BSX vs. IBTG
BSX (Boston Scientific Corporation) 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, BSX returned 3.05%/yr vs 0.85%/yr for IBTG. At a correlation of -0.03, they often move in opposite directions.
Performance
BSX vs. IBTG - Performance Comparison
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Returns By Period
In the year-to-date period, BSX achieves a -48.77% return, which is significantly lower than IBTG's 1.49% return.
BSX
- 1D
- 2.43%
- 1M
- -12.74%
- YTD
- -48.77%
- 6M
- -50.01%
- 1Y
- -52.31%
- 3Y*
- -1.68%
- 5Y*
- 3.05%
- 10Y*
- 7.94%
IBTG
- 1D
- 0.04%
- 1M
- 0.32%
- YTD
- 1.49%
- 6M
- 1.80%
- 1Y
- 4.10%
- 3Y*
- 4.06%
- 5Y*
- 0.85%
- 10Y*
- —
BSX vs. IBTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BSX Boston Scientific Corporation | -48.77% | 6.75% | 54.51% | 24.94% | 8.92% | 18.16% | -3.85% |
IBTG iShares iBonds Dec 2026 Term Treasury ETF | 1.49% | 4.40% | 3.97% | 4.34% | -8.18% | -3.04% | 3.99% |
Correlation
The correlation between BSX and IBTG is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2020 | -0.03 |
The correlation between BSX and IBTG shifts across timeframes, from -0.06 (1 year) to 0.04 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BSX vs. IBTG — Risk / Return Rank
BSX
IBTG
BSX vs. IBTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Scientific Corporation (BSX) 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.
| BSX | IBTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -9.50 | ||
| Sortino ratioReturn per unit of downside risk | -22.40 | ||
| Omega ratioGain probability vs. loss probability | 0.67 | 4.36 | -3.70 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | 62.89 | -63.83 |
| Martin ratioReturn relative to average drawdown | -2.11 | 253.80 | -255.91 |
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
| BSX | IBTG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.51 | 7.99 | -9.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.26 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.29 | -0.09 |
Drawdowns
BSX vs. IBTG - Drawdown Comparison
The maximum BSX drawdown since its inception was -89.15%, which is greater than IBTG's maximum drawdown of -13.62%. Use the drawdown chart below to compare losses from any high point for BSX and IBTG.
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Drawdown Indicators
| BSX | IBTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.15% | -13.62% | -75.53% |
Max Drawdown (1Y)Largest decline over 1 year | -55.91% | -0.07% | -55.84% |
Max Drawdown (3Y)Largest decline over 3 years | -55.91% | -1.27% | -54.64% |
Max Drawdown (5Y)Largest decline over 5 years | -55.91% | -12.31% | -43.60% |
Max Drawdown (10Y)Largest decline over 10 years | -55.91% | — | — |
Current DrawdownCurrent decline from peak | -54.83% | 0.00% | -54.83% |
Average DrawdownAverage peak-to-trough decline | -38.75% | -4.89% | -33.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.80% | 0.02% | +24.78% |
Volatility
BSX vs. IBTG - Volatility Comparison
Boston Scientific Corporation (BSX) has a higher volatility of 16.49% compared to iShares iBonds Dec 2026 Term Treasury ETF (IBTG) at 0.12%. This indicates that BSX'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
| BSX | IBTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.49% | 0.12% | +16.37% |
Volatility (6M)Calculated over the trailing 6-month period | 32.92% | 0.31% | +32.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.73% | 0.52% | +34.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.67% | 3.27% | +22.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.29% | 3.45% | +23.84% |
Dividends
BSX vs. IBTG - Dividend Comparison
BSX has not paid dividends to shareholders, while IBTG's dividend yield for the trailing twelve months is around 3.96%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BSX Boston Scientific Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IBTG iShares iBonds Dec 2026 Term Treasury ETF | 3.96% | 4.03% | 4.08% | 3.61% | 2.06% | 0.66% | 0.53% |
Frequently Asked Questions
BSX and IBTG have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSX has higher volatility (16.49%) compared to IBTG (0.12%). In terms of maximum drawdown, BSX dropped -89.15% vs IBTG's -13.62%.
IBTG currently has the higher Sharpe Ratio (7.99 vs -1.51), 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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