AMGN vs. IBTG
AMGN (Amgen Inc.) is a stock, while IBTG (iShares iBonds Dec 2026 Term Treasury ETF) is Government Bonds fund tracking the ICE 2026 Maturity US Treasury Index. Over the past 5 years, AMGN returned 10.82%/yr vs 0.84%/yr for IBTG. At a 0.06 correlation, their price movements are largely independent.
Performance
AMGN vs. IBTG - Performance Comparison
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Returns By Period
In the year-to-date period, AMGN achieves a 4.83% return, which is significantly higher than IBTG's 1.44% return.
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%
IBTG
- 1D
- 0.00%
- 1M
- 0.28%
- YTD
- 1.44%
- 6M
- 1.80%
- 1Y
- 4.14%
- 3Y*
- 4.11%
- 5Y*
- 0.84%
- 10Y*
- —
AMGN vs. IBTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AMGN Amgen Inc. | 4.83% | 29.67% | -6.77% | 13.46% | 20.43% | 0.87% | 17.46% |
IBTG iShares iBonds Dec 2026 Term Treasury ETF | 1.44% | 4.40% | 3.97% | 4.34% | -8.18% | -3.04% | 3.99% |
Correlation
The correlation between AMGN and IBTG 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 | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2020 | 0.06 |
The correlation between AMGN and IBTG shifts across timeframes, from 0.01 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
AMGN vs. IBTG — Risk / Return Rank
AMGN
IBTG
AMGN vs. IBTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amgen Inc. (AMGN) and iShares iBonds Dec 2026 Term Treasury ETF (IBTG). 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.
| AMGN | IBTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -7.27 | ||
| Sortino ratioReturn per unit of downside risk | -19.07 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 4.40 | -3.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 63.59 | -62.36 |
| Martin ratioReturn relative to average drawdown | 2.91 | 256.63 | -253.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMGN | IBTG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 8.02 | -7.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.26 | +0.20 |
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 | 0.29 | +0.32 |
Drawdowns
AMGN vs. IBTG - Drawdown Comparison
The maximum AMGN drawdown since its inception was -63.48%, which is greater than IBTG's maximum drawdown of -13.62%. Use the drawdown chart below to compare losses from any high point for AMGN and IBTG.
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Drawdown Indicators
| AMGN | IBTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.48% | -13.62% | -49.86% |
Max Drawdown (1Y)Largest decline over 1 year | -16.57% | -0.07% | -16.50% |
Max Drawdown (3Y)Largest decline over 3 years | -22.74% | -1.33% | -21.41% |
Max Drawdown (5Y)Largest decline over 5 years | -24.86% | -12.31% | -12.55% |
Max Drawdown (10Y)Largest decline over 10 years | -24.86% | — | — |
Current DrawdownCurrent decline from peak | -12.21% | 0.00% | -12.21% |
Average DrawdownAverage peak-to-trough decline | -16.78% | -4.90% | -11.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.00% | 0.02% | +6.98% |
Volatility
AMGN vs. IBTG - Volatility Comparison
Amgen Inc. (AMGN) has a higher volatility of 6.10% compared to iShares iBonds Dec 2026 Term Treasury ETF (IBTG) at 0.12%. This indicates that AMGN's price experiences larger fluctuations and is considered to be riskier than IBTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMGN | IBTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 0.12% | +5.98% |
Volatility (6M)Calculated over the trailing 6-month period | 19.13% | 0.32% | +18.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.24% | 0.52% | +26.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.86% | 3.27% | +20.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.81% | 3.45% | +21.36% |
Dividends
AMGN vs. IBTG - Dividend Comparison
AMGN's dividend yield for the trailing twelve months is around 2.90%, less than IBTG's 3.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IBTG iShares iBonds Dec 2026 Term Treasury ETF | 3.96% | 4.03% | 4.08% | 3.61% | 2.06% | 0.66% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AMGN and IBTG 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 IBTG (0.12%). In terms of maximum drawdown, AMGN dropped -63.48% vs IBTG's -13.62%.
IBTG currently has the higher Sharpe Ratio (8.02 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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