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AMGN vs. IBTF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AMGN vs. IBTF

Last updated Jun 4, 2026

AMGN (Amgen Inc.) is a stock, while IBTF (iShares iBonds Dec 2025 Term Treasury ETF) is Government Bonds fund tracking the ICE 2025 Maturity US Treasury Index. Over the past 5 years, AMGN returned 10.82%/yr vs 0.90%/yr for IBTF. At a 0.03 correlation, their price movements are largely independent.

Performance

AMGN vs. IBTF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amgen Inc. (AMGN) and iShares iBonds Dec 2025 Term Treasury ETF (IBTF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

AMGN

1D
3.03%
1M
5.23%
YTD
4.83%
6M
-0.66%
1Y
20.31%
3Y*
19.36%
5Y*
10.82%
10Y*
11.09%

IBTF

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.09%
1Y
2.14%
3Y*
3.66%
5Y*
0.90%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMGN vs. IBTF - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
AMGN
Amgen Inc.		4.83%29.67%-6.77%13.46%20.43%0.87%17.46%
IBTF
iShares iBonds Dec 2025 Term Treasury ETF		0.00%3.81%4.60%4.12%-6.39%-2.31%3.60%

Correlation

The correlation between AMGN and IBTF is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.01

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

0.04

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

0.08

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2020

0.03

Compare stocks, funds, or ETFs

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Amgen Inc.

iShares iBonds Dec 2025 Term Treasury ETF

Often compared with AMGN:
AMGN vs. ABBVAMGN vs. MRKAMGN vs. GILDAMGN vs. VOOAMGN vs. BIBAMGN vs. UNHAMGN vs. NVAX
Often compared with IBTF:
IBTF vs. SGOVIBTF vs. IBTEIBTF vs. IBTGIBTF vs. TLTIBTF vs. USFRIBTF vs. FTABXIBTF vs. BND

Return for Risk

AMGN vs. IBTF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AMGN
AMGN Risk / Return Rank: 6262
Overall Rank
AMGN Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
AMGN Sortino Ratio Rank: 6060
Sortino Ratio Rank
AMGN Omega Ratio Rank: 5858
Omega Ratio Rank
AMGN Calmar Ratio Rank: 6565
Calmar Ratio Rank
AMGN Martin Ratio Rank: 6565
Martin Ratio Rank
IBTF
IBTF Risk / Return Rank: 9999
Overall Rank
IBTF Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IBTF Sortino Ratio Rank: 9999
Sortino Ratio Rank
IBTF Omega Ratio Rank: 100100
Omega Ratio Rank
IBTF Calmar Ratio Rank: 100100
Calmar Ratio Rank
IBTF 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.

AMGN vs. IBTF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amgen Inc. (AMGN) and iShares iBonds Dec 2025 Term Treasury ETF (IBTF). 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.

AMGNIBTFDifference
Sharpe ratioReturn per unit of total volatility
0.75
7.08

-6.33

Sortino ratioReturn per unit of downside risk
1.29
20.07

-18.78

Omega ratioGain probability vs. loss probability

1.16

6.23

-5.07

Calmar ratioReturn relative to maximum drawdown

1.23

59.41

-58.17

Martin ratioReturn relative to average drawdown

2.91

269.70

-266.79

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AMGN vs. IBTF - Sharpe Ratio Comparison

The current AMGN Sharpe Ratio is 0.75, which is lower than the IBTF Sharpe Ratio of 7.08. The chart below compares the historical Sharpe Ratios of AMGN and IBTF, 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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Sharpe Ratios by Period

AMGNIBTFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

7.08

-6.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.39

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.44

+0.16

Drawdowns

AMGN vs. IBTF - Drawdown Comparison

The maximum AMGN drawdown since its inception was -63.48%, which is greater than IBTF's maximum drawdown of -10.45%. Use the drawdown chart below to compare losses from any high point for AMGN and IBTF.

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Drawdown Indicators

AMGNIBTFDifference

Max Drawdown

Largest peak-to-trough decline

-63.48%

-10.45%

-53.03%

Max Drawdown (1Y)

Largest decline over 1 year

-16.57%

-0.04%

-16.53%

Max Drawdown (3Y)

Largest decline over 3 years

-22.74%

-0.67%

-22.07%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

-9.53%

-15.33%

Max Drawdown (10Y)

Largest decline over 10 years

-24.86%

—

—

Current Drawdown

Current decline from peak

-12.21%

0.00%

-12.21%

Average Drawdown

Average peak-to-trough decline

-16.78%

-3.33%

-13.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.00%

0.01%

+6.99%

Volatility

AMGN vs. IBTF - Volatility Comparison

Amgen Inc. (AMGN) has a higher volatility of 6.10% compared to iShares iBonds Dec 2025 Term Treasury ETF (IBTF) at 0.00%. This indicates that AMGN's price experiences larger fluctuations and is considered to be riskier than IBTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AMGNIBTFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

0.00%

+6.10%

Volatility (6M)

Calculated over the trailing 6-month period

19.13%

0.19%

+18.94%

Volatility (1Y)

Calculated over the trailing 1-year period

27.24%

0.36%

+26.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.86%

2.38%

+21.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.81%

2.56%

+22.25%

Dividends

AMGN vs. IBTF - Dividend Comparison

AMGN's dividend yield for the trailing twelve months is around 2.90%, more than IBTF's 2.08% yield.

PositionTTM20252024202320222021202020192018201720162015
AMGN
Amgen Inc.		2.90%2.91%3.45%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%
IBTF
iShares iBonds Dec 2025 Term Treasury ETF		2.08%3.83%4.32%4.03%1.93%0.57%0.59%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

AMGN and IBTF have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMGN has higher volatility (6.10%) compared to IBTF (0.00%). In terms of maximum drawdown, AMGN dropped -63.48% vs IBTF's -10.45%.

IBTF currently has the higher Sharpe Ratio (7.08 vs 0.75), 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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