46.75%
DGRO
iShares Core Dividend Growth ETF
9.86%15.69%16.62%10.47%-7.91%26.64%9.50%29.87%-2.38%23.00%

Correlation

The correlation between TXN and DGRO is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2014

0.65

The correlation between TXN and DGRO shifts across timeframes, from 0.49 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TXN vs. DGRO — Risk / Return Rank

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

TXN
TXN Risk / Return Rank: 7878
Overall Rank
TXN Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
TXN Sortino Ratio Rank: 8080
Sortino Ratio Rank
TXN Omega Ratio Rank: 8181
Omega Ratio Rank
TXN Calmar Ratio Rank: 7575
Calmar Ratio Rank
TXN Martin Ratio Rank: 7373
Martin Ratio Rank

DGRO
DGRO Risk / Return Rank: 8282
Overall Rank
DGRO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 8787
Sortino Ratio Rank
DGRO Omega Ratio Rank: 8282
Omega Ratio Rank
DGRO Calmar Ratio Rank: 7777
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7979
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.

TXN vs. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Texas Instruments Incorporated (TXN) and iShares Core Dividend Growth ETF (DGRO). 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.


TXNDGRODifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

1.30

1.42

-0.12

Calmar ratioReturn relative to maximum drawdown

1.87

3.46

-1.59

Martin ratioReturn relative to average drawdown

3.90

13.36

-9.47

TXN vs. DGRO - Sharpe Ratio Comparison

The current TXN Sharpe Ratio is 1.38, which is lower than the DGRO Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of TXN and DGRO, 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

TXN vs. DGRO - Drawdown Comparison

The maximum TXN drawdown since its inception was -85.81%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for TXN and DGRO.


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Drawdown Indicators


TXNDGRODifference

Max Drawdown

Largest peak-to-trough decline

-85.81%

-35.10%

-50.71%

Max Drawdown (1Y)

Largest decline over 1 year

-29.57%

-6.47%

-23.10%

Max Drawdown (3Y)

Largest decline over 3 years

-33.41%

-14.03%

-19.38%

Max Drawdown (5Y)

Largest decline over 5 years

-33.41%

-19.31%

-14.10%

Max Drawdown (10Y)

Largest decline over 10 years

-33.41%

-35.10%

+1.69%

Current Drawdown

Current decline from peak

-7.32%

0.00%

-7.32%

Average Drawdown

Average peak-to-trough decline

-34.78%

-3.44%

-31.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.17%

1.68%

+12.49%

Volatility

TXN vs. DGRO - Volatility Comparison

Texas Instruments Incorporated (TXN) has a higher volatility of 14.23% compared to iShares Core Dividend Growth ETF (DGRO) at 2.64%. This indicates that TXN's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TXNDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

14.23%

2.64%

+11.59%

Volatility (6M)

Calculated over the trailing 6-month period

31.44%

6.96%

+24.48%

Volatility (1Y)

Calculated over the trailing 1-year period

40.13%

9.59%

+30.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.42%

13.83%

+18.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.17%

16.62%

+14.55%

Dividends

TXN vs. DGRO - Dividend Comparison

TXN's dividend yield for the trailing twelve months is around 1.87%, less than DGRO's 1.94% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRO
iShares Core Dividend Growth ETF
1.94%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
TXN
Texas Instruments Incorporated
1.87%3.17%2.81%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%

Frequently Asked Questions


TXN and DGRO have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TXN has higher volatility (14.23%) compared to DGRO (2.64%). In terms of maximum drawdown, TXN dropped -85.81% vs DGRO's -35.10%.

DGRO currently has the higher Sharpe Ratio (2.34 vs 1.38), 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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