We present an analysis of simultaneous observations of a sunspot in two different spectral ranges (630 nm and 1565 nm). The dataset was acquired with the POlarimetric LIttrow Spectrograph (POLIS) and the Tenerife Infrared Polarimeter (TIP) at the German Vacuum Tower Telescope (VTT) of Observatorio del Teide. Inversions of both sets of lines are carried out to retrieve physical quantities such as temperature and magnetic fields. We find that: a) the differences between the atmospheric parameters inferred from the two ranges are small, demonstrating that inversion techniques provide unique results; b) there is a cross-talk between temperature and stray light for visible lines; c) a more realistic treatment of the stray light contamination is required. Making use of both visible and infrared lines we obtain < dB/dz >=-2.3±0.6 G km-1 and < dγ/dz >=-0.019±0.015 deg km-1 in the umbra. Finally, we show how simultaneous spectro-polarimetric observations of the Sun in visible and infrared wavelengths improve the diagnostic capabilities of a single spectral range alone.