How can I connect a 2011 iMac to a 2020 iMac?

What do you want the connection to do? Share files? Share the screen? Makes a big difference in our recommendations.

You cannot use Target Display Mode (TDM), where an iMac becomes an external display for another Mac, because the 2020 iMac is too new. See the TDM system requirements here:

Use your iMac as a display with target display mode - Apple Support

TDM is deprecated technology. You should be able to use network screen sharing but it will be slower:

Share the screen of another Mac - Apple Support

That does not require special cabling.

Target Display Mode is dead, please read Target Display Mode (Target Display Mode) and you will see that the 2020 is incapable of Target Display Mode. No there is not a work around. If your 2020 iMac needs an external display, the fastest, easiest and least expensive and most reliable method is to buy an external display. You can easily find one for about $100.

YAGOM wrote:

Thanks for the reply. What I would really like to do is to use the 2020 iMac in Target Disk Mode to the 2011 iMac. A miniDP to Thunderbolt cable does not seem to wok. Any advice would be most welcome.

That's not possible.