CBRE vs. HYG
Compare and contrast key facts about CBRE Group, Inc. (CBRE) and iShares iBoxx $ High Yield Corporate Bond ETF (HYG).
HYG is a passively managed fund by iShares that tracks the performance of the iBoxx $ Liquid High Yield Index. It was launched on Apr 11, 2007.
Performance
CBRE vs. HYG - Performance Comparison
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CBRE vs. HYG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CBRE CBRE Group, Inc. | -16.36% | 22.47% | 41.04% | 20.96% | -29.08% | 73.01% | 2.33% | 53.07% | -7.55% | 37.54% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | -0.11% | 8.59% | 7.97% | 11.54% | -10.98% | 3.76% | 4.47% | 14.09% | -2.02% | 6.07% |
Returns By Period
In the year-to-date period, CBRE achieves a -16.36% return, which is significantly lower than HYG's -0.11% return. Over the past 10 years, CBRE has outperformed HYG with an annualized return of 16.54%, while HYG has yielded a comparatively lower 5.16% annualized return.
CBRE
- 1D
- -0.72%
- 1M
- -7.23%
- YTD
- -16.36%
- 6M
- -14.10%
- 1Y
- 2.66%
- 3Y*
- 22.70%
- 5Y*
- 10.93%
- 10Y*
- 16.54%
HYG
- 1D
- 0.24%
- 1M
- -0.65%
- YTD
- -0.11%
- 6M
- 0.93%
- 1Y
- 6.91%
- 3Y*
- 7.99%
- 5Y*
- 3.66%
- 10Y*
- 5.16%
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Return for Risk
CBRE vs. HYG — Risk / Return Rank
CBRE
HYG
CBRE vs. HYG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CBRE Group, Inc. (CBRE) and iShares iBoxx $ High Yield Corporate Bond ETF (HYG). 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.
| CBRE | HYG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.08 | 1.25 | -1.16 |
Sortino ratioReturn per unit of downside risk | 0.33 | 1.87 | -1.54 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.29 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.12 | 1.82 | -1.70 |
Martin ratioReturn relative to average drawdown | 0.33 | 9.57 | -9.24 |
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
| CBRE | HYG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | 1.25 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.49 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.62 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.45 | -0.16 |
Correlation
The correlation between CBRE and HYG is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CBRE vs. HYG - Dividend Comparison
CBRE has not paid dividends to shareholders, while HYG's dividend yield for the trailing twelve months is around 5.88%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBRE CBRE Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.88% | 5.71% | 6.01% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% |
Drawdowns
CBRE vs. HYG - Drawdown Comparison
The maximum CBRE drawdown since its inception was -94.31%, which is greater than HYG's maximum drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for CBRE and HYG.
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Drawdown Indicators
| CBRE | HYG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.31% | -34.25% | -60.06% |
Max Drawdown (1Y)Largest decline over 1 year | -23.22% | -3.93% | -19.29% |
Max Drawdown (5Y)Largest decline over 5 years | -40.38% | -15.79% | -24.59% |
Max Drawdown (10Y)Largest decline over 10 years | -53.57% | -22.03% | -31.54% |
Current DrawdownCurrent decline from peak | -21.63% | -1.05% | -20.58% |
Average DrawdownAverage peak-to-trough decline | -26.65% | -3.27% | -23.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.60% | 0.75% | +7.85% |
Volatility
CBRE vs. HYG - Volatility Comparison
CBRE Group, Inc. (CBRE) has a higher volatility of 6.99% compared to iShares iBoxx $ High Yield Corporate Bond ETF (HYG) at 2.30%. This indicates that CBRE's price experiences larger fluctuations and is considered to be riskier than HYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CBRE | HYG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 2.30% | +4.69% |
Volatility (6M)Calculated over the trailing 6-month period | 24.29% | 2.93% | +21.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.09% | 5.57% | +26.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.99% | 7.51% | +22.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.93% | 8.31% | +24.62% |