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AJG vs. IBTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AJG vs. IBTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arthur J. Gallagher & Co. (AJG) and iShares iBonds Dec 2027 Term Treasury ETF (IBTH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AJG achieves a -14.95% return, which is significantly lower than IBTH's 1.03% return.


AJG

1D
-1.00%
1M
9.74%
YTD
-14.95%
6M
-13.82%
1Y
-30.16%
3Y*
2.53%
5Y*
9.77%
10Y*
18.56%

IBTH

1D
-0.02%
1M
0.23%
YTD
1.03%
6M
1.29%
1Y
3.81%
3Y*
4.16%
5Y*
0.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AJG vs. IBTH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AJG
Arthur J. Gallagher & Co.
-14.95%-8.03%27.34%20.51%12.44%39.02%26.99%
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
1.03%5.29%3.22%4.38%-9.75%-3.43%4.20%

Correlation

The correlation between AJG and IBTH is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.00

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2020

-0.03

The correlation between AJG and IBTH shifts across timeframes, from -0.03 (all time) to 0.12 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AJG vs. IBTH — Risk / Return Rank

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

AJG
AJG Risk / Return Rank: 88
Overall Rank
AJG Sharpe Ratio Rank: 33
Sharpe Ratio Rank
AJG Sortino Ratio Rank: 66
Sortino Ratio Rank
AJG Omega Ratio Rank: 66
Omega Ratio Rank
AJG Calmar Ratio Rank: 1414
Calmar Ratio Rank
AJG Martin Ratio Rank: 1212
Martin Ratio Rank

IBTH
IBTH Risk / Return Rank: 9797
Overall Rank
IBTH Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IBTH Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBTH Omega Ratio Rank: 9797
Omega Ratio Rank
IBTH Calmar Ratio Rank: 9797
Calmar Ratio Rank
IBTH Martin Ratio Rank: 9797
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.

AJG vs. IBTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arthur J. Gallagher & Co. (AJG) and iShares iBonds Dec 2027 Term Treasury ETF (IBTH). 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.


AJGIBTHDifference
Sharpe ratioReturn per unit of total volatility

-4.86

Sortino ratioReturn per unit of downside risk

-8.74

Omega ratioGain probability vs. loss probability

0.81

1.96

-1.16

Calmar ratioReturn relative to maximum drawdown

-0.76

10.03

-10.80

Martin ratioReturn relative to average drawdown

-1.30

41.28

-42.58

AJG vs. IBTH - Sharpe Ratio Comparison

The current AJG Sharpe Ratio is -1.12, which is lower than the IBTH Sharpe Ratio of 3.74. The chart below compares the historical Sharpe Ratios of AJG and IBTH, 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

AJG vs. IBTH - Drawdown Comparison

The maximum AJG drawdown since its inception was -57.49%, which is greater than IBTH's maximum drawdown of -16.16%. Use the drawdown chart below to compare losses from any high point for AJG and IBTH.


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Drawdown Indicators


AJGIBTHDifference

Max Drawdown

Largest peak-to-trough decline

-57.49%

-16.16%

-41.33%

Max Drawdown (1Y)

Largest decline over 1 year

-40.64%

-0.38%

-40.26%

Max Drawdown (3Y)

Largest decline over 3 years

-44.40%

-2.09%

-42.31%

Max Drawdown (5Y)

Largest decline over 5 years

-44.40%

-14.41%

-29.99%

Max Drawdown (10Y)

Largest decline over 10 years

-44.40%

Current Drawdown

Current decline from peak

-36.46%

-1.25%

-35.21%

Average Drawdown

Average peak-to-trough decline

-12.83%

-6.69%

-6.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.87%

0.09%

+23.78%

Volatility

AJG vs. IBTH - Volatility Comparison

Arthur J. Gallagher & Co. (AJG) has a higher volatility of 8.37% compared to iShares iBonds Dec 2027 Term Treasury ETF (IBTH) at 0.20%. This indicates that AJG's price experiences larger fluctuations and is considered to be riskier than IBTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AJGIBTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.37%

0.20%

+8.17%

Volatility (6M)

Calculated over the trailing 6-month period

22.48%

0.54%

+21.94%

Volatility (1Y)

Calculated over the trailing 1-year period

27.85%

1.03%

+26.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.98%

4.19%

+18.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.08%

4.20%

+18.88%

Dividends

AJG vs. IBTH - Dividend Comparison

AJG's dividend yield for the trailing twelve months is around 1.23%, less than IBTH's 3.82% yield.


PositionTTM20252024202320222021202020192018201720162015
AJG
Arthur J. Gallagher & Co.
1.23%1.00%0.85%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
3.82%3.92%4.04%3.61%2.00%0.77%0.50%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AJG and IBTH have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AJG has higher volatility (8.37%) compared to IBTH (0.20%). In terms of maximum drawdown, AJG dropped -57.49% vs IBTH's -16.16%.

IBTH currently has the higher Sharpe Ratio (3.74 vs -1.12), 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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