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VOLT vs. TER
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOLT vs. TER - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tema Electrification ETF (VOLT) and Teradyne, Inc. (TER). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VOLT achieves a 36.32% return, which is significantly lower than TER's 108.47% return.


VOLT

1D
1.28%
1M
-0.71%
YTD
36.32%
6M
35.03%
1Y
62.39%
3Y*
5Y*
10Y*

TER

1D
5.72%
1M
19.38%
YTD
108.47%
6M
108.68%
1Y
386.56%
3Y*
54.13%
5Y*
26.29%
10Y*
36.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOLT vs. TER - Yearly Performance Comparison


2026 (YTD)20252024
VOLT
Tema Electrification ETF
36.32%25.92%-8.98%
TER
Teradyne, Inc.
108.47%54.39%9.05%

Correlation

The correlation between VOLT and TER is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2024

0.63

The correlation between VOLT and TER has been stable across timeframes, ranging from 0.63 to 0.64 - a consistent structural relationship.

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Return for Risk

VOLT vs. TER — Risk / Return Rank

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

VOLT
VOLT Risk / Return Rank: 9191
Overall Rank
VOLT Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VOLT Sortino Ratio Rank: 8989
Sortino Ratio Rank
VOLT Omega Ratio Rank: 8888
Omega Ratio Rank
VOLT Calmar Ratio Rank: 9494
Calmar Ratio Rank
VOLT Martin Ratio Rank: 9090
Martin Ratio Rank

TER
TER Risk / Return Rank: 9898
Overall Rank
TER Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TER Sortino Ratio Rank: 9797
Sortino Ratio Rank
TER Omega Ratio Rank: 9797
Omega Ratio Rank
TER Calmar Ratio Rank: 9999
Calmar Ratio Rank
TER Martin Ratio Rank: 9999
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.

VOLT vs. TER - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tema Electrification ETF (VOLT) and Teradyne, Inc. (TER). 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.


VOLTTERDifference
Sharpe ratioReturn per unit of total volatility

-2.69

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.47

1.64

-0.17

Calmar ratioReturn relative to maximum drawdown

6.35

13.97

-7.62

Martin ratioReturn relative to average drawdown

17.90

49.81

-31.91

VOLT vs. TER - Sharpe Ratio Comparison

The current VOLT Sharpe Ratio is 2.87, which is lower than the TER Sharpe Ratio of 5.56. The chart below compares the historical Sharpe Ratios of VOLT and TER, 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

VOLT vs. TER - Drawdown Comparison

The maximum VOLT drawdown since its inception was -23.40%, smaller than the maximum TER drawdown of -97.30%. Use the drawdown chart below to compare losses from any high point for VOLT and TER.


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Drawdown Indicators


VOLTTERDifference

Max Drawdown

Largest peak-to-trough decline

-23.40%

-97.30%

+73.90%

Max Drawdown (1Y)

Largest decline over 1 year

-9.59%

-26.73%

+17.14%

Max Drawdown (3Y)

Largest decline over 3 years

-58.18%

Max Drawdown (5Y)

Largest decline over 5 years

-59.12%

Max Drawdown (10Y)

Largest decline over 10 years

-59.12%

Current Drawdown

Current decline from peak

-4.76%

-3.52%

-1.24%

Average Drawdown

Average peak-to-trough decline

-5.19%

-58.67%

+53.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

7.49%

-4.09%

Volatility

VOLT vs. TER - Volatility Comparison

The current volatility for Tema Electrification ETF (VOLT) is 9.23%, while Teradyne, Inc. (TER) has a volatility of 25.00%. This indicates that VOLT experiences smaller price fluctuations and is considered to be less risky than TER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOLTTERDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.23%

25.00%

-15.77%

Volatility (6M)

Calculated over the trailing 6-month period

18.19%

53.10%

-34.91%

Volatility (1Y)

Calculated over the trailing 1-year period

21.28%

67.20%

-45.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.40%

50.20%

-25.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.40%

45.31%

-20.91%

Dividends

VOLT vs. TER - Dividend Comparison

VOLT's dividend yield for the trailing twelve months is around 0.33%, more than TER's 0.12% yield.


PositionTTM20252024202320222021202020192018201720162015
TER
Teradyne, Inc.
0.12%0.25%0.38%0.41%0.50%0.24%0.33%0.53%1.15%0.67%0.94%1.16%
VOLT
Tema Electrification ETF
0.33%0.46%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VOLT and TER have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TER has higher volatility (25.00%) compared to VOLT (9.23%). In terms of maximum drawdown, VOLT dropped -23.40% vs TER's -97.30%.

TER currently has the higher Sharpe Ratio (5.56 vs 2.87), 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.

Portfolio Optimizer

Find the right allocation for VOLT and TER

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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