BSX vs. IBTH
BSX (Boston Scientific Corporation) is a stock, while IBTH (iShares iBonds Dec 2027 Term Treasury ETF) is Government Bonds fund tracking the ICE 2027 Maturity US Treasury Index. Over the past 5 years, BSX returned 1.80%/yr vs 0.42%/yr for IBTH. At a correlation of -0.01, they often move in opposite directions.
Performance
BSX vs. IBTH - Performance Comparison
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Returns By Period
In the year-to-date period, BSX achieves a -50.80% return, which is significantly lower than IBTH's 1.03% return.
BSX
- 1D
- -0.55%
- 1M
- -10.95%
- YTD
- -50.80%
- 6M
- -49.33%
- 1Y
- -52.97%
- 3Y*
- -2.85%
- 5Y*
- 1.80%
- 10Y*
- 7.42%
IBTH
- 1D
- -0.02%
- 1M
- 0.23%
- YTD
- 1.03%
- 6M
- 1.29%
- 1Y
- 3.81%
- 3Y*
- 4.16%
- 5Y*
- 0.42%
- 10Y*
- —
BSX vs. IBTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BSX Boston Scientific Corporation | -50.80% | 6.75% | 54.51% | 24.94% | 8.92% | 18.16% | -5.20% |
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 BSX and IBTH is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2020 | -0.01 |
The correlation between BSX and IBTH shifts across timeframes, from -0.01 (all time) to 0.11 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BSX vs. IBTH — Risk / Return Rank
BSX
IBTH
BSX vs. IBTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Scientific Corporation (BSX) 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.
| BSX | IBTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.25 | ||
| Sortino ratioReturn per unit of downside risk | -9.52 | ||
| Omega ratioGain probability vs. loss probability | 0.67 | 1.96 | -1.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | 10.03 | -10.96 |
| Martin ratioReturn relative to average drawdown | -2.00 | 41.28 | -43.28 |
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Drawdowns
BSX vs. IBTH - Drawdown Comparison
The maximum BSX drawdown since its inception was -89.15%, which is greater than IBTH's maximum drawdown of -16.16%. Use the drawdown chart below to compare losses from any high point for BSX and IBTH.
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Drawdown Indicators
| BSX | IBTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.15% | -16.16% | -72.99% |
Max Drawdown (1Y)Largest decline over 1 year | -56.62% | -0.38% | -56.24% |
Max Drawdown (3Y)Largest decline over 3 years | -56.62% | -2.09% | -54.53% |
Max Drawdown (5Y)Largest decline over 5 years | -56.62% | -14.41% | -42.21% |
Max Drawdown (10Y)Largest decline over 10 years | -56.62% | — | — |
Current DrawdownCurrent decline from peak | -56.62% | -1.25% | -55.37% |
Average DrawdownAverage peak-to-trough decline | -38.76% | -6.69% | -32.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.23% | 0.09% | +26.14% |
Volatility
BSX vs. IBTH - Volatility Comparison
Boston Scientific Corporation (BSX) has a higher volatility of 15.84% compared to iShares iBonds Dec 2027 Term Treasury ETF (IBTH) at 0.20%. This indicates that BSX'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
| BSX | IBTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.84% | 0.20% | +15.64% |
Volatility (6M)Calculated over the trailing 6-month period | 32.83% | 0.54% | +32.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.77% | 1.03% | +33.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.69% | 4.19% | +21.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.29% | 4.20% | +23.09% |
Dividends
BSX vs. IBTH - Dividend Comparison
BSX has not paid dividends to shareholders, while IBTH's dividend yield for the trailing twelve months is around 3.82%.
| 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% |
IBTH iShares iBonds Dec 2027 Term Treasury ETF | 3.82% | 3.92% | 4.04% | 3.61% | 2.00% | 0.77% | 0.50% |
Frequently Asked Questions
BSX and IBTH have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSX has higher volatility (15.84%) compared to IBTH (0.20%). In terms of maximum drawdown, BSX dropped -89.15% vs IBTH's -16.16%.
IBTH currently has the higher Sharpe Ratio (3.74 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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